<SEC-DOCUMENT>0000004962-17-000055.txt : 20170628
<SEC-HEADER>0000004962-17-000055.hdr.sgml : 20170628
<ACCEPTANCE-DATETIME>20170628143540
ACCESSION NUMBER:		0000004962-17-000055
CONFORMED SUBMISSION TYPE:	11-K
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20161231
FILED AS OF DATE:		20170628
DATE AS OF CHANGE:		20170628

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			AMERICAN EXPRESS CO
		CENTRAL INDEX KEY:			0000004962
		STANDARD INDUSTRIAL CLASSIFICATION:	FINANCE SERVICES [6199]
		IRS NUMBER:				134922250
		STATE OF INCORPORATION:			NY
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		11-K
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	001-07657
		FILM NUMBER:		17934828

	BUSINESS ADDRESS:	
		STREET 1:		200 VESEY STREET
		STREET 2:		50TH FLOOR
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10285
		BUSINESS PHONE:		2126402000

	MAIL ADDRESS:	
		STREET 1:		200 VESEY STREET
		STREET 2:		50TH FLOOR
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10285
</SEC-HEADER>
<DOCUMENT>
<TYPE>11-K
<SEQUENCE>1
<FILENAME>axp201611k.htm
<DESCRIPTION>FORM 11-K OF AMERICAN EXPRESS COMPANY
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</font><font style="FONT-SIZE: 18pt; FONT-FAMILY: 'Times New Roman'">SECURITIES AND EXCHANGE COMMISSION</font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'"><br>
</font><font style="FONT-SIZE: 10pt">WASHINGTON, D.C. 20549</font></div>

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<div style="FONT-SIZE: 11pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 12.55pt">(<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Mark One</font>)</div>

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<div style="MARGIN-BOTTOM: 12pt; FONT-SIZE: 12pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 13.7pt; TEXT-INDENT: -18pt"><font style="FONT-SIZE: 12pt; FONT-FAMILY: Wingdings">&#61560;</font><font style="FONT-SIZE: 3pt; FONT-FAMILY: 'Times New Roman'">&#160;&#160;&#160;&#160;&#160; </font>ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934</div>

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<div style="MARGIN-BOTTOM: 12pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Commission file number <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">1-7657</font></div>

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<div style="MARGIN-BOTTOM: 12pt; FONT-SIZE: 18pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS COMPANY</div>

<div style="MARGIN-BOTTOM: 12pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">200 Vesey Street<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'"><br>
</font> New York, New York&#160;10285</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt"><a name="TABLEOFCONTENTS"><!--Anchor--></a>AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Financial Statements and Supplemental Schedule</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><!--Anchor--><a href="#ReportofIndependentRegist">Report of Independent Registered Public Accounting Firm</a></div>
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<div style="TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><u>FINANCIAL STATEMENTS</u></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><a href="#STATEMENTOFNETASSETS">Statements of Net Assets Available for Benefits as of December 31, 2016 and 2015</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">1</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><a href="#STATEMENTOFCHANGES">Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2016</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><a href="#NOTESTOFINANCIALS">Notes to Financial Statements</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><a href="#SUPPLEMENTALSCHEDULES"><u>SUPPLEMENTAL SCHEDULES</u></a>*</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><a href="#SCHEDULEHLINE4A">Schedule H, Line 4a - Schedule of Delinquent Participant Contributions for the&#160;Year Ended&#160;December 31,2016</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><a href="#SCHEDULEHLINE4I">Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2016</a></div>
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<td style="FONT-FAMILY: 'Times New Roman'; WIDTH: 89.77%; VERTICAL-ALIGN: bottom"><a href="#SCHEDULEOFASSETS2">Schedule H, Line 4i - Schedule of Assets (Acquired and Disposed of Within Year) for the Year Ended December 31, 2016</a></td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><a href="#EXHIBITINDEX">Exhibit Index</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">E-1</div>
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<div style="TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Other supplemental schedules required by the Department of Labor&#8217;s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974, as amended, have been omitted because they are not applicable or not required.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt"><a name="ReportofIndependentRegist"><!--Anchor--></a>Report of Independent Registered Public Accounting Firm</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">To the Administrator of the</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">In our opinion, the accompanying statements of net assets available for benefits and the related statement of changes in net assets available for benefits present fairly, in all material respects, the net assets available for benefits of the American Express Retirement Savings Plan (the &#8220;Plan&#8221;) as of December 31, 2016 and 2015, and the changes in net assets available for benefits for the year ended December 31, 2016 in conformity with accounting principles generally accepted in the United States of America.&#160; These financial statements are the responsibility of the Plan&#8217;s management.&#160; Our responsibility is to express an opinion on these financial statements based on our audits.&#160; We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States).&#160; Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement.&#160; An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation.&#160; We believe that our audits provide a reasonable basis for our opinion.</div>

<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
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<div style="LINE-HEIGHT: 14.4pt">
<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">The supplemental schedule of assets (held at end of year) as of December 31, 2016, the schedule of assets (acquired and&#160;disposed of within year)&#160;and the schedule of delinquent participant contributions for the year then ended have been subjected to audit procedures performed in conjunction with the audit of the Plan&#8217;s financial statements.&#160; The supplemental schedules are the responsibility of the Plan&#8217;s management.&#160; Our audit procedures included determining whether the supplemental schedules reconcile to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedules.&#160; In forming our opinion on the supplemental schedules, we evaluated whether the supplemental schedules, including their form and content, are presented in conformity with the Department of Labor&#8217;s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974.<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #ff0000">&#160; </font>In our opinion, the schedule of assets (held at end of year) and the schedule of delinquent participant contributions are fairly stated, in all material respects, in relation to the financial statements as a whole.</div>

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<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 13.1pt">/s/ PricewaterhouseCoopers LLP</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 13.1pt">Minneapolis, Minnesota</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 13.1pt">June 28, 2017</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 13.1pt">&#160;</div>

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<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
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<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
 &#160;</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 12pt"><a name="STATEMENTOFNETASSETS"><!--Anchor--></a>AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 12pt">Statements of Net Assets Available for Benefits</div>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016 and 2015</div>

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<table id="za77b15c8f1004a8a8c8cda98443cef28" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">(Thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2016</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2015</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Assets</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Investments, at fair value:</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Money market funds</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">55,245</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">56,157</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Corporate debt instruments</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">76,738</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">55,244</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Common stocks</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">1,777,962</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">1,805,722</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">U.S. Government and agency obligations</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">168,684</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">181,742</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Common/collective trusts</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">860,605</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">796,700</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Mutual funds</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">747,142</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">686,769</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Self-directed brokerage accounts</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">134,956</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">136,764</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Other investments</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">92,912</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">76,028</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 18pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Total investments, at fair value</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">3,914,244</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">3,795,126</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Fully benefit responsive investment contracts, at contract value</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">553,762</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">546,319</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Due from brokers</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,611</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,045</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Cash (non-interest bearing)</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">86</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">5</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Receivables:</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Notes receivable from participants</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">78,998</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">81,596</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Investment income accrued</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,570</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,366</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-FAMILY: 'Times New Roman'; WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">Employer contributions:&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">&#160;&#160;Profit sharing</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">47,070</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">38,296</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">&#160;&#160;Other than profit sharing</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">21,712</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">25,171</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total Assets</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,623,053</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,490,924</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Liabilities</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Accrued expenses</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,294</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,753</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Due to brokers</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,558</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,254</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total Liabilities</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,852</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">5,007</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 87.46%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 27pt; LINE-HEIGHT: 11.4pt">Net assets available for benefits</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;<font style="FONT-FAMILY: 'Times New Roman'">$</font></td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,618,201</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;<font style="FONT-FAMILY: 'Times New Roman'">$</font></td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,485,917</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div style="LINE-HEIGHT: 12.55pt"><br style="LINE-HEIGHT: 12.55pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-STYLE: italic">See accompanying notes to the financial statements</font>.</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">1</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 12pt"><a name="STATEMENTOFCHANGES"><!--Anchor--></a>AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 12pt">Statement of Changes in Net Assets Available for Benefits</div>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">for the Year Ended December 31, 2016</div>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;</div>

<table id="zdd024f22931d4f5fb4ef081295ea52b0" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">(Thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2016</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Contributions</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Employer</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 18pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Profit sharing</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">47,095</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 18pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Other than profit sharing</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">111,998</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Employee</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">152,113</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Rollovers</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">11,318</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total contributions</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">322,524</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Investment income</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Net appreciation of investments</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">215,729</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Interest and dividends</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">62,805</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Other income</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">328</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total investment income</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">278,862</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Interest on notes receivable from participants</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">3,353</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total additions to net assets</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">604,739</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Withdrawal payments</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">(461,376</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Administrative expenses</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">(11,079</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total deductions to net assets</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">(472,455</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Net increase in net assets available for benefits</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">132,284</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Net assets available for benefits at beginning of year</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,485,917</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 93.63%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Net assets available for benefits at end of year</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.69%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 4.8%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,618,201</div>
</td>
<td style="WIDTH: 0.49%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div style="LINE-HEIGHT: 12.55pt"><br style="LINE-HEIGHT: 12.55pt">
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt"><a name="NOTESTOFINANCIALS"><!--Anchor--></a>AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 31px; VERTICAL-ALIGN: top; FONT-WEIGHT: bold; align: right">1.</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Description of the Plan</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The American Express Retirement Savings Plan (the &#8220;Plan&#8221;), which became effective June&#160;11, 1973, is a defined contribution pension plan.&#160; Under the terms of the Plan, regular full-time and certain part-time employees of American Express Company and its participating subsidiaries (the &#8220;Company&#8221;) can make elective contributions to the Plan beginning as soon as practicable after their date of hire and are eligible to receive Company contributions, if any, upon completion of six months of service.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (&#8220;ERISA&#8221;).&#160; The following is not a comprehensive description of the Plan, and therefore does not include all situations and limitations covered by the Plan.&#160; The Plan Document is the exclusive governing document and should be referred to for more complete information.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">Wells Fargo Bank, N.A. is the Trustee and Recordkeeper for the Plan.&#160; The Plan is administered by the Company&#8217;s Employee Benefits Administration Committee (&#8220;EBAC&#8221;) and the Company&#8217;s Retirement Savings Plan Investment Committee (&#8220;RSPIC&#8221;).&#160; The Plan Document requires that the American Express Company Stock Fund be offered as an investment option, subject to compliance with ERISA.&#160; RSPIC has the power to select the other investment options available under the Plan and the manner in which these investment options are invested.&#160; Subject to Plan limits, RSPIC also has the power to appoint investment managers to make investment decisions.&#160; Under the terms of the Plan Document, the members of EBAC and RSPIC are appointed by the Company&#8217;s Vice President, Benefits &amp; Mobility.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The participant compensation (commonly referred to as &#8220;Total Pay&#8221;) that is used in the calculation of Plan contributions generally includes an employee&#8217;s base pay plus overtime, shift differentials, and most commissions and incentives.&#160; For participants above certain salary grades, as defined by the Plan, Total Pay does not include any incentive pay which, in the aggregate, is in excess of one times their base salary when calculating Company contributions.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">For purposes of the Plan, compensation is limited to a participant&#8217;s regular cash remuneration up to a maximum of $265,000 in both 2016 and 2015, before tax deductions and certain other withholdings.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The Plan currently provides for the following contributions:</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 12.25pt; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 12.25pt">Elective Contributions</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Each pay period, participants may make Before-Tax Contributions, Roth Contributions, and/or After-Tax Contributions up to 10% of eligible compensation, or a combination thereof, not to exceed 80% of their Total Pay, to the Plan through payroll deductions. Roth Contributions are a special type of after-tax contribution and are subject to most of the same rules as Before-Tax Contributions. The Internal Revenue Code of 1986, as amended (the &#8220;Code&#8221;) imposes a limitation that is adjusted annually for cost of living increases on participants&#8217; pre-tax and Roth contributions to plans which are qualified under Code Section&#160;401(k) and other specified tax favored plans. For both 2016 and 2015, this limit was $18,000 for participants under age 50 and $24,000 for participants age 50 or older. The Plan complied with non-discrimination requirements under the Code during 2016 and 2015 by utilizing the safe harbor design for deferrals and matching contributions in accordance with Sections 401(k)(12) and 401(m)(11) of the Code.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Eligible employees hired for the first time on or after January 1, 2017 are automatically enrolled to make Before-Tax Contributions equal to 3% of base pay, with a 1% automatic increase each year until the rate reaches 10%, unless the employee makes an alternative election to contribute at a different rate or opt out of automatic enrollment.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 12.25pt; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 12.25pt">Company Matching Contributions</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">The Company matches 100% of a participant&#8217;s Before-Tax Contributions and/or Roth Contributions up to 5% of Total Pay after a participant&#8217;s completion of six months of service.&#160; Effective January 1, 2017, the Company Matching Contribution increased to 6% of Total Pay.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 12.25pt; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 12.25pt">Profit Sharing Contributions</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Upon a participant&#8217;s completion of six months of service, additional Company contributions up to 5% of a participant&#8217;s Total Pay may be made annually at the Company&#8217;s discretion which can be based, in part, on the Company&#8217;s performance. Participants must be employed on the last working day of the Plan year (or be disabled under the terms of the Plan) to be eligible for any Profit Sharing Contributions made for that Plan year. Profit Sharing Contributions to eligible participants are made regardless of whether the eligible participant contributes to the Plan. Profit Sharing Contributions comprised 2.50% and 2.00% of eligible participants&#8217; Total Pay in 2016 and 2015, respectively.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 12.25pt; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 12.25pt">Qualified Non-Elective Contributions</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">The Company may make Qualified Non-Elective Contributions (&#8220;QNEC&#8221;). A QNEC is a discretionary, fully vested contribution. The Company may designate all or part of a Company profit sharing contribution as a QNEC. Alternatively, the Company may, in its sole discretion, make an additional contribution designated as a QNEC. Any QNECs are fully vested when made and distributable only under circumstances that permit distributions of Before-Tax Contributions or Roth Contributions (excluding hardship withdrawals). QNECs may be allocated as a uniform percentage of eligible compensation for designated employees and may be restricted to only such employees employed on the last day of the Plan year. Alternatively, the Company may direct that QNECs be allocated among specifically designated non-highly compensated employees in varying percentages of compensation as permitted by law.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 12.25pt; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 12.25pt">Conversion Contributions</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">For eligible employees on the Company&#8217;s United States payroll or on unpaid leave of absence on July&#160;1, 2007 and who generally commenced service prior to April&#160;1, 2007, the Company makes Conversion Contributions equal to a percentage of compensation. The amount of the participant&#8217;s Conversion Contributions is based on his/her projected attained age plus completed years of service with the Company as of December&#160;31, 2008.&#160; Conversion Contributions range from 0.5% to 8.0% of Total Pay.&#160; Effective January 1, 2018, the Company will phase out Conversion Contributions.&#160; No Conversion Contributions will be provided for periods after December 31, 2018.</div>

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<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 12.25pt; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 12.25pt">Disability Contributions</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Certain qualifying participants who become disabled, as defined by the Plan Document, are eligible to receive contributions similar to Company Conversion, Profit Sharing and/or Matching Contributions.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 24.5pt"><u>Transfer of Account Balances</u></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">A participant&#8217;s account balance may be transferred among the Plan&#8217;s investment options upon receipt of instructions from the participant. Account balances may be allocated among the Plan&#8217;s investment options on a daily basis.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 24.5pt"><u>Participant Rollovers</u></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">A rollover contribution is a transfer to the Plan of a qualified distribution in accordance with the provisions of the Plan. Rollovers are accepted into the Plan, but are not subject to Company contributions.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt"><u>In-Plan Roth Conversions</u></div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The Plan allows for in-Plan Roth conversions.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: normal; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 24.5pt">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 24.5pt"><u>Vesting</u></div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">Participants are immediately vested in their elective Before-Tax, Roth and After-Tax Contributions and rollovers, if any, as well as the investment earnings on the foregoing. Other contributions become vested as set forth below:</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Company Matching Contributions and investment earnings thereon are immediately 100% vested.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Profit Sharing Contributions and investment earnings thereon are 100% vested after the earlier of three years of service or, if still employed by the Company or an affiliate, at or after attainment of age 65, disability or death.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">QNECs are immediately 100% vested and investment earnings thereon are immediately 100% vested.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Conversion Contributions and investment earnings thereon are 100% vested after the earlier of three years of service or, if still employed by the Company or an affiliate, at or after attainment of age 65, disability or death.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Disability Contributions are immediately 100% vested.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 24.5pt"><u>Forfeitures</u></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">Forfeitures of terminated participants&#8217; non-vested accounts, as well as amounts attributable to outstanding checks to which the payee cannot be located, are used to pay Plan expenses or to reduce future Company contributions.&#160; Amounts attributable to uncashed checks may, in accordance with EBAC&#8217;s direction, be allocated wholly or partly to a reserve to cover future claims for these benefits or be treated in accordance with the normal rules for forfeitures. Forfeited non-vested balances were $1.0 million and $1.3 million as of December 31, 2016 and 2015, respectively. Accrued 2016 Profit Sharing Contributions made to the Plan in March 2017 were reduced by $0.6 million from forfeited account balances.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt"><u>Plan Termination</u></div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">Although it has not expressed any intent to do so, the Company has the right under the Plan to discontinue its contributions at any time and to terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, participants will become 100% vested in their accounts and Plan assets will be distributed in accordance with the Plan Document.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 24.5pt"><u>Notes Receivable from Participants</u></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">Notes receivable from participants (loans) are carried at their unpaid principal balance plus any accrued but unpaid interest.&#160; Participants are allowed to apply for a loan from the Plan for a minimum amount of $500 up to the lesser of $50,000 or 50% of their vested balance, subject to certain restrictions set forth in the Plan and the Code.&#160; General purpose loans are limited to terms of 59 months.&#160; Loans to purchase a principal residence have a maximum term of 359 months.&#160; Loan repayment amounts, including principal and interest, are deducted each pay period and allocated to participants&#8217; investment accounts in accordance with the election in effect for new contributions at the time of repayment.&#160; Terminated participants who have an outstanding loan may make arrangements with the Recordkeeper to pay the loan in full, or make installment payments.&#160; If arrangements are not made for the payment of the outstanding loan balance, the loan amount will be considered in default and the outstanding loan balance will be offset from the account balance, subject to income tax regulations.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Loans are collateralized by the participant&#8217;s remaining vested account balance and the interest rate is fixed for the life of the loan.&#160; The interest rate determination is based on the prime rate plus one percentage point.&#160; In the event of a loan default, the loan is treated as a deemed distribution (i.e., as an early withdrawal of funds from the Plan for tax purposes), which subjects the participant to income tax plus any penalties imposed by the Code based on the loan balance.&#160; If the participant is still employed, the loan balance remains outstanding as an obligation of the participant until it is either repaid or the participant terminates employment.&#160; In the event of a termination, either voluntary or involuntary, the loan may be deducted from the participant&#8217;s Plan account balance.&#160; Loans outstanding to participants at December 31, 2016, carried interest rates varying from 3.25% to 9.50% and will mature at various dates through November 2046.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 24.5pt"><u>Tax Deferrals</u></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">As long as the Plan remains qualified and the related Trust (the &#8220;Trust&#8221;) remains tax exempt, amounts invested in the Plan through Before-Tax Contributions and Company contributions and rollovers, as well as the investment earnings on such amounts, are not subject to federal income tax until distributed to the participant. After-Tax Contributions are taxed when contributed, with earnings taxed upon distribution. Roth Contributions are taxed when contributed, and earnings on Roth Contributions and rolled-in Roth amounts qualify for tax-free distribution if a participant (i) reaches age 59-1/2, dies or becomes disabled (as defined by federal law) and (ii) has a Roth Contribution account with the Plan (or another plan from which a direct rollover of Roth contributions is received) for at least five taxable years. If those conditions are not met, earnings on Roth Contributions are taxed when distributed. Amounts that are converted to Roth status through an in-plan Roth conversion are taxed when converted (with the exception of After-Tax Contributions; however, earnings on After-Tax Contributions are subject to tax when converted), and thereafter are subject to the Roth taxation rules.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 24.5pt"><u>Distributions and Withdrawals</u></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">Upon termination of employment due to disability, death or retirement at or after attainment of the Plan&#8217;s normal retirement age (65), participants or their beneficiaries are fully vested and eligible to receive a distribution of the full value of their accounts. If employment ends for other reasons, participants are eligible to receive a distribution of their vested account balance. When employment ends, participants (or their beneficiaries) may elect to receive their vested balance as a lump sum cash amount, American Express Company common shares, if applicable, shares of any investment available through the Self-Directed Brokerage Account (&#8220;SDA&#8221;), if applicable, or a combination of cash and shares. If the account balance is greater than $1,000, a participant may elect to defer distribution until April 1st of the year following the year in which the participant attains age 70-1/2. If the account balance is $1,000 or less, a distribution will be made in a lump sum following the end of employment. Participants may request a withdrawal of all or a portion of their vested account balance subject to limitations under the terms of the Plan and certain tax penalties imposed by the Code. Distributions and withdrawals are recorded when paid. Distributions may be rolled over to a qualified Individual Retirement Account (&#8220;IRA&#8221;) or other qualified employer retirement plan, if that plan allows rollovers.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 24.5pt"><u>Expenses</u></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The Company, in its discretion, may pay certain administrative expenses, with any expenses not paid by the Company being charged to the Plan.&#160; Expenses related to separately managed investment funds are generally paid out of the applicable investment funds.&#160; Fees, commissions, and other charges and administrative expenses that are attributable to the investment funds as a whole are generally paid from the Plan. All such expenses that are paid by the Plan are included within the administrative expenses on the Statement of Changes in Net Assets Available for Benefits.&#160; Fees and expenses incurred indirectly by the Plan from the underlying mutual funds and collective trusts in which the Plan may invest are not included in the Statement of Changes in Net Assets Available for Benefits as expenses, but reduce the asset value of that mutual fund or collective trust.&#160; Additional expenses are associated with the SDA, and participants electing to invest through the SDA are charged directly for these fees through their SDA.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">Effective January 1, 2016, Wells Fargo Institutional Retirement &amp; Trust reduced fees charged to the Plan for recordkeeping of participant accounts, as well as trust and custody of plan assets, and the Plan&#8217;s fee structure was changed to provide for a flat per-participant fee rather than an asset-based fee for recordkeeping services. Also effective January 1, 2016, the Plan&#8217;s investment adviser, NEPC, LLC restructured its fees to receive a higher proportion of its compensation in the form of a flat fee and reduced the asset-based fees charged to the Plan&#8217;s Retirement Funds.</div>

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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 29px; VERTICAL-ALIGN: top; FONT-WEIGHT: bold; align: right">2.</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Summary of Significant Accounting Policies</div>
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<div style="MARGIN-BOTTOM: 3pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; MARGIN-TOP: 6pt; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 24.5pt"><u>Use of Estimates</u></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The accompanying financial statements have been prepared on the accrual basis of accounting in conformity with accounting principles generally accepted in the United States of America (&#8220;GAAP&#8221;). Accounting estimates are an integral part of the financial statements. These estimates are based, in part, on management&#8217;s assumptions concerning future events. Among the more significant assumptions are those that relate to fair value measurements. These accounting estimates reflect the best judgment of management, but actual results could differ.</div>

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<div style="MARGIN-BOTTOM: 3pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 24.5pt"><u>Investment Valuation and Income Recognition</u></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24pt; LINE-HEIGHT: 11.4pt">Investments are generally reported at fair value, with the exception of fully benefit responsive investment contracts, which are reported at contract value.&#160; Investments traded on securities exchanges, including common and preferred stocks, are valued at the year-end closing market prices or, in the absence of a closing price, the last reported trade price at the financial statement date. The fair value of the Plan&#8217;s corporate debt instruments, U.S. Government and agency securities, municipal bonds and foreign bonds, are valued using a variety of observable market inputs, depending on the type of security being priced, and are obtained from pricing services engaged by the Plan&#8217;s Trustee.&#160; See Note 3 (Fair Value Measurements) for a detailed discussion of the valuation techniques.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">Purchases and sales of securities are reflected on a trade-date basis. Dividend income is recorded on the ex-dividend date. Interest income is recorded on an accrual basis.&#160; As required by the Plan, all dividend and interest income is reinvested into the same investment option in which the dividends and interest income arose with the exception of the American Express Company Stock Fund, which is an investment option and an Employee Stock Ownership Plan (&#8220;ESOP&#8221;).&#160; The ESOP holds shares of American Express Company stock on behalf of participants.&#160; Dividends are automatically reinvested in the American Express Company Stock Fund, unless participants elect that the dividends paid with respect to their interest in the fund be distributed in cash in the form of withdrawal payments.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The Plan presents in the Statement of Changes in Net Assets Available for Benefits the net appreciation in the fair value of its investments, which consists of the realized gains or losses and the unrealized appreciation or depreciation on those investments.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The Plan has evaluated subsequent events for potential recognition and disclosure through the date the financial statements were issued.&#160; The Company made certain changes to the Plan effective January 1, 2017, including the increase in the Company Matching Contribution to 6% of Total Pay, the phase-out of the Conversion Contributions and the implementation of automatic enrollment for new employees hired for the first time on or after January 1, 2017.&#160; These changes are discussed in Note 1 (Contributions).</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: normal; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">In May 2015, the Financial Accounting Standards Board (FASB) issued ASU 2015-07, which provided guidance on fair value measurement.&#160; The guidance eliminates the requirement for the Plan to categorize investments using the Net Asset Value practical expedient in the fair value hierarchy table;&#160;however, the fair value of these investments must still be disclosed separately.&#160; The guidance, which requires retrospective application, has been applied for the plan years ended December 31, 2016 and 2015 and did not have a material impact on the Plan&#8217;s financial statements.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">In July 2015, the FASB issued new accounting guidance on defined contribution plan accounting that is required to be applied retrospectively and is effective for plan years beginning January 1, 2016. The guidance, which is summarized into three parts, provides a number of changes aimed to simplify the accounting and disclosure requirements of retirement plan financial statements. The Plan elected to early adopt Part I (Fully Benefit-Responsive Investment Contracts) and Part II (Plan Investment Disclosure) in the financial statements for the year ending December 31, 2015, with no material impact on the Plan&#8217;s financial statements and related disclosures.&#160; Part III (Measurement Date Practical Expedient) which specifies that Plan assets will be allowed to be measured on a month-end date that is closest to a plan&#8217;s fiscal year-end when its year-end does not coincide with a month-end was not early adopted but does not have any impact on the Plan&#8217;s financial statements as the Plan year-end coincides with a month-end.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Fair Value Measurements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; MARGIN-TOP: 6pt; LINE-HEIGHT: 11.4pt">Fair value is defined as the price that would be received to sell an asset, or paid to transfer a liability, in an orderly transaction between market participants at the measurement date, based on the Plan&#8217;s principal or, in the absence of a principal, most advantageous market for the specific asset or liability.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">GAAP provides for a three-level hierarchy of inputs to valuation techniques used to measure fair value, defined as follows:</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Level 1 &#8211; Inputs that are quoted prices (unadjusted) for identical assets or liabilities in active markets that the Plan can access.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Level 2 &#8211; Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the asset or liability, including:</div>
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<table id="z3bc0c768e3e5453b8b3742f6988fb04c" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18pt; VERTICAL-ALIGN: top; align: right">&#8211;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Quoted prices for similar assets or liabilities in active markets;</div>
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<div style="MARGIN-BOTTOM: 2pt; TEXT-ALIGN: justify; MARGIN-TOP: 2pt; LINE-HEIGHT: 11.4pt">
<table id="zcb64aa4ed1a24277bd3f72390ee0120f" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18pt; VERTICAL-ALIGN: top; align: right">&#8211;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Quoted prices for identical or similar assets or liabilities in markets that are not active;</div>
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<div style="MARGIN-BOTTOM: 2pt; TEXT-ALIGN: justify; MARGIN-TOP: 2pt; LINE-HEIGHT: 11.4pt">
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<td style="WIDTH: 49.3pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18pt; VERTICAL-ALIGN: top; align: right">&#8211;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Inputs other than quoted prices that are observable for the asset or liability; and</div>
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<td style="WIDTH: 49.3pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18pt; VERTICAL-ALIGN: top; align: right">&#8211;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Inputs that are derived principally from or corroborated by observable market data by correlation or other means.</div>
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<div style="LINE-HEIGHT: 14.4pt">
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<div style="TEXT-ALIGN: justify; MARGIN-TOP: 2pt; LINE-HEIGHT: 11.4pt">
<table id="za5a5707c25554546bac4632d797cd901" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 24.5pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18pt; VERTICAL-ALIGN: top; align: right">&#8226;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Level 3 &#8211; Inputs that are unobservable and reflect the Plan&#8217;s own assumptions about the assumptions market participants would use in pricing the asset or liability based on the best information available in the circumstances (e.g., internally derived assumptions surrounding the timing and amount of expected cash flows).</div>
</td>
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<div style="FONT-SIZE: 7.5pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 8.55pt">&#160;</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The Plan monitors the market conditions and evaluates the fair value hierarchy levels at least annually. For any transfers in and out of the levels of the fair value hierarchy, the Plan elects to disclose the fair value measurement at the beginning of the reporting period during which the transfer occurred.</div>

<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The Plan, in partnership with a third-party, corroborates the prices provided by its Trustee&#8217;s pricing services to test their reasonableness by comparing their prices to valuations from different pricing sources as well as comparing prices to the sale prices received from sold securities. In instances where price discrepancies are identified between different pricing sources, the Plan would evaluate such discrepancies to ensure that the prices used for its calculation represent the fair value of the underlying investment securities.</div>

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<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: justify; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: normal; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: justify; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt"><u>Financial Assets Carried at Fair Value</u></div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">Financial assets disclosed in the tables below represent two types of assets. Assets held in funds (either mutual funds or common/collective trusts) are disclosed in the table according to the appropriate fund category (the underlying securities of those funds are not disclosed separately).&#160; Assets held in separate accounts (which are wholly owned by the Plan) are disclosed according to the appropriate category of the individual securities of those separately managed accounts; these individual securities include common stocks and fixed income securities.&#160; As such, the classification of financial assets in the table does not correspond to the classification of the investment options available to Plan participants, as discussed in Note 4 (Investments).<br style="LINE-HEIGHT: 11.4pt">
</div>
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<div style="LINE-HEIGHT: 14.4pt">
<div style="MARGIN-BOTTOM: 4pt; TEXT-ALIGN: justify; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 13.7pt">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The following table summarizes the Plan&#8217;s financial assets measured at fair value on a recurring basis, categorized by GAAP&#8217;s valuation hierarchy (as described above), as of December 31, 2016:</div>

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 &#160;</div>
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<table id="z476567e9a5c84188a695860379d5dad4" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 95%" cellspacing="0" cellpadding="0" align="center" border="0">
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<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Description </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-STYLE: italic">(Thousands)</font></div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Total</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Level 1</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Level 2</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Money market funds</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">55,245</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">55,245</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Corporate debt instruments</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">76,738</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">76,738</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Common stocks</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">1,777,962</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">1,777,962</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Common/Collective trusts</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">672,722</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">672,722</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">U.S. Government and agency obligations</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">168,684</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">168,684</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 19px">
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Mutual funds</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">747,142</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">747,142</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Self-directed brokerage accounts</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">134,956</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">134,956</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Other investments</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">92,912</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">92,912</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">&#160;&#160;&#160;Total assets in the fair value hierarchy</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">3,726,361</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,715,305</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">1,011,056</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Common/collective trusts measured at net asset value ("NAV")</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">187,883</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">&#160;&#160;&#160;Total investments, at fair value</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">3,914,244</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="MARGIN-BOTTOM: 6pt; MARGIN-TOP: 6pt; LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
</div>

<div style="TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; MARGIN-TOP: 6pt; LINE-HEIGHT: 11.4pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">The following table summarizes the Plan&#8217;s financial assets measured at fair value on a recurring basis, categorized by GAAP&#8217;s valuation hierarchy (as described above), as of December 31, 2015:<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'"><br>
</font></font><br style="LINE-HEIGHT: 11.4pt">
</div>

<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>
</div>

<table id="z28d851e59c814b179bef68419e1fe4ca" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 95%" cellspacing="0" cellpadding="0" align="center" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Description </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-STYLE: italic">(Thousands)</font></div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 62px; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Total</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 7px; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Level 1</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Level 2</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Money market funds</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5.36%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">56,157</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">56,157</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Corporate debt instruments</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5.36%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">55,244</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">55,244</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Common stocks</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5.36%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">1,805,722</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">1,805,722</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Common/Collective trusts</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5.36%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">614,626</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">614,626</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">U.S. Government and agency obligations</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5.36%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">181,742</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">181,742</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Mutual funds</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5.36%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">686,769</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">686,769</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Self-directed brokerage accounts</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5.36%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">136,764</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">136,762</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">2</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Other investments</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5.36%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">76,028</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">&#8213;</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">76,028</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">&#160;&#160;&#160;Total assets in the fair value hierarchy</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5.36%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">3,613,052</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,685,410</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">927,642</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Common/collective trusts measured at NAV</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5.36%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">182,074</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 76%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">&#160;&#160;&#160;Total investments, at fair value</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">3,795,126</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">There were no transfers between levels for the years ended December 31, 2016 and 2015 with the exception of transfers out of the leveling hierarchy due to the adoption of ASU 2015-07, as discussed in Note 2 (Summary of Significant Accounting Policies).</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">For the financial assets measured at fair value on a recurring basis (categorized in the valuation hierarchy table above), the Plan applies the following valuation techniques:</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt"><u>Level 1:</u></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Money market funds are valued at NAV, which represents the exit price.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Investments in American Express Company common stock, other stock and active publicly traded equity securities are valued at the official closing price of U.S. public exchanges or, if there is no official closing price that day, at the last reported trade price at the financial statement date.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Mutual funds held within the Plan are open-end mutual funds that are registered with the Securities and Exchange Commission under the Investment Company Act of 1940. These investments are required to make publicly available the daily NAV of the fund and to transact at this price. Hence, open-end mutual funds transact at quoted prices. In addition, the mutual funds held by the Plan are actively traded.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Self-directed brokerage accounts are primarily comprised of common stock, mutual funds and corporate debt instruments and are valued at fair value using the corresponding valuation techniques as previously described.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">The fair values for the Plan&#8217;s corporate debt instruments, U.S. Government and agency obligations (which also include state and local government obligations) and Other investments (asset-backed securities, foreign sovereign debt and private placement bonds), are obtained primarily from pricing services engaged by the Plan&#8217;s Trustee. The fair values provided by the pricing service are estimated using pricing models, where the inputs to those models are based on observable market inputs or recent trades of similar securities. The inputs to the valuation techniques applied by the pricing service vary depending on the type of security being priced but are typically benchmark yields, benchmark security prices, credit spreads, prepayment speeds, reported trades, and broker-dealer quotes, all with reasonable levels of transparency.&#160; The Trustee does not apply any adjustments to the pricing models used. In addition, the Plan did not apply any adjustments to the prices received from the pricing services for 2016 and 2015.&#160; The Plan reaffirms its understanding of the valuation techniques used by the Trustee&#8217;s pricing services at least annually. The Plan classifies the prices obtained from the pricing services within Level 2 of the fair value hierarchy because the underlying inputs are directly observable from active markets or recent trades of similar securities in inactive markets. However, the pricing models used do entail a certain amount of subjectivity, and therefore differing judgments in how the underlying inputs are modeled could result in different estimates of fair value.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 45pt; MARGIN-TOP: 4pt; LINE-HEIGHT: 11.4pt">There are no Level 3 securities held by the Plan.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Common/collective trusts are investment funds formed by the pooling of investments by institutional investors, such as a group of not necessarily affiliated pension or retirement plans, typically with the intention of achieving cost savings over similar investment options such as mutual funds. Common/collective trusts are similar to mutual funds, with a named investment manager and documented investment objective.&#160; These investments, however, are not registered with the SEC (unlike mutual funds, which are registered with the SEC), and participation is not open to the public.&#160; The NAV is measured by the custodian or investment manager as of the close of regular daily trading and is corroborated with observable inputs provided by pricing services for the securities, to the extent the NAV is made publicly available, these common/collective trusts are classified within level 2 of the fair value hierarchy.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The fair values of the financial instruments are estimates based upon the market conditions and perceived risks as of December 31, 2016 and 2015, and require management judgment. The Plan&#8217;s valuation techniques used to measure the fair value of its investments may produce fair values that may not be indicative of a future sale, or reflective of future fair values. The use of different techniques to determine the fair value of these types of investments could result in different estimates of fair value at the reporting date.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Investments</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The investment options available to participants include nine core investment options (the &#8220;Core Investment Options&#8221;), of which five are actively managed and four are passively managed (also known as index funds). In addition, target date funds (the &#8220;Retirement Funds&#8221;) that invest in a mix of the actively managed Core Investment Options based on target retirement dates are also available.&#160; Additional investment options include an SDA and the American Express Company Stock Fund. A participant may currently elect to invest contributions in any combination of investment options in increments of 1% and change investment elections for future contributions on any business day the New York Stock Exchange is open.&#160; Participants are only able to allocate 10% of their future contributions to the American Express Company Stock Fund, and transfers of balances from other investment options into the American Express Company Stock Fund are only permitted to the extent the participant&#8217;s investment in the American Express Company Stock Fund after the transfer does not exceed 10% of the participant&#8217;s overall Plan balance.&#160; Special rules and restrictions may apply to the SDA.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">A brief description of the investment options available to participants at December 31, 2016, is set forth below:</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; MARGIN-LEFT: 12.25pt; LINE-HEIGHT: 11.4pt; TEXT-INDENT: 12.25pt"><u>Core Investment Options</u></div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">RSPIC has created five actively managed Core Investment Options to provide diversified and actively managed options to participants. Four of these actively managed Core Investment Options (The Diversified Bond Fund, The U.S. Large-Cap Equity Fund, The U.S. Small/Mid-Cap Equity Fund, and The International Equity Fund) represent a broad asset class (e.g., U.S. Large-Cap Equity, U.S. Small/Mid-Cap Equity, Bonds, etc.) using several active managers within each Fund. These actively managed Core Investment Options seek to outperform a broad market index by buying and selling a limited number of investments (stocks, bonds, or other investments) using the underlying investment managers&#8217; investment management skills.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">The actively managed Stable Value Fund invests in diversified pools of U.S. Government and agency fixed income securities together with book value wrap agreements issued by creditworthy insurance companies or banks with the objective to protect a participant&#8217;s original investment while offering a competitive rate of interest with minimum risk.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">The Stable Value Fund holds a portfolio of book value wrap contracts that are fully benefit-responsive and comprised of both an investment and a contractual component. The investment component consists of units of common/collective trusts, fixed income strategies and a portfolio of actively managed fixed income securities, referred to as the Stable Value Fund assets. Under&#160;the book value wrap contracts, the book value wrap provider is obligated to provide sufficient funds to cover participant benefit withdrawals and certain types of investment transfers regardless of the market value of the Stable Value Fund assets. A portion of the Stable Value Fund assets are held in a separate account at MetLife as a condition for MetLife to provide its life insurance separate account contract, which provides similar participant benefit payments as a book value wrap contract.&#160; The assets in the MetLife separate account are not subject to the liabilities of the general account of MetLife. While the contracts are designed to protect the Stable Value Fund against interest rate risk, the Stable Value Fund is still exposed to risk if issuers of the Stable Value Fund assets default on payment of interest or principal, but this risk is mitigated because all Stable Value Fund assets are backed by the U.S. government. The contracts may not cover participant benefit payments at contract value upon the occurrence of certain events, described below, involving the Stable Value Fund, American Express as its plan sponsor (&#8220;Plan Sponsor&#8221;) or Ameriprise Trust Company, an affiliate of Ameriprise Financial, Inc., its investment&#160;manager.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Fully benefit-responsive book value wrap contracts held by a separately managed account created for a defined contribution plan are now required to be reported at contract value, rather than fair value on the Statements of Net Assets. Contract value is the relevant measure for fully benefit-responsive investment contracts because contract value is the amount participants would receive if they were to initiate permitted transactions under the terms of the Plan. Contract value represents contributions made under each contract, plus earnings, less participant withdrawals, and administrative expenses.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Certain events might limit the ability of the Plan to transact at contract value with the contract issuer and therefore also limit the ability of the Plan to transact at contract value with the participants of the Plan. These events may be different under each contract. Examples of such events include the following:</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">The Plan&#8217;s failure to qualify under Section 401(a) of the Internal Revenue Code or the failure of the trust&#160; to be tax-exempt under Section 501(a) of the Internal Revenue Code;</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 20.5pt; VERTICAL-ALIGN: top; align: right">&#8226;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Premature termination of the contracts;</div>
</td>
</tr>
</table>
</div>

<div style="TEXT-ALIGN: justify; MARGIN-TOP: 4pt; LINE-HEIGHT: 11.4pt">
<table id="z4e92a6ab59c44896bb64adff6f4cbe78" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 24.5pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 20.5pt; VERTICAL-ALIGN: top; align: right">&#8226;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Plan termination or merger;</div>
</td>
</tr>
</table>
</div>

<div style="TEXT-ALIGN: justify; MARGIN-TOP: 4pt; LINE-HEIGHT: 11.4pt">
<table id="z8dca699390304425948bc39d3854f11e" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 24.5pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 20.5pt; VERTICAL-ALIGN: top; align: right">&#8226;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Changes to the Plan&#8217;s administration of competing investment options; and</div>
</td>
</tr>
</table>
</div>

<div style="TEXT-ALIGN: justify; MARGIN-TOP: 4pt; LINE-HEIGHT: 11.4pt">
<table id="z543ac2276b7f4156ad24fda47653ea70" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 24.5pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 20.5pt; VERTICAL-ALIGN: top; align: right">&#8226;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Bankruptcy of the Plan Sponsor or other Plan Sponsor events (for example, divestitures or spinoffs of a subsidiary) that significantly affect the Plan&#8217;s normal operations.</div>
</td>
</tr>
</table>
</div>
</div>

<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">The Plan believes no such events are probable of occurring.</div>

<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">In addition, certain events allow the issuer to terminate the contracts with the Plan and settle at an amount different from contract value. Those events may be different under each contract. Examples of such events include the following:</div>

<div style="LINE-HEIGHT: 11.4pt">&#160;</div>

<div>
<div style="TEXT-ALIGN: justify; MARGIN-TOP: 4pt; LINE-HEIGHT: 11.4pt">
<table id="z067bbd3b530644c7bf41d5a794116095" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 24.5pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 20.5pt; VERTICAL-ALIGN: top; align: right">&#8226;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">An uncured violation of the Plan&#8217;s investment guidelines;</div>
</td>
</tr>
</table>
</div>

<div style="TEXT-ALIGN: justify; MARGIN-TOP: 4pt; LINE-HEIGHT: 11.4pt">
<table id="ze77669c784294d6e9125888a82a7f848" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 24.5pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 20.5pt; VERTICAL-ALIGN: top; align: right">&#8226;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">A breach of material obligation under the contract;</div>
</td>
</tr>
</table>
</div>

<div style="TEXT-ALIGN: justify; MARGIN-TOP: 4pt; LINE-HEIGHT: 11.4pt">
<table id="z5390ce778d7c43a295ae664683c0d961" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 24.5pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 20.5pt; VERTICAL-ALIGN: top; align: right">&#8226;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">A material misrepresentation; and</div>
</td>
</tr>
</table>
</div>

<div style="TEXT-ALIGN: justify; MARGIN-TOP: 4pt; LINE-HEIGHT: 11.4pt">
<table id="z5b6f02bd90de4750b355758712ffdc14" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 24.5pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 20.5pt; VERTICAL-ALIGN: top; align: right">&#8226;</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">A material amendment to the agreements without the consent of the issuer.</div>
</td>
</tr>
</table>
</div>
</div>

<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">The Plan believes no such events are probable of occurring.</div>

<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">RSPIC has also created four passively-managed (index) Core Investment Options: The Diversified Bond Index Fund, The U.S. Large-Cap Equity Index Fund, The U.S. Small/Mid-Cap Equity Index Fund, and The International Equity Index Fund, which currently use a single index fund as the underlying investment in each Fund. Each passively-managed Core Investment Option seeks to mirror the investments and track the performance of a broad market index that includes hundreds or thousands of stocks or bonds.</div>

<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt"><u>Self-Directed Accounts</u></div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #211d1e">The SDA gives participants the opportunity to invest in a wide variety of mutual funds in addition to the specific investment options mentioned above</font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000">. </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #211d1e">Participants may request a Prospectus for any of the funds available through the SDA.</font></div>

<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt"><u>American Express Company Stock Fund</u></div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #211d1e; TEXT-ALIGN: left; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">The Plan Document requires that this Fund be offered as an investment option under the Plan, subject to compliance with ERISA.&#160; The American Express Company Stock Fund is an ESOP. This Fund invests primarily in American Express Company common shares and holds a small amount of cash or other short-term cash equivalents to meet requests for investment transfers, withdrawals, and distributions.&#160; Participants have full voting rights for the common shares underlying the units that are allocated to the American Express Company Stock Fund.</div>

<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 22.5pt; LINE-HEIGHT: 13.1pt">A full, detailed description of the Plan&#8217;s investment options, and associated terms and conditions, is available to all participants.</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">12</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div style="TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements</div>
</div>

<div style="TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">&#160;</div>

<div style="TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">
<table id="zf3b5b3757d6547378b6ba9517b30d4ad" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 24.5pt; VERTICAL-ALIGN: top; FONT-WEIGHT: bold; align: right">5.</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Risks and Uncertainties</div>
</td>
</tr>
</table>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; MARGIN-TOP: 6pt; LINE-HEIGHT: 11.4pt">The Plan invests in various investment securities. Investment securities are exposed to various risks such as interest rate, market, and credit risks. Due to the level of risk associated with certain investment securities, it is at least reasonably possible that changes in the values of investment securities will continue to occur in the near term and that such changes could materially affect the amounts reported in the Statements of Net Assets Available for Benefits and the Statement of Changes in Net Assets Available for Benefits.</div>

<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">On October 16, 2015, a putative class action, captioned <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'"><u>Houssain v. American Express Company, et al.</u></font>, was filed in the United States District Court for the Southern District of New York under the ERISA relating to disclosures of the Costco cobrand relationship. On May 10, 2016, the plaintiff filed an amended complaint naming certain officers of the Company as defendants and alleging that the defendants violated certain ERISA fiduciary obligations by, among other things, allowing the investment of the Plan assets in American Express common stock when American Express common stock was not a prudent investment and misrepresenting and failing to disclose material facts to Plan participants in connection with the administration of the Plan.&#160; The amended complaint seeks, among other remedies, an unspecified amount of damages.&#160; The defendants moved to dismiss the amended complaint on May 31, 2016.</div>
</div>

<div style="LINE-HEIGHT: 12.55pt"><br style="LINE-HEIGHT: 12.55pt">
</div>

<div style="TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">
<table id="z2c956d901694411ea2881babfeec933c" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 24.5pt; VERTICAL-ALIGN: top; FONT-WEIGHT: bold; align: right">6.</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Income Tax Status</div>
</td>
</tr>
</table>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; MARGIN-TOP: 6pt; LINE-HEIGHT: 11.4pt">The Plan has received a favorable determination letter from the Internal Revenue Service (&#8220;IRS&#8221;) dated November 21, 2016, stating that the Plan is qualified under section 401(a) of the Code, and therefore, the related trust is exempt from taxation.&#160; The Plan has been amended after the period covered by the determination letter, including those amendments described in Note 1 (Contributions).&#160; Although the Plan has been amended since receiving the determination letter, the Company believes the Plan, as amended, is currently designed and being operated in compliance with the applicable requirements of the Code, and therefore, believes that the Plan, as amended, is qualified, the related trust is tax-exempt, and the Plan satisfies the requirements of Section&#160;4975(e)(7) of the Code.</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; MARGIN-TOP: 6pt; LINE-HEIGHT: 11.4pt">GAAP requires plan management to evaluate tax positions taken by the Plan and recognize a tax liability or asset if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the IRS. The Company has analyzed the tax positions taken by the Plan, and has concluded that as of December 31, 2016, there are no uncertain positions taken or expected to be taken that would require recognition of a liability, or asset, or disclosure in the financial statements. The Plan is subject to routine audits by taxing jurisdictions; however, the Plan is no longer subject to examination for tax years prior to 2014, which is the earliest open year for U.S. federal tax purposes.</div>
</div>

<div style="LINE-HEIGHT: 12.55pt"><br style="LINE-HEIGHT: 12.55pt">
</div>

<div style="TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">
<table id="ze63f9707299a48bd918737f6bd90f3c8" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 24.5pt; VERTICAL-ALIGN: top; FONT-WEIGHT: bold; align: right">7.</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Reconciliation of Financial Statements to Form 5500</div>
</td>
</tr>
</table>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; MARGIN-TOP: 6pt; LINE-HEIGHT: 13.7pt"><font style="FONT-SIZE: 12pt; FONT-FAMILY: 'Times New Roman'"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">The following is a reconciliation of net assets available for benefits per the financial statements to Form 5500 as of December 31, 2016 and 2015:</font><font style="FONT-SIZE: 12pt; FONT-FAMILY: 'Times New Roman'"><br>
</font></font><br style="LINE-HEIGHT: 13.7pt">
</div>

<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>
</div>

<table id="zfe1fcc8a3fe34e5eb7ccd3933c02ab7a" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 95%" cellspacing="0" cellpadding="0" align="center" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">(Thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2016</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2015</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 84%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Net assets available for benefits per the financial statements</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,618,201</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,485,917</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 84%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Difference between contract value and fair value of fully benefit-responsive investment contracts</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">(633</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">1,061</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 84%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Loans deemed distributed</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">(782</div>
</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">(980</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
</tr>

<tr>
<td style="WIDTH: 84%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Net assets available for benefits per the Form 5500</div>
</td>
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<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,616,786</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,485,998</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div style="LINE-HEIGHT: 12.55pt"><br style="LINE-HEIGHT: 12.55pt">
</div>

<div style="LINE-HEIGHT: 14.4pt">
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 14.3pt">Notes to Financial Statements&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;</div>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; MARGIN-TOP: 6pt; LINE-HEIGHT: 11.4pt">The following is a reconciliation of net income per the financial statements to Form 5500 for the year ended December 31, 2016:</div>

<div style="TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; MARGIN-TOP: 6pt; LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 0pt">
 &#160;</div>
</div>

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<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">(Thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2016</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 92%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Net Increase in net assets available for benefits per the financial statements</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">132,284</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 92%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Adjustment for difference between contract value and fair value of fully benefit-responsive investment contracts</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">(1,694</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
</tr>

<tr>
<td style="WIDTH: 92%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Change in deemed distributions of participant loans</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">198</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 92%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Net income per the Form 5500</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; LINE-HEIGHT: 11.4pt">130,788</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 24.5pt; VERTICAL-ALIGN: top; FONT-WEIGHT: bold; align: right">8.</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Related Parties and Parties-In-Interest Transactions</div>
</td>
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<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">The Plan allows for transactions with, and certain investments in, certain parties that may perform services for, or have fiduciary responsibilities to, the Plan, including Wells Fargo Bank, N.A., the Trustee, and its affiliates as well as investment managers appointed by RSPIC. Transactions with these parties are considered party-in-interest transactions, but not considered prohibited transactions under ERISA.&#160; As noted in Supplemental Schedule H, Line 4i, the Plan held investments with parties-in-interest in Wells Fargo Bank, N.A. and its affiliates, Ameriprise Financial, Inc. and its affiliates, J.P. Morgan Investment Management, Inc. and its affiliates, and the Vanguard Group and Vanguard Fiduciary Trust as of both December 31, 2016 and 2015, and Fidelity Investment Management as of December 31, 2016.&#160; Notes Receivable from Participants, as discussed in Note 1 (Description of the Plan), are also considered party-in-interest transactions.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">Additionally, the Company is considered a party-in-interest as well as a related party. As of December 31, 2016 and 2015, the Plan held 6,771,431 shares of American Express Company common stock valued at $502 million and 7,348,437 shares valued at $511 million, respectively. During the 2016 plan year the Plan acquired 135,476 shares of American Express Company common stock valued at $8 million through dividend reinvestments and sold 510,018 shares valued at $33 million.&#160; Effective October 1, 2016, the Plan began reimbursing the Company for salary and benefits costs associated with a Company employee for time spent solely providing services to the Plan.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt"><a name="SCHEDULEHLINE4A"><!--Anchor--></a>EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4a &#8211; Schedule of Delinquent Participant Contributions</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">for the Year Ended December 31, 2016</div>

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<div style="TEXT-ALIGN: left; LINE-HEIGHT: 13.7pt">
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 9.1pt">Participant Contributions<font style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif"><br>
</font> Transferred Late to the Plan</div>
</td>
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<td style="BORDER-TOP: #000000 1px solid; WIDTH: 53.78%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" colspan="5">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 9.1pt">Total that Constitute Nonexempt Prohibited Transactions</div>
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<td style="BORDER-TOP: #000000 1px solid; WIDTH: 19.62%; VERTICAL-ALIGN: bottom">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 9.1pt">Check here if Late Participant<font style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif"><br>
</font>Loan Repayments are included<font style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif"><br>
</font><font style="FONT-SIZE: 12pt; FONT-FAMILY: 'Times New Roman', serif">&#9633;</font></div>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 9.1pt">Contributions Not<font style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif"><br>
</font> Corrected</div>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 9.1pt">Contributions Corrected<font style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif"><br>
</font> Outside VFCP</div>
</td>
<td style="WIDTH: 2.41%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 9.1pt">&#160;</div>
</td>
<td style="WIDTH: 17.19%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 9.1pt">Contributions Corrected<font style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif"><br>
</font> in VFCP</div>
</td>
<td style="WIDTH: 2.09%; VERTICAL-ALIGN: bottom">&#160;</td>
<td style="WIDTH: 19.62%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 9.1pt">Total Fully Corrected Under<font style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif"><br>
</font> VFCP and PTE 2002-51</div>
</td>
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<tr>
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<td style="WIDTH: 2.09%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid">&#160;</td>
<td style="WIDTH: 13.88%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid">&#160;</td>
<td style="WIDTH: 3.22%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid">&#160;</td>
<td style="WIDTH: 17.08%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: center">&#160;&#160;<font style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'">$187</font></td>
<td style="WIDTH: 2.41%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid">&#160;</td>
<td style="WIDTH: 17.19%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid">&#160;</td>
<td style="WIDTH: 2.09%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid">&#160;</td>
<td style="WIDTH: 19.62%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid">&#160;</td>
</tr>
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<div id="DSPFPageFooter"></div>
</div>
</div>

<table id="z54781194edb14f3e8e227a42b54de1e8" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="4">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;</div>

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">In 2015, the Company untimely remitted a contribution deducted from a participant&#8217;s paycheck. The Company remitted the delinquent participant contribution to the Plan on December 9, 2015 and restored lost earnings on February 8, 2016.</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<table id="zad572eac36874f89a91a03242812356e" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0"></table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">16</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt"><a name="SCHEDULEHLINE4I"><!--Anchor--></a>EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z0f2c1565e8e3490790478900315f7653" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr style="HEIGHT: 36px">
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Money Market Funds</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIDELITY MM GOVT PORTFOLIO #57</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">55,245</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">55,245</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Corporate Debt Instruments</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">21ST CENTY FOX AMER&#160; 7.625% 11/30/28</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">385</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ABBOTT LABORATORIES&#160; 3.400% 11/30/23</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">72</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ABBVIE INC&#160; &#160; &#160; &#160; &#160;&#160; 3.200% 11/06/22</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ABBVIE INC&#160; &#160; &#160; &#160; &#160;&#160; 4.500%&#160; 5/14/35</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">390</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">383</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACCESS MIDSTREAM PAR 4.875%&#160; 5/15/23</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">112</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACE INA HOLDINGS&#160; &#160;&#160; 2.700%&#160; 3/13/23</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">198</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACE INA HOLDINGS&#160; &#160;&#160; 2.875% 11/03/22</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">47</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACE INA HOLDINGS&#160; &#160;&#160; 3.350%&#160; 5/03/26</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACTAVIS FUNDING SCS&#160; 4.550%&#160; 3/15/35</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AETNA INC&#160; &#160; &#160; &#160; &#160; &#160; 2.800%&#160; 6/15/23</div>
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<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">41</div>
</td>
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<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AETNA INC&#160; &#160; &#160; &#160; &#160; &#160; 4.250%&#160; 6/15/36</div>
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<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">32</div>
</td>
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<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AGL CAPITAL CORP&#160; &#160;&#160; 5.250%&#160; 8/15/19</div>
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<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">193</div>
</td>
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<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AGRIUM INC&#160; &#160; &#160; &#160; &#160;&#160; 3.375%&#160; 3/15/25</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">230</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">223</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AGRIUM INC&#160; &#160; &#160; &#160; &#160;&#160; 4.125%&#160; 3/15/35</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">275</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AIR LEASE CORP&#160; &#160; &#160;&#160; 2.125%&#160; 1/15/20</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">118</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AIR LEASE CORP&#160; &#160; &#160;&#160; 3.000%&#160; 9/15/23</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">77</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AIR LEASE CORP&#160; &#160; &#160;&#160; 3.875%&#160; 4/01/21</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALABAMA POWER CO&#160; &#160;&#160; 5.700%&#160; 2/15/33</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">237</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLERGAN INC&#160; &#160; &#160; &#160;&#160; 2.800%&#160; 3/15/23</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">620</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">594</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMAZON.COM INC&#160; &#160; &#160;&#160; 3.800% 12/05/24</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">210</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMAZON.COM INC&#160; &#160; &#160;&#160; 4.800% 12/05/34</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">165</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMER AIRLINE 16-3 AA 3.000% 10/15/28</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">234</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">222</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERADA HESS CORP&#160; &#160; 7.300%&#160; 8/15/31</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">140</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN HONDA FINAN 2.150%&#160; 3/13/20</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN HONDA FINAN 2.450%&#160; 9/24/20</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">99</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN INTL GROUP&#160; 3.875%&#160; 1/15/35</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">188</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN INTL GROUP&#160; 4.125%&#160; 2/15/24</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">208</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN TOWER CORP&#160; 2.250%&#160; 1/15/22</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">96</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN TOWER CORP&#160; 3.375% 10/15/26</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">56</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN WATER CAPIT 3.400%&#160; 3/01/25</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">152</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">156</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERIPRISE FINANCIAL 2.875%&#160; 9/15/26</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">89</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">85</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERN AIRLINE 16-2&#160;&#160; 3.650%&#160; 6/15/28</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMGEN INC&#160; &#160; &#160; &#160; &#160; &#160; 3.625%&#160; 5/15/22</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">465</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">481</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANALOG DEVICES INC&#160;&#160; 3.125% 12/05/23</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62.88%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANALOG DEVICES INC&#160;&#160; 4.500% 12/05/36</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.93%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 3.92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 11.95%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<div style="TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">
<table id="z840aafd02b5e48aeaff5881ec621ec4d" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 23px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div id="DSPFPageFooter">&#160;</div>
</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">17</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z0ea63bf269904c93bcb2fd76901255b9" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANHEUSER-BUSCH INBEV 3.300%&#160; 2/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">636</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">647</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANHEUSER-BUSCH INBEV 4.700%&#160; 2/01/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">448</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">471</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AON PLC&#160; &#160; &#160; &#160; &#160; &#160; &#160; 3.500%&#160; 6/14/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AON PLC&#160; &#160; &#160; &#160; &#160; &#160; &#160; 3.875% 12/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">58</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AON PLC&#160; &#160; &#160; &#160; &#160; &#160; &#160; 4.000% 11/27/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">156</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 2.700%&#160; 5/13/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">516</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">519</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 3.250%&#160; 2/23/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 3.450%&#160; 5/06/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">95</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">98</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 3.850%&#160; 8/04/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">129</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">124</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 4.500%&#160; 2/23/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">77</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARC PROP OPER PART&#160;&#160; 4.600%&#160; 2/06/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">155</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">156</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARCH CAPITAL FINANCE 4.011% 12/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARCH CAPITAL FINANCE 5.031% 12/15/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT&amp;T INC&#160; &#160; &#160; &#160; &#160; &#160;&#160; 3.000%&#160; 6/30/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">290</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">285</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT&amp;T INC&#160; &#160; &#160; &#160; &#160; &#160;&#160; 3.600%&#160; 2/17/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">354</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">357</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT&amp;T INC&#160; &#160; &#160; &#160; &#160; &#160;&#160; 4.550%&#160; 3/09/49</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">394</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">356</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT&amp;T INC&#160; &#160; &#160; &#160; &#160; &#160;&#160; 5.350%&#160; 9/01/40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">308</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AVALONBAY COMMUNITIE 2.850%&#160; 3/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">88</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AVALONBAY COMMUNITIE 3.500% 11/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AVALONBAY COMMUNITIE 3.900% 10/15/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BALTIMORE GAS &amp; ELEC 3.500%&#160; 8/15/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP 2.625% 10/19/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">450</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">450</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP 3.300%&#160; 1/11/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">800</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">803</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP 3.875%&#160; 8/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">582</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">592</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP 3.950%&#160; 4/21/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">299</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP 6.875%&#160; 4/25/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">600</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">638</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF MONTREAL&#160; &#160;&#160; 1.500%&#160; 7/18/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">77</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF NOVA SCOTIA&#160; 1.700%&#160; 6/11/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">450</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">450</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF NY MELLON CO 2.200%&#160; 8/16/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">95</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF NY MELLON CO 2.450% 11/27/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF NY MELLON CO 2.500%&#160; 4/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">55</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF NY MELLON CO 2.600%&#160; 8/17/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">229</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">231</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BARCLAYS PLC&#160; &#160; &#160; &#160;&#160; 3.200%&#160; 8/10/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">317</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">313</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BARCLAYS PLC&#160; &#160; &#160; &#160;&#160; 4.375%&#160; 1/12/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">203</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BAXALTA INC&#160; &#160; &#160; &#160; &#160; 3.600%&#160; 6/23/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BAXALTA INC&#160; &#160; &#160; &#160; &#160; 5.250%&#160; 6/23/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BB&amp;T CORPORATION&#160; &#160;&#160; 2.625%&#160; 6/29/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">353</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BECTON DICKINSON AND 2.675% 12/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">131</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">133</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BED BATH &amp; BEYOND IN 4.915%&#160; 8/01/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BELLSOUTH CORP&#160; &#160; &#160;&#160; 6.550%&#160; 6/15/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">329</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BERKSHIRE HATHAWAY&#160;&#160; 2.750%&#160; 3/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">125</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">125</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z48466f2b80df4f25bf78ab536266952c" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">18</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="zc121e79df8774260bb65c8699f7dc394" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BERKSHIRE HATHAWAY&#160;&#160; 5.750%&#160; 1/15/40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">369</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BHP FIN USA LTD&#160; &#160; &#160; 6.420%&#160; 3/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">368</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BIOGEN INC&#160; &#160; &#160; &#160; &#160;&#160; 3.625%&#160; 9/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">82</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BIOGEN INC&#160; &#160; &#160; &#160; &#160;&#160; 5.200%&#160; 9/15/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOARDWALK PIPELINES&#160; 4.950% 12/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">103</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOARDWALK PIPELINES&#160; 5.950%&#160; 6/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOSTON PROPERTIES LP 2.750% 10/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOSTON PROPERTIES LP 3.125%&#160; 9/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOSTON PROPERTIES LP 3.650%&#160; 2/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">74</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">73</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BP CAPITAL MARKETS&#160;&#160; 3.017%&#160; 1/16/27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">34</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BP CAPITAL MARKETS&#160;&#160; 3.119%&#160; 5/04/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BP CAPITAL MARKETS&#160;&#160; 3.245%&#160; 5/06/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">204</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BP CAPITAL MARKETS&#160;&#160; 3.814%&#160; 2/10/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">208</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BRIXMOR OPERATING PA 3.850%&#160; 2/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">49</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BROWN-FORMAN CORP&#160; &#160; 4.500%&#160; 7/15/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">47</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BUCKEYE PARTNERS LP&#160; 4.150%&#160; 7/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">34</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BUCKEYE PARTNERS LP&#160; 4.350% 10/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">41</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BUCKEYE PARTNERS LP&#160; 4.875%&#160; 2/01/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">425</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">451</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BUCKEYE PARTNERS LP&#160; 5.850% 11/15/43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">195</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">201</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BUNGE LTD FINANCE CO 3.250%&#160; 8/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BUNGE LTD FINANCE CO 3.500% 11/24/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">82</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BURLINGTN NORTH SANT 3.000%&#160; 3/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">405</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BURLINGTN NORTH SANT 3.650%&#160; 9/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">105</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BURLINGTN NORTH SANT 4.400%&#160; 3/15/42</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CANADIAN NATL RESOUR 5.850%&#160; 2/01/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">106</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CANADIAN PACIFIC RR&#160; 6.125%&#160; 9/15/15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">77</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL ONE FINANCIA 3.500%&#160; 6/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">201</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL ONE FINANCIA 3.750%&#160; 7/28/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">85</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL ONE FINANCIA 4.200% 10/29/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">175</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">176</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL ONE NA&#160; &#160; &#160;&#160; 2.350%&#160; 8/17/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">251</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARDINAL HEALTH INC&#160; 3.750%&#160; 9/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARDINAL HEALTH INC&#160; 4.900%&#160; 9/15/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">41</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CATERPILLAR FINANCIA 1.700%&#160; 6/16/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CATERPILLAR INC&#160; &#160; &#160; 6.050%&#160; 8/15/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">375</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CBS CORP&#160; &#160; &#160; &#160; &#160; &#160;&#160; 4.000%&#160; 1/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">292</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">297</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CELGENE CORP&#160; &#160; &#160; &#160;&#160; 3.625%&#160; 5/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">173</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">174</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CELGENE CORP&#160; &#160; &#160; &#160;&#160; 5.000%&#160; 8/15/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">95</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CENOVUS ENERGY INC&#160;&#160; 3.800%&#160; 9/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">146</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHARTER COMM OPT LLC 4.464%&#160; 7/23/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">182</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">190</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">59</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHARTER COMM OPT LLC 6.834% 10/23/55</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">82</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="zf98f835409d340b49d46721fcf30a86a" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">19</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z8158f3e279004a7ab59a59768ae4b862" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHEVRON CORP&#160; &#160; &#160; &#160;&#160; 2.566%&#160; 5/16/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">210</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">207</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CISCO SYSTEMS INC&#160; &#160; 1.850%&#160; 9/20/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">68</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CISCO SYSTEMS INC&#160; &#160; 2.200%&#160; 2/28/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CISCO SYSTEMS INC&#160; &#160; 2.950%&#160; 2/28/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">72</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CISCO SYSTEMS INC&#160; &#160; 3.000%&#160; 6/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">139</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">142</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIGROUP INC&#160; &#160; &#160; &#160; 1.800%&#160; 2/05/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">600</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">600</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIGROUP INC&#160; &#160; &#160; &#160; 2.150%&#160; 7/30/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">329</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">330</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIGROUP INC&#160; &#160; &#160; &#160; 3.200% 10/21/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">62</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIGROUP INC&#160; &#160; &#160; &#160; 4.125%&#160; 7/25/28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">90</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIGROUP INC&#160; &#160; &#160; &#160; 4.400%&#160; 6/10/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">118</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">121</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIGROUP INC&#160; &#160; &#160; &#160; 4.650%&#160; 7/30/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">117</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">123</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIGROUP INC&#160; &#160; &#160; &#160; 4.750%&#160; 5/18/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIZENS BANK NA/RI&#160; 2.550%&#160; 5/13/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">47</div>
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<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CME GROUP INC&#160; &#160; &#160; &#160; 3.000%&#160; 3/15/25</div>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CMS ENERGY CORP&#160; &#160; &#160; 2.950%&#160; 2/15/27</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CMS ENERGY CORP&#160; &#160; &#160; 3.875%&#160; 3/01/24</div>
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<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">400</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">386</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMCAST CORP&#160; &#160; &#160; &#160;&#160; 2.750%&#160; 3/01/23</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">205</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMCAST CORP&#160; &#160; &#160; &#160;&#160; 3.200%&#160; 7/15/36</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMCAST CORP&#160; &#160; &#160; &#160;&#160; 6.500% 11/15/35</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">123</div>
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<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMERICA BANK&#160; &#160; &#160; &#160; 4.000%&#160; 7/27/25</div>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMMONWEALTH EDISON&#160; 3.650%&#160; 6/15/46</div>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
</tr>

<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMMONWEALTH REIT&#160; &#160; 5.875%&#160; 9/15/20</div>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">374</div>
</td>
</tr>

<tr>
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<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONOCO INC&#160; &#160; &#160; &#160; &#160;&#160; 6.950%&#160; 4/15/29</div>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">377</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">161</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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</td>
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<tr>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">17</div>
</td>
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<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CRED SUIS GP FUND LT 3.800%&#160; 9/15/22</div>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">598</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CROWN CASTLE INTL CO 2.250%&#160; 9/01/21</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">41</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CROWN CASTLE INTL CO 4.875%&#160; 4/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">75</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CSX CORP&#160; &#160; &#160; &#160; &#160; &#160;&#160; 6.000% 10/01/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">175</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">209</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CVS CAREMARK CORP&#160; &#160; 2.750% 12/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">59</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CVS CAREMARK CORP&#160; &#160; 4.000% 12/05/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">111</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">117</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CVS HEALTH CORP&#160; &#160; &#160; 2.125%&#160; 6/01/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">178</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">175</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DANAHER CORP&#160; &#160; &#160; &#160;&#160; 2.400%&#160; 9/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DDR CORP&#160; &#160; &#160; &#160; &#160; &#160;&#160; 3.625%&#160; 2/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">68</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DEUTSCHE BANK AG&#160; &#160;&#160; 2.950%&#160; 8/20/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">146</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">144</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DEUTSCHE BANK AG&#160; &#160;&#160; 3.375%&#160; 5/12/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">234</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">232</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z7e80d42c555849f19086e6a941ff4b60" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">20</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z82ee85f084da40dcb126c45222a5778e" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DISCOVER BANK&#160; &#160; &#160; &#160; 4.200%&#160; 8/08/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">260</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DISCOVERY COMMUNICAT 3.450%&#160; 3/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">115</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DOMINION GAS HLDGS&#160;&#160; 2.800% 11/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">112</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">113</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DOMINION RESOURCES&#160;&#160; 2.850%&#160; 8/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DOW CHEMICAL CO/THE&#160; 3.500% 10/01/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">202</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DTE ENERGY CO&#160; &#160; &#160; &#160; 3.300%&#160; 6/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">119</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">121</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY CAROLINA 3.900%&#160; 6/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">106</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY CORP&#160; &#160;&#160; 2.650%&#160; 9/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY CORP&#160; &#160;&#160; 6.000% 12/01/28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">99</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY INDIANA&#160; 3.750%&#160; 5/15/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">75</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY OHIO INC 3.700%&#160; 6/15/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY PROGRESS 3.250%&#160; 8/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY PROGRESS 3.700% 10/15/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY PROGRESS 4.200%&#160; 8/15/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">132</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE REALTY LP&#160; &#160; &#160;&#160; 3.250%&#160; 6/30/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EATON CORP&#160; &#160; &#160; &#160; &#160;&#160; 4.000% 11/02/32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">168</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EBAY INC&#160; &#160; &#160; &#160; &#160; &#160;&#160; 2.600%&#160; 7/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">451</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">437</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ECOLAB INC&#160; &#160; &#160; &#160; &#160;&#160; 3.250%&#160; 1/14/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">90</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ECOPETROL SA&#160; &#160; &#160; &#160;&#160; 5.375%&#160; 6/26/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">103</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ECOPETROL SA&#160; &#160; &#160; &#160;&#160; 5.875%&#160; 9/18/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">128</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">135</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EDISON INTERNATIONAL 2.950%&#160; 3/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">99</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EMERSON ELECTRIC CO&#160; 6.000%&#160; 8/15/32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">180</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENBRIDGE INC&#160; &#160; &#160; &#160;&#160; 5.500% 12/01/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGY TRANSFER PART 3.600%&#160; 2/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">69</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGY TRANSFER PART 4.050%&#160; 3/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">136</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">135</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENLINK MIDSTREAM PAR 4.150%&#160; 6/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">152</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">148</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENLINK MIDSTREAM PAR 5.050%&#160; 4/01/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">73</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERGY ARKANSAS INC 3.500%&#160; 4/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">32</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERGY CORP&#160; &#160; &#160; &#160;&#160; 2.950%&#160; 9/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERGY LOUISIANA LL 2.400% 10/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">55</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERGY LOUISIANA LL 3.050%&#160; 6/01/31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERGY MISSISSIPPI&#160; 2.850%&#160; 6/01/28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">47</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERPRISE PRODUCTS&#160; 3.900%&#160; 2/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">206</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERPRISE PRODUCTS&#160; 6.650% 10/15/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">361</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERPRISE PRODUCTS&#160; 7.550%&#160; 4/15/38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">116</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EOG RESOURCES INC&#160; &#160; 4.150%&#160; 1/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EOG RESOURCES INC&#160; &#160; 5.100%&#160; 1/15/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">94</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">102</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EQUIFAX INC&#160; &#160; &#160; &#160; &#160; 2.300%&#160; 6/01/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ERP OPERATING LP&#160; &#160;&#160; 2.850% 11/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">48</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ERP OPERATING LP&#160; &#160;&#160; 3.000%&#160; 4/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">99</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXELON CORP&#160; &#160; &#160; &#160; &#160; 3.400%&#160; 4/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">62</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z5d67df1e5c0f4a6197ee127aaefbe5e9" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">21</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z96e6b5d24306431bafd1329b2ca1ce58" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
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<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXELON GENERATION CO 4.250%&#160; 6/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">155</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXELON GENERATION CO 6.250% 10/01/39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">181</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXPRESS SCRIPTS HOLD 3.000%&#160; 7/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXPRESS SCRIPTS HOLD 4.500%&#160; 2/25/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">108</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">111</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXPRESS SCRIPTS HOLD 4.800%&#160; 7/15/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXXON MOBIL CORPORAT 2.726%&#160; 3/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">124</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">124</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXXON MOBIL CORPORAT 4.114%&#160; 3/01/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">77</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">79</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FEDEX CORP&#160; &#160; &#160; &#160; &#160;&#160; 3.250%&#160; 4/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FEDEX CORP&#160; &#160; &#160; &#160; &#160;&#160; 4.100%&#160; 4/15/43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIFTH THIRD BANCORP&#160; 2.875%&#160; 7/27/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">188</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">190</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLORIDA POWER &amp; LIGH 3.125% 12/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">253</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORD MOTOR COMPANY&#160;&#160; 7.450%&#160; 7/16/31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">251</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORD MOTOR CREDIT CO 2.240%&#160; 6/15/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">422</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">423</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORD MOTOR CREDIT CO 3.200%&#160; 1/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">275</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">275</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORD MOTOR CREDIT CO 4.134%&#160; 8/04/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">212</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">212</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FREEPORT-MCMORAN C&#160;&#160; 3.550%&#160; 3/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">233</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FREEPORT-MCMORAN COR 7.125% 11/01/27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">255</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FREEPORT-MCMORAN INC 5.400% 11/14/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">192</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">161</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,044</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,061</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">394</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">413</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL ELEC CAP COR 3.100%&#160; 1/09/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">115</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">117</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL ELEC CAP COR 3.150%&#160; 9/07/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">287</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">293</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL ELEC CAP COR 6.750%&#160; 3/15/32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">115</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">153</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS CO&#160; &#160; 4.875% 10/02/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS CO&#160; &#160; 6.600%&#160; 4/01/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 3.100%&#160; 1/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 3.200%&#160; 7/06/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">74</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 3.200%&#160; 7/13/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">182</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">183</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 4.000%&#160; 1/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">34</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 4.000% 10/06/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">135</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GILEAD SCIENCES INC&#160; 2.500%&#160; 9/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GILEAD SCIENCES INC&#160; 3.700%&#160; 4/01/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">157</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">161</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GILEAD SCIENCES INC&#160; 4.000%&#160; 9/01/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GILEAD SCIENCES INC&#160; 4.600%&#160; 9/01/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">105</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">109</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GLAXOSMITHKLINE CAP&#160; 2.800%&#160; 3/18/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOLDMAN SACHS GROUP&#160; 2.750%&#160; 9/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOLDMAN SACHS GROUP&#160; 2.875%&#160; 2/25/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">240</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">241</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOLDMAN SACHS GROUP&#160; 3.500% 11/16/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">147</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOLDMAN SACHS GROUP&#160; 3.625%&#160; 1/22/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">800</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">817</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOLDMAN SACHS GROUP&#160; 5.750%&#160; 1/24/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">562</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOLDMAN SACHS GROUP&#160; 5.950%&#160; 1/18/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">359</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">374</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z2a172a868b0c465389958aac36729aa1" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">22</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z4481c219e8f340449e81d1019c45bc7f" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GULF SOUTH PIPELINE&#160; 4.000%&#160; 6/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">304</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HALLIBURTON CO&#160; &#160; &#160;&#160; 4.850% 11/15/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HALLIBURTON COMPANY&#160; 3.500%&#160; 8/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">152</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HALLIBURTON COMPANY&#160; 6.700%&#160; 9/15/38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">62</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HARRIS CORPORATION&#160;&#160; 3.832%&#160; 4/28/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">102</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HARRIS CORPORATION&#160;&#160; 4.854%&#160; 4/27/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HCP INC&#160; &#160; &#160; &#160; &#160; &#160; &#160; 4.000% 12/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">257</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HEALTH CARE REIT INC 4.000%&#160; 6/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HOME DEPOT INC&#160; &#160; &#160;&#160; 2.125%&#160; 9/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HOME DEPOT INC&#160; &#160; &#160;&#160; 3.000%&#160; 4/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HOME DEPOT INC&#160; &#160; &#160;&#160; 3.500%&#160; 9/15/56</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HONEYWELL INTERNATIO 2.500% 11/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">189</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HSBC HOLDINGS PLC&#160; &#160; 2.650%&#160; 1/05/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">220</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">215</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HSBC HOLDINGS PLC&#160; &#160; 7.350% 11/27/32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">224</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">282</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HSBC USA INC&#160; &#160; &#160; &#160;&#160; 2.350%&#160; 3/05/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">397</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HSBC USA INC&#160; &#160; &#160; &#160;&#160; 2.750%&#160; 8/07/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">296</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">297</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUNTINGTON BANCSHARE 2.300%&#160; 1/14/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">115</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">112</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUNTINGTON NATIONAL&#160; 2.000%&#160; 6/30/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUSKY ENERGY INC&#160; &#160;&#160; 3.950%&#160; 4/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">208</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTEL CORP&#160; &#160; &#160; &#160; &#160;&#160; 3.700%&#160; 7/29/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">137</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTEL CORP&#160; &#160; &#160; &#160; &#160;&#160; 4.100%&#160; 5/19/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTERNATIONAL PAPER&#160; 3.000%&#160; 2/15/27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">75</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTL LEASE FINANCE&#160;&#160; 5.875%&#160; 8/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">163</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTL PAPER CO&#160; &#160; &#160; &#160; 7.300% 11/15/39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">64</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INVESCO FINANCE PLC&#160; 3.750%&#160; 1/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">79</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHN DEERE CAPITAL&#160;&#160; 1.600%&#160; 7/13/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">114</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">114</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHN DEERE CAPITAL&#160;&#160; 3.350%&#160; 6/12/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">179</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">183</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHNSON &amp; JOHNSON&#160; &#160; 3.550%&#160; 3/01/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHNSON CONTROLS INT 3.900%&#160; 2/14/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHNSON CONTROLS INT 4.250%&#160; 3/01/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">158</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHNSON CONTROLS INT 5.125%&#160; 9/14/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KERR MCGEE CORP&#160; &#160; &#160; 7.875%&#160; 9/15/31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">384</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KEYCORP&#160; &#160; &#160; &#160; &#160; &#160; &#160; 2.900%&#160; 9/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KIMBERLY-CLARK CORP&#160; 3.050%&#160; 8/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KRAFT FOODS GROUP IN 6.875%&#160; 1/26/39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">377</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KRAFT HEINZ FOODS CO 3.950%&#160; 7/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">203</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KROGER CO&#160; &#160; &#160; &#160; &#160; &#160; 7.500%&#160; 4/01/31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">404</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">L-3 COMMUNICATIONS&#160;&#160; 3.850% 12/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LEGG MASON INC&#160; &#160; &#160;&#160; 4.750%&#160; 3/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LIBERTY PROPERTY LP&#160; 3.250% 10/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">26</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LINCOLN NATIONAL COR 4.200%&#160; 3/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">318</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z8c607c5567aa42d28f17a17964f83fe1" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">23</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="zc9c013eea5ef4c94820487e507cb90ee" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOCKHEED MARTIN CORP 3.100%&#160; 1/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOCKHEED MARTIN CORP 4.500%&#160; 5/15/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">159</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOCKHEED MARTIN CORP 6.150%&#160; 9/01/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">93</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">116</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOUISVILLE GAS &amp; ELE 3.300% 10/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">72</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">261</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOWE'S COS INC&#160; &#160; &#160;&#160; 3.375%&#160; 9/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MACYS DEPT STORES CO 6.700%&#160; 7/15/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">106</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">116</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MACYS RETAIL HLDGS&#160;&#160; 4.500% 12/15/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">194</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">173</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MACYS RETAIL HLDGS&#160;&#160; 6.790%&#160; 7/15/27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">420</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">469</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MAGELLAN MIDSTREAM&#160;&#160; 4.250%&#160; 2/01/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">265</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARATHON OIL CORP&#160; &#160; 6.600% 10/01/37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">164</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARSH &amp; MCLENNAN COS 3.750%&#160; 3/14/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">175</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">178</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MCDONALD'S CORP&#160; &#160; &#160; 4.700% 12/09/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">107</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MCDONALD'S CORP&#160; &#160; &#160; 6.300% 10/15/37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">48</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MEAD JOHNSON NUTRITI 4.125% 11/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">123</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MEAD JOHNSON NUTRITI 4.600%&#160; 6/01/44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">34</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">METLIFE INC&#160; &#160; &#160; &#160; &#160; 3.600% 11/13/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">111</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">METLIFE INC&#160; &#160; &#160; &#160; &#160; 4.368%&#160; 9/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">323</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICROSOFT CORP&#160; &#160; &#160;&#160; 2.400%&#160; 8/08/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">94</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICROSOFT CORP&#160; &#160; &#160;&#160; 4.000%&#160; 2/12/55</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">113</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICROSOFT CORP&#160; &#160; &#160;&#160; 4.200% 11/03/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">77</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICROSOFT CORP&#160; &#160; &#160;&#160; 4.750% 11/03/55</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">119</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MIDAMERICAN ENERGY&#160;&#160; 3.500% 10/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">146</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">151</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MOLSON COORS BREWING 3.000%&#160; 7/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MORGAN STANLEY&#160; &#160; &#160;&#160; 2.800%&#160; 6/16/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">757</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">763</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MORGAN STANLEY&#160; &#160; &#160;&#160; 3.875%&#160; 1/27/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">108</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">109</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MORGAN STANLEY&#160; &#160; &#160;&#160; 4.100%&#160; 5/22/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">513</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MORGAN STANLEY&#160; &#160; &#160;&#160; 5.500%&#160; 7/28/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">800</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">887</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MOSAIC CO&#160; &#160; &#160; &#160; &#160; &#160; 4.250% 11/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">330</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">333</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MYLAN INC&#160; &#160; &#160; &#160; &#160; &#160; 5.400% 11/29/43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">47</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONAL AUSTRALIA&#160;&#160; 1.875%&#160; 7/23/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONAL RETAIL PROP 3.600% 12/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONAL RETAIL PROP 4.000% 11/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">218</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">222</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NBCUNIVERSAL MEDIA&#160;&#160; 4.375%&#160; 4/01/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">162</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NOBLE ENERGY INC&#160; &#160;&#160; 5.625%&#160; 5/01/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">75</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NOBLE ENERGY INC&#160; &#160;&#160; 6.000%&#160; 3/01/41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">111</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORFOLK SOUTHERN COR 3.850%&#160; 1/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">92</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORFOLK SOUTHERN COR 7.050%&#160; 5/01/37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">47</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORTHERN STATE PWR&#160;&#160; 6.250%&#160; 6/01/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORTHERN STATE PWR-&#160; 6.200%&#160; 7/01/37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">65</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORTHROP GRUMMAN COR 3.200%&#160; 2/01/27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">79</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
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<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">24</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z836be8dca4a14ece9fad46c995be009a" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NUCOR CORP&#160; &#160; &#160; &#160; &#160;&#160; 4.000%&#160; 8/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">147</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCCIDENTAL PETROLEUM 2.700%&#160; 2/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">79</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCCIDENTAL PETROLEUM 3.500%&#160; 6/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCCIDENTAL PETROLEUM 4.625%&#160; 6/15/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEOK PARTNERS LP&#160; &#160; 3.375% 10/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEOK PARTNERS LP&#160; &#160; 4.900%&#160; 3/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">107</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEOK PARTNERS LP&#160; &#160; 5.000%&#160; 9/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">69</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">75</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEOK PARTNERS LP&#160; &#160; 8.625%&#160; 3/01/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">56</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ORACLE CORP&#160; &#160; &#160; &#160; &#160; 2.400%&#160; 9/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">98</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ORACLE CORP&#160; &#160; &#160; &#160; &#160; 2.950%&#160; 5/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">196</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ORACLE CORP&#160; &#160; &#160; &#160; &#160; 3.850%&#160; 7/15/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">146</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ORACLE CORP&#160; &#160; &#160; &#160; &#160; 3.900%&#160; 5/15/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">395</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ORACLE CORP&#160; &#160; &#160; &#160; &#160; 4.300%&#160; 7/08/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">207</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ORACLE CORP&#160; &#160; &#160; &#160; &#160; 5.750%&#160; 4/15/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">106</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACCAR FINANCIAL COR 1.300%&#160; 5/10/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACCAR FINANCIAL COR 2.250%&#160; 2/25/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">59</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACIFIC GAS &amp; ELECTR 3.250%&#160; 6/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">190</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">194</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACIFIC GAS &amp; ELECTR 3.500%&#160; 6/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">112</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACIFIC GAS &amp; ELECTR 6.050%&#160; 3/01/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">125</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PEMEX PROJ FDG MASTE 6.625%&#160; 6/15/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">246</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PENTAIR FINANCE SA&#160;&#160; 2.900%&#160; 9/15/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">141</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">143</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PENTAIR FINANCE SA&#160;&#160; 4.650%&#160; 9/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PEPSICO INC&#160; &#160; &#160; &#160; &#160; 3.100%&#160; 7/17/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">107</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PEPSICO INC&#160; &#160; &#160; &#160; &#160; 3.450% 10/06/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">64</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PEPSICO INC&#160; &#160; &#160; &#160; &#160; 4.600%&#160; 7/17/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PEPSICO INC&#160; &#160; &#160; &#160; &#160; 4.875% 11/01/40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PETRO-CANADA&#160; &#160; &#160; &#160;&#160; 5.950%&#160; 5/15/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">353</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PFIZER INC&#160; &#160; &#160; &#160; &#160;&#160; 3.000% 12/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">105</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">104</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PHILIPS ELECTRONICS&#160; 3.750%&#160; 3/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">208</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PHILLIPS 66 PARTNERS 3.550% 10/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PHILLIPS 66 PARTNERS 4.900% 10/01/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PLAINS ALL AMER PIPE 4.650% 10/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">450</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">465</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PNC BANK NA&#160; &#160; &#160; &#160; &#160; 2.950%&#160; 1/30/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">505</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">498</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">POTASH CORP-SASKATCH 3.000%&#160; 4/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">141</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRECISION CASTPARTS&#160; 3.250%&#160; 6/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRECISION CASTPARTS&#160; 4.375%&#160; 6/15/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">84</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS ENERGY INC&#160; 7.000% 10/30/31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">65</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESSIVE CORP&#160; &#160;&#160; 2.450%&#160; 1/15/27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">82</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROLOGIS LP&#160; &#160; &#160; &#160; &#160; 3.750% 11/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROV ST JOSEPH HLTH&#160; 2.746% 10/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PUBLIC SERVICE COLOR 3.550%&#160; 6/15/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z93c08d62100a464c95f795815e1a9fa3" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">25</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z1c07281cc5d94a188c89c9a1a0c79f6c" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PUBLIC SERVICE ELECT 2.250%&#160; 9/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">65</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">QUEST DIAGNOSTICS IN 3.450%&#160; 6/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RABOBANK NEDERLAND&#160;&#160; 3.875%&#160; 2/08/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">158</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RABOBANK NEDERLAND&#160;&#160; 4.625% 12/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">263</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REALTY INCOME CORP&#160;&#160; 3.875%&#160; 7/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">255</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REGIONS FINANCIAL CO 3.200%&#160; 2/08/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">76</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REPUBLIC SERVICES IN 3.550%&#160; 6/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">156</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RIO TINTO FIN USA LT 3.500%&#160; 3/22/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ROGERS CABLE INC&#160; &#160;&#160; 8.750%&#160; 5/01/32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">232</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ROPER TECHNOLOGIES&#160;&#160; 3.000% 12/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ROPER TECHNOLOGIES&#160;&#160; 3.800% 12/15/26</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ROYAL BANK OF CANADA 1.800%&#160; 7/30/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">251</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RYDER SYSTEM INC&#160; &#160;&#160; 2.650%&#160; 3/02/20</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">151</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RYDER SYSTEM INC&#160; &#160;&#160; 2.875%&#160; 9/01/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">58</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SAN DIEGO G &amp; E&#160; &#160; &#160; 6.125%&#160; 9/15/37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">103</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER ISSUANCES&#160; 5.179% 11/19/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">202</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER UK GROUP&#160;&#160; 2.875% 10/16/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">168</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SBC COMMUNICATIONS&#160;&#160; 6.150%&#160; 9/15/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">76</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHELL INTERNATIONAL&#160; 2.250% 11/10/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">89</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">89</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHELL INTERNATIONAL&#160; 2.500%&#160; 9/12/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">68</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHELL INTERNATIONAL&#160; 2.875%&#160; 5/10/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">230</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">222</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHELL INTERNATIONAL&#160; 4.000%&#160; 5/10/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">222</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">212</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHELL INTERNATIONAL&#160; 4.125%&#160; 5/11/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">255</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHIRE ACQ INV IRELAN 2.875%&#160; 9/23/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">83</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">79</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SIMON PROPERTY GROUP 3.750%&#160; 2/01/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">260</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">269</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHERN CALIF GAS&#160;&#160; 3.200%&#160; 6/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">153</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHERN CO GAS CAPI 2.450% 10/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHERN CO GAS CAPI 3.950% 10/01/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHERN POWER CO&#160; &#160; 5.150%&#160; 9/15/41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHWEST GAS CORP&#160;&#160; 3.800%&#160; 9/29/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHWESTERN ELEC PO 2.750% 10/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">189</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHWESTERN PUBLIC&#160; 4.500%&#160; 8/15/41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">32</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SPECTRA ENERGY CAPIT 3.300%&#160; 3/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">193</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STARBUCKS CORP&#160; &#160; &#160;&#160; 4.300%&#160; 6/15/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STATE STREET CORP&#160; &#160; 3.550%&#160; 8/18/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">235</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">241</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STATOIL ASA&#160; &#160; &#160; &#160; &#160; 2.450%&#160; 1/17/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">293</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STRYKER CORP&#160; &#160; &#160; &#160;&#160; 3.500%&#160; 3/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUMITOMO MITSUI BANK 1.950%&#160; 7/23/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUMITOMO MITSUI FINL 2.442% 10/19/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUNOCO LOGISTICS PAR 4.250%&#160; 4/01/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">252</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUNOCO LOGISTICS PAR 5.950% 12/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">160</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">178</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z4f4e068b29204d7aa8f71a8eed951bf9" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">26</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z32c886f9fad242918b25c92fb4884c72" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUNTRUST BANK&#160; &#160; &#160; &#160; 3.300%&#160; 5/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">193</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUNTRUST BANKS INC&#160;&#160; 2.900%&#160; 3/03/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SVENSKA HANDELSBANKE 2.400% 10/01/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">249</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SYNCHRONY FINANCIAL&#160; 3.700%&#160; 8/04/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">177</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">170</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SYSCO CORPORATION&#160; &#160; 3.750% 10/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEVA PHARMACEUTICALS 2.200%&#160; 7/21/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">68</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEVA PHARMACEUTICALS 2.800%&#160; 7/21/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">187</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">177</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEVA PHARMACEUTICALS 4.100% 10/01/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEXTRON INC&#160; &#160; &#160; &#160; &#160; 4.300%&#160; 3/01/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">114</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THERMO FISHER SCIENT 2.950%&#160; 9/19/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THERMO FISHER SCIENT 3.000%&#160; 4/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THOMSON REUTERS CORP 4.300% 11/23/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">126</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TIME WARNER CO INC&#160;&#160; 7.570%&#160; 2/01/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">309</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TIME WARNER ENTMT&#160; &#160; 8.375%&#160; 7/15/33</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">131</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TIME WARNER INC&#160; &#160; &#160; 3.550%&#160; 6/01/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">99</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TIME WARNER INC&#160; &#160; &#160; 6.625%&#160; 5/15/29</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">94</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">115</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOLEDO EDISON COMPAN 6.150%&#160; 5/15/37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">59</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TORONTO-DOMINION BAN 1.750%&#160; 7/23/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">210</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">210</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TORONTO-DOMINION BAN 2.500% 12/14/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">181</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOTAL CAPITAL INTL&#160;&#160; 2.700%&#160; 1/25/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">396</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOTAL SYSTEM SERVICE 3.750%&#160; 6/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">90</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOYOTA MOTOR CREDIT&#160; 2.100%&#160; 1/17/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">133</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">134</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOYOTA MOTOR CREDIT&#160; 2.800%&#160; 7/13/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">202</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRANS-CANADA PIPELIN 3.125%&#160; 1/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">112</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">114</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRANS-CANADA PIPELIN 4.875%&#160; 1/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">139</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">154</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRANS-CANADA PIPELIN 6.200% 10/15/37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">74</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRI-STATE GENERATION 4.250%&#160; 6/01/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TYSON FOODS INC&#160; &#160; &#160; 4.875%&#160; 8/15/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">153</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UDR INC&#160; &#160; &#160; &#160; &#160; &#160; &#160; 2.950%&#160; 9/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNION CARBIDE CORP&#160;&#160; 7.750% 10/01/96</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">133</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED AIR 2016-1 A&#160; 3.450%&#160; 7/07/28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">84</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">82</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITEDHEALTH GROUP&#160;&#160; 1.700%&#160; 2/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">73</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITEDHEALTH GROUP&#160;&#160; 3.100%&#160; 3/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">99</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITEDHEALTH GROUP&#160;&#160; 3.350%&#160; 7/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">84</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">87</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITEDHEALTH GROUP&#160;&#160; 4.625%&#160; 7/15/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">124</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">135</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US BANCORP&#160; &#160; &#160; &#160; &#160;&#160; 2.350%&#160; 1/29/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">351</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VENTAS REALTY LP&#160; &#160;&#160; 4.125%&#160; 1/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VENTAS REALTY LP/CAP 3.250%&#160; 8/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">202</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VERIZON COMMUNICATIO 2.625%&#160; 2/21/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">353</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VERIZON COMMUNICATIO 4.272%&#160; 1/15/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">48</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VERIZON COMMUNICATIO 5.050%&#160; 3/15/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">670</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">706</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
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<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">27</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z9cd4b9211f9d4f87ba07ee0e57ecf843" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VERIZON COMMUNICATIO 5.150%&#160; 9/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">700</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">774</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VIACOM INC&#160; &#160; &#160; &#160; &#160;&#160; 4.850% 12/15/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">134</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VODAFONE GROUP PLC&#160;&#160; 2.950%&#160; 2/19/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">165</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VOYA FINANCIAL INC&#160;&#160; 3.650%&#160; 6/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">69</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FRANCE TELECOM&#160; &#160; 8.500%&#160; 3/01/31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">147</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">221</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR JOHNSON CONTROLS&#160; 4.950%&#160; 7/02/64</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">93</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR MAGELLAN MIDSTREA 6.400%&#160; 5/01/37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">83</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR TORONTO-DOMINION&#160; 3.625%&#160; 9/15/31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">65</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR WESTPAC BANKING&#160;&#160; 4.322% 11/23/31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">120</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WALGREEN CO&#160; &#160; &#160; &#160; &#160; 4.400%&#160; 9/15/42</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">48</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WALGREENS BOOTS ALLI 3.100%&#160; 6/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WALGREENS BOOTS ALLI 4.500% 11/18/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">380</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">382</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WALT DISNEY COMPANY/ 3.000%&#160; 2/13/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">298</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WASTE MANAGEMENT INC 2.400%&#160; 5/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 2.500%&#160; 3/04/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">109</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 2.600%&#160; 7/22/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">434</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">437</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 3.300%&#160; 9/09/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">600</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">594</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 3.550%&#160; 9/29/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">499</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 4.300%&#160; 7/22/27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">184</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">189</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 4.900% 11/17/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">69</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLTOWER INC&#160; &#160; &#160; &#160; 4.250%&#160; 4/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">207</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTERN GAS PARTNERS 4.650%&#160; 7/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTERN GAS PARTNERS 5.450%&#160; 4/01/44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTPAC BANKING CORP 1.600%&#160; 8/19/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WISCONSIN ENERGY COR 3.550%&#160; 6/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">238</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">243</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WW GRAINGER INC&#160; &#160; &#160; 4.600%&#160; 6/15/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">97</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">XCEL ENERGY INC&#160; &#160; &#160; 2.400%&#160; 3/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">XCEL ENERGY INC&#160; &#160; &#160; 3.300%&#160; 6/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">90</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">XEROX CORPORATION&#160; &#160; 5.625% 12/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">82</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">XYLEM INC&#160; &#160; &#160; &#160; &#160; &#160; 4.375% 11/01/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ZOETIS INC&#160; &#160; &#160; &#160; &#160;&#160; 3.250%&#160; 2/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">160</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">160</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ZOETIS INC&#160; &#160; &#160; &#160; &#160;&#160; 3.450% 11/13/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ZOETIS INC&#160; &#160; &#160; &#160; &#160;&#160; 4.500% 11/13/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">66</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Corporate Debt Instruments</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">76,738</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Common Stocks</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">3D SYSTEMS CORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">537</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ABBOTT LABS</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">185</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,123</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ABBVIE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,435</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACADIA HEALTHCARE CO INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,924</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACCO BRANDS CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">861</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="za61f29ac1a65493090cc5be843c30918" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">28</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z80cd410fe88349378062bb52fc405025" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACI WORLDWIDE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,133</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACUITY BRANDS (HOLDING CO) INC RR.</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,136</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACXIOM CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,453</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ADOBE SYS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">160</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16,500</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ADVISORY BRD CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,230</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AECOM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,315</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AERCAP HOLDINGS NV</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">193</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8,001</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AEROJET ROCKETDYNE HOLDINGS IN</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">414</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AFFILIATED MANAGERS GROUP, INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,001</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AIR PRODS &amp; CHEMS INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,438</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AK STL HLDG CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">418</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AKORN INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,244</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALBANY INTL CORP NEW CL A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">990</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALBEMARLE CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,065</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALEXANDRIA REAL ESTATE EQUITIES</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,156</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALEXION PHARMACEUTICALS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">106</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12,937</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALIBABA GROUP HOLDING LTD ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">157</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13,785</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLEGHANY CORP DEL NEW</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,095</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLEGHENY TECHNOLOGIES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">373</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLEGIANT TRAVEL CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,581</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLEGION PLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,965</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLERGAN PLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,589</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLETE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">471</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLIANT ENERGY CORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">83</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,148</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLSCRIPTS HEALTHCARE SOLUTIONS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">670</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLY FINANCIAL INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">795</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALNYLAM PHARMACEUTICALS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">232</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALPHABET INC CL A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14,819</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALPHABET INC CL C</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19,452</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMAZON COM INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22,372</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMC NETWORKS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">994</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMDOCS LIMITED COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,035</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMEDISYS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,133</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN AIRLS GROUP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">166</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,758</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CAMPUS CMNTYS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">487</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN EXPRESS CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,771</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">501,628</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN FINL GROUP INC OHIO COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">904</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN TOWER CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9,104</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANADARKO PETROLEUM CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">89</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,213</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APACHE CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,557</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APOLLO GLOBAL MANAGEMENT LLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,357</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z8c9d1bf27129481497ff71d82b4438cd" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">29</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z1770f6b31db147838bca6faea3ccc562" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">97</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11,263</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLIED MATERIALS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">68</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,182</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APTARGROUP INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,152</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARAMARK</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,196</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARCH CAPITAL GROUP LTD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,096</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARES CAP CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">463</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARRIS INTERNATIONAL PLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">436</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARROW ELECTRS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">523</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARTISAN PARTNERS ASSET MANAGEM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,547</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ASBURY AUTOMOTIVE GROUP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,246</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ASPEN TECHNOLOGY INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,148</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ASSURANT INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">558</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ASSURED GUARANTY LTD USD 1.0</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,718</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT &amp; T INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,003</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ATHENAHEALTH INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,207</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ATLASSIAN CORP PLC-CLASS A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,288</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ATMOS ENERGY CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">571</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AVIS BUDGET GROUP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,284</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AVNET INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,219</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AXALTA COATING SYSTEMS LTD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">900</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">B&amp;G FOODS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">462</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BABCOCK &amp; WILCOX ENTERPRISES I</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">475</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BAIDU INC ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9,946</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">640</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14,151</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANKUNITED INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">831</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BELDEN INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,372</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BERKSHIRE HATHAWAY INC.</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,893</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BERRY PLASTICS GROUP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,011</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BIO RAD LABS INC CL A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,312</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BIOGEN INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,324</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BIOMARIN PHARMACEUTICAL INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">114</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9,457</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BLUE BUFFALO PET PRODUCTS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,272</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BLUEBIRD BIO INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">497</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOOZ ALLEN HAMILTON HOLDING CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">151</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,421</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BP PLC - ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">387</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14,484</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BRANDYWINE RLTY TR BD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">143</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,359</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BRIGHT HORIZONS FAMILY SOLUTIO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,428</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BROADRIDGE FINANCIAL SOLUTIONS</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,734</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BRUNSWICK CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,658</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BURLINGTON STORES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,444</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BWX TECHNOLOGIES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,914</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z1e603d40a4604792aba6124283420899" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">30</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z688bc6cfd3704e619d88a7353766b430" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CABLE ONE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,000</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CACI INTL INC FORMERLY CACI INC TO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">441</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CALATLANTIC GROUP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CALERES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">414</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CALPINE CORP/NEW</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">203</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,321</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAMBREX CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,513</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CANADIAN NAT RES LTD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">230</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,345</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CANTEL MEDICAL CORP.</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,211</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARDTRONICS PLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,447</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARLISLE COS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,138</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARNIVAL CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,817</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARTER HOLDINGS</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,391</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CASEYS GEN STORES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">424</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CATERPILLAR INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,128</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CATO CORP NEW CL A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">525</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CBRE GROUP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,372</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CBS CORP NEW</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,984</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CCH I LLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,533</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CEB INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,091</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CEDAR FAIR L P DEPOSITARY UNIT</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,356</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CELGENE CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,150</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CENTURY ALUM CO COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">224</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHARLES RIVER LABORATORIES</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">985</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHEMICAL FINL CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,601</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHICAGO BRIDGE &amp; IRON COMPANY N.V.</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,314</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHIPOTLE MEXICAN GRILL INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,692</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHUBB LTD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,248</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CIENA CORP USD 0.01</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">565</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CINEMARK HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,613</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CIRCOR INTERNATIONAL INC -WI</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">706</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CISCO SYSTEMS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">238</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,199</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIGROUP INC.</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">378</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22,473</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CLEAN HARBORS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">594</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CLUBCORP HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">89</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,281</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COGNEX CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,172</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COGNIZANT TECH SOLUTIONS CRP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,287</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COHERENT INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">278</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLUMBIA SPORTSWEAR CO COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,139</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMCAST CORP CLASS A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,147</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMERICA INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">712</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMMSCOPE HOLDING CO INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">56</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,096</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z14dc046778d8476fa5ee15c35ebb88f7" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">31</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="zd8f7ceb0a7f0402bbc8deccef84ef421" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONCHO RESOURCES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">955</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONSTELLATION BRANDS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,274</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COOPER COS INC COM NEW</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,629</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CORELOGIC INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,304</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CORNERSTONE ONDEMAND INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,798</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CORPORATE OFFICE PROPERTIES COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">582</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COSTAR GROUP, INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,319</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COSTCO WHOLESALE CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,970</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CST BRANDS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">568</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CTS CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">544</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CUBESMART</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,392</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CUBIC CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">919</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CURTISS WRIGHT CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,731</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CUSTOMERS BANCORP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">235</div>
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</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CVS HEALTH CORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,812</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CYPRESS SEMICONDUCTOR CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">584</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">D R HORTON INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">407</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DANA INCORPORATED</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">154</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DAVE &amp; BUSTER'S ENTERTAINMENT</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,378</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DBV TECHNOLOGIES SA-SPON ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">372</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DDR CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">668</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DELTA AIR LINES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">184</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9,057</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DELTIC TIMBER CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">701</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DELUXE CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">291</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DERMIRA INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,092</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DEVON ENERGY CORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">124</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,642</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DEXCOM INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,079</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DIAMONDBACK ENERGY INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,220</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DIAMONDROCK HOSPITALITY CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">766</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DICKS SPORTING GOODS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,083</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DIEBOLD INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">570</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DILLARDS INC CL A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,269</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DISCOVERY COMMUNICATIONS-C</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">108</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,902</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DISH NETWORK CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,064</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DORIAN LPG LTD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">285</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DOW CHEMICAL CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,135</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DPS CHINA MOBILE LIMITED ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,271</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DSW INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">412</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE REALTY CORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">744</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUN &amp; BRADSTREET CORP DEL NEW</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,335</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">E*TRADE GROUP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">773</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z89a9896a28ee48398309cbbd31507d28" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">32</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z5344d28664b54ffa8730c886c36baaf7" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EAGLE MATLS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,833</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EASTMAN CHEM CO COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,220</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EATON CORP PLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,053</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EDGEWELL PERSONAL CARE CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,022</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EDUCATION REALTY TRUST INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">504</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EDWARDS LIFESCIENCES CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,793</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ELECTRONICS FOR IMAGING INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,272</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ELLIE MAE INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">923</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EMCOR GROUP INC COM</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">668</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGIZER SPINCO INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,342</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGY RECOVERY INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">363</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENVISION HEALTHCARE CORP</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,544</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EPAM SYSTEMS INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,518</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EQUIFAX INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,164</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EQUINIX INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,277</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ERA GROUP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">355</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ESCO TECHNOLOGIES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">863</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ESSENDANT INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">805</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EURONET WORLDWIDE INC.</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,341</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EVERCORE PARTNERS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,121</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXPRESS INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">145</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXTRACTION OIL &amp; GAS LLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,214</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FACEBOOK INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">211</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24,249</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FASTENAL CO</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,428</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FINISAR CORP</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,019</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FINISH LINE INC CL A</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">116</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST HAWAIIAN INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">326</div>
</td>
</tr>

<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">942</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST REPUBLIC BANK/SAN FRANCI</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">319</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLEX LTD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">604</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLIR SYS INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">112</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,027</div>
</td>
</tr>

<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLOWERS FOODS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,206</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLUOR CORP NEW</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,334</div>
</td>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FOREST CITY REALTY TRUST-A</div>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">593</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORRESTER RESEARCH INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">688</div>
</td>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORUM ENERGY TECHNOLOGIES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">836</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORWARD AIR CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">550</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FREDS INC CL A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">813</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FTI CONSULTING INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,108</div>
</td>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">G &amp; K SVCS INC CL A</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,150</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GALLAGHER ARTHUR J &amp; CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">437</div>
</td>
</tr>
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<div>&#160;</div>

<div>
<table id="z4a50a28726924b86a3b8bc91a62242dc" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">33</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z8853fed404fd405b93d1bf3494f4f631" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GARTNER INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,818</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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</td>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">774</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL CABLE CORP COM</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">548</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS CO</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">293</div>
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<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10,217</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENESEE &amp; WYOMING INC-CL A</div>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
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<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,806</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">G-III APPAREL GROUP LTD</div>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
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<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">893</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GILEAD SCIENCES INC</div>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">59</div>
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<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,230</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GLOBAL PMTS INC W/I</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
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<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,409</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOODYEAR TIRE &amp; RUBR CO</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">132</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,091</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GRACO INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,122</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GREAT PLAINS ENERGY INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<tr>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GREAT WESTERN BANCORP INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">84</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,657</div>
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<tr>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GREIF INC-CL A</div>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">963</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GRUPO TELEVISA, S.A. - ADR</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">49</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,540</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HAEMONETICS CORP MASS</div>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">923</div>
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<tr>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HANCOCK HOLDING CO</div>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,162</div>
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<tr>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<tr>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<tr>
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HARRIS CORP DEL</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,408</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HARSCO CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">361</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HD SUPPLY HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,270</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HEALTHEQUITY INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">587</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HEALTHWAYS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,015</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HELEN OF TROY LIMITED</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,333</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HENRY JACK &amp; ASSOC INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,397</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HIGHWOODS PPTYS INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,612</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HILL ROM HLDGS</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">449</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HOME BANCSHARES INC/CONWAY AR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">94</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,613</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HONEYWELL INTERNATIONAL INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,105</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HORIZON PHARMA PLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">154</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,484</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUBBELL INCORPORATED</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,920</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUDSON PACIFIC PROPERTIES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,214</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUNTINGTON BANCSHARES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">817</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUNTINGTON INGALLS INDUSTRIES</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,340</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUNTSMAN CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">312</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HURON CONSULTING GROUP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,510</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ICU MED INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,026</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">IDACORP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,739</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z0d81754d7f8d46f7a305a9d7d74b8d21" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">34</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="zc8337468497e4ded81bfabf1f3fbcd32" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ILLUMINA INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,965</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">IMAX CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,294</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">IMPAX LABORATORIES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">199</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INC RESEARCH HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,757</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INCYTE CORPORATION, INC.</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,415</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTEGRA LIFESCIENCES HOLDING</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,951</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTEL CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,365</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTERCONTINENTAL EXCHANGE, INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,226</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTERFACE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,846</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTERNATIONAL BANCSHARES CRP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,035</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTRA-CELLULAR THERAPIES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">421</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INVESTMENT TECHNOLOGY GROUP INC NEW</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">291</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">IPG PHOTONICS CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,840</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ITT INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,535</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">J &amp; J SNACK FOODS CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,908</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">J2 GLOBAL INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,718</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JAZZ PHARMACEUTICALS PLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,533</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JETBLUE AWYS CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">507</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHN BEAN TECHNOLOGIES CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,612</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHNSON CONTROLS INTERNATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,985</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JPMORGAN CHASE &amp; CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">143</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12,349</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KANSAS CITY SOUTHERN</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,018</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KAPSTONE PAPER AND PACKAGING C</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">121</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,666</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KAR AUCTION SERVICES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,602</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KEMPER CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">686</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KEYSIGHT TECHNOLOGIES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">887</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KITE REALTY GROUP TRUST</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">340</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KOHLS CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,205</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LABORATORY CRP OF AMER HLDGS</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,949</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LENDINGCLUB CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">424</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,226</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LENDINGTREE, INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LEXINGTON REALTY TRUST</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">270</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LIBERTY SIRIUSXM GROUP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,591</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LIGAND PHARMACEUTICALS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">858</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LITTELFUSE INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,857</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LIVE NATION ENT INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">533</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOUISIANA PAC CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">135</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,549</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOWES COS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,919</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LPL FINANCIAL HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">378</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LUXFER HOLDINGS PLC-ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">437</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LYONDELLBASELL INDU-CL A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,179</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z04ac32ac72954eb494615a5db272aad1" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">35</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="zedf142f08406418990258b40bb969faf" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">M &amp; T BANK CORPORATION COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,308</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MACK CALI RLTY CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MACY'S INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">118</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,229</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MAGNA INTL INC CL A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">96</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,154</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MALLINCKRODT PLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,955</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MANITOWOC FOODSERVICE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">523</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MANPOWERGROUP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">518</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARRIOTT VACATIONS WORLDWIDE C</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">543</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARVELL TECHNOLOGY GROUP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">58</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">807</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MASONITE INTERNATIONAL CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,600</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MATADOR RESOURCES CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">17</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">435</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MATTHEWS INTL CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,049</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MB FINANCIAL BANK</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">992</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MCKESSON CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,414</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MEDICAL PPTYS TR INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">282</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MEDICINES COMPANY</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">556</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MEDNAX INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,680</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MEDTRONIC PLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,824</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MERCADOLIBRE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,308</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MERITOR INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">478</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">METLIFE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">137</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,358</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICHAEL KORS HOLDINGS LTD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,339</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICRON TECHNOLOGY INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">407</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8,915</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MID AMERICA APARTMENT COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">999</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MILLER HERMAN INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,457</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MISTRAS GROUP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">692</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MOBILEYE NV</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">195</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,401</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MOLINA HEALTHCARE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">278</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MOLSON COORS BREWING CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,272</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MONSTER BEVERAGE CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">248</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11,011</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MORGAN STANLEY</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">196</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8,264</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MUELLER INDS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,180</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MULTI PACKAGING SOLUTIONS IN</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">442</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MYLAN N V</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,413</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NABORS INDUSTRIES LTD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">837</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NETFLIX INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">97</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11,947</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEUROCRINE BIOSCIENCES INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">666</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEW JERSEY RES CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">287</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEWELL BRANDS, INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,041</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NICE LTD - SPON ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,416</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORTHWEST BANCSHARES INC/MD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">964</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z97064b0ef4b54d82b4c762677641766e" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">36</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z9df1f825b9774e4aade0f355460cb684" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORTHWESTERN CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,025</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORWEGIAN CRUISE LINE HOLDING</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,241</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NXP SEMICONDUCTORS NV</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,663</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OASIS PETROLEUM INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">712</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCEANEERING INTL INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">55</div>
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<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,560</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OLD DOMINION FREIGHT LINES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">17</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,420</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OMNICOM GROUP</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,238</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ON SEMICONDUCTOR CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">578</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ORACLE CORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">131</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,052</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ORBITAL ATK INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,251</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OSI SYS INC @CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,926</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OWENS CORNING INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">510</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACWEST BANCORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,144</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PALO ALTO NETWORKS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">56</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,040</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PAPA JOHNS INTL INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">907</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PARSLEY ENERGY INC-CLASS A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,043</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PATTERSON COS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,585</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PAYLOCITY HOLDING CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,140</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PAYPAL HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,468</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PDC ENERGY INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">481</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PERFORMANCE FOOD GROUP CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,464</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PERKINELMER, INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,684</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PFIZER INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">84</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,738</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PHIBRO ANIMAL HEALTH CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">434</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PINNACLE WEST CAP CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">558</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PLEXUS CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">492</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PNM RES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">284</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">POLYONE CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,091</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">POOL CORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,337</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">POPULAR INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">82</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,584</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">POST HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">792</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PPG INDUSTRIES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,116</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PREMIER INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,621</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRIMERICA INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">398</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRIMORIS SERVIES CORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">624</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROASSURANCE CORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,439</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROTHENA CORP PLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">361</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROTO LABS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,268</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PS BUSINESS PARKS INC/CA</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,470</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PTC INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,294</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Q2 HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,241</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="zb6e4f42acf644998ae90900964e99ca3" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">37</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z9d533ba4621f49fdbd43a1c10625aadf" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
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<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RADIAN GROUP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">676</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RAMCO-GERSHENSON PPTYS TR COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">473</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RANGE RES CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,048</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RAYMOND JAMES FINL INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,597</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REGAL BELOIT CORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">307</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REGENERON PHARMACEUTICALS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,562</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REINSURANCE GROUP AMER CLASS A NEW</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,131</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RELIANCE STL &amp; ALUM CO COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,267</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RENAISSANCERE HOLDINGS COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,212</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REPLIGEN CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">656</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REXNORD CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,273</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RICE ENERGY INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">349</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ROYAL DUTCH SHELL PLC ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">126</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,859</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RPM INTERNATIONAL INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,599</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RSP PERMIAN INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">83</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,726</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RYMAN HOSPITALITY PROPERTIES</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">285</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SALESFORCE COM INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">308</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21,084</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER CONSUMER USA HOLDING</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">296</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,999</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">512</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SCHLUMBERGER LTD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,547</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SCHWAB CHARLES CORP NEW</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">351</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13,873</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SCORPIO TANKERS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">119</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">540</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,768</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SEACOR HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">840</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SECUREWORKS CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">204</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SEI INVESTMENT COMPANY</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,631</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SENSATA TECHNOLOGIES HOLDING</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,867</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SENSIENT TECHNOLOGIES CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,674</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SERVICEMASTER GLOBAL HOLDINGS</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,330</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SERVICENOW INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">94</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,995</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SIGNATURE BANK</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,096</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SIGNET JEWELERS LIMITED</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,336</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SIX FLAGS ENTERTAINMENT CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,734</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SLM CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">116</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,279</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SMART &amp; FINAL STORES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">767</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SMITH A O CORP CL B</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,056</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">532</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SPIRE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">545</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SPIRIT AIRLINES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,934</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SPLUNK INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10,242</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STAG INDUSTRIAL INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,721</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="zdf9f161826514451bf96e26b93295821" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">38</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z7d244e7bc82a4f5888821af480d78c84" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STAGE STORES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">179</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STARBUCKS CORP COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,215</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STEEL DYNAMICS INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">471</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STEELCASE INC CL A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">579</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STERIS PLC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,120</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STIFEL FINANCIAL CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">449</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUMMIT HOTEL PROPERTIES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">617</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUNSTONE HOTEL INVS INC NEW</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">397</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SURGERY PARTNERS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,065</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SURGICAL CARE AFFILIATES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,358</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SVB FINL GROUP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,202</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SWIFT TRANSPORATION CO</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">462</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SYNCHRONY FINANCIAL</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">121</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,378</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SYNERGY RESOURCES CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">463</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SYNOVUS FINANCIAL CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,311</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TAKE-TWO INTERACTIVE SOFTWARE</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,854</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TAYLOR MORRISON HOME CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">181</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEAM HEALTH HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,025</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TECH DATA CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">382</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEGNA INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">565</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TELEFLEX INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,369</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEMPUR SEALY INTERNATIONAL</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,052</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TERADYNE INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">679</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEREX CORP NEW</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">105</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,305</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TFS FINANCIAL CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">410</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THE PRICELINE GROUP INC.</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22,422</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THERMON GROUP HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">685</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THOR INDS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,387</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOTAL S.A. - ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,009</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOTAL SYS SVCS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,534</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOYOTA MOTOR CORPORATION - ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,383</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRANSUNION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">132</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,080</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TREEHOUSE FOODS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">691</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRIMAS CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,203</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRINSEO SA</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">459</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRONOX LTD-CL A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">364</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TUPPERWARE BRANDS CORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">987</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TWENTY FIRST CENTURY FOX INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,174</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TWO HARBORS INVESTMENT CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">413</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,600</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TYLER TECHNOLOGIES INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,970</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UGI CORP NEW COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,238</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z60f0e84c7fbe4700b690d16d313a29c0" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">39</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="zbc4af2e0ccd74a8ebefbd439aedc31df" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ULTIMATE SOFTWARE GROUP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,216</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNDER ARMOUR INC CL A</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">103</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,981</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNDER ARMOUR INC CL C</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">87</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,185</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED STS STL CORP NEW</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">432</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED TECHNOLOGIES CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">68</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,479</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNIVAR INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,014</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNIVERSAL DISPLAY CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,104</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">USG CORP COM NEW</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">450</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VAIL RESORTS INC COM</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VALVOLINE INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,099</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VANTIV INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VCA INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,905</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VISA INC-CLASS A SHRS</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">474</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36,934</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VODAFONE GROUP PLC-SP ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">827</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VOYA FINANCIAL INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">464</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VULCAN MATERIALS COMPANY</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,348</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VWR CORP</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,072</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WABCO HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,677</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WAGEWORKS INC</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,291</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WATSCO INC CL A</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">844</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WEBSTER FINL CORP WATERBURY CONN</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,131</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; CO</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">126</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,959</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTAMERICA BANCORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">599</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTAR ENERGY INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">343</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTERN ALLIANCE BANCORPORATION</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">95</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,606</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE CHEM CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">390</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WEX INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,271</div>
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</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WGL HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">671</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WHIRLPOOL CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,239</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WHITE MTNS INS GROUP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">727</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WHITING PETE CORP NEW</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">291</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WINGSTOP INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">968</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WINTRUST FINL CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,389</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WISDOMTREE INVESTMENTS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">717</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WNS HOLDINGS LTD ADR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">97</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,674</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WOODWARD INC.</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,790</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WYNDHAM WORLDWIDE CORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">495</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">XL GROUP LTD</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,623</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">XPO LOGISTICS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">528</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ZAYO GROUP HOLDINGS INC</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,044</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ZIONS BANCORP</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,709</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="zff4ef76933294f9ea9e76b8158037843" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">40</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="ze31bb72b0ab34bd4ba73be1478285c2b" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Common Stocks</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,777,962</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US Government and Agency Obligations</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC POOL #Q42018&#160;&#160; 3.500%&#160; 7/01/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">672</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">689</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #465787&#160; &#160; 4.009%&#160; 8/01/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">903</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">950</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #467725&#160; &#160; 3.720%&#160; 4/01/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">279</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">284</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #467757&#160; &#160; 4.474%&#160; 4/01/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">276</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">298</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #468066&#160; &#160; 4.438%&#160; 6/01/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,237</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,337</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #468542&#160; &#160; 4.650%&#160; 8/01/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">546</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #958500&#160; &#160; 5.177%&#160; 4/01/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">974</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,040</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM6602&#160; &#160; 2.717%&#160; 9/01/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,520</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM7514&#160; &#160; 3.172%&#160; 2/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,900</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,950</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM7619&#160; &#160; 3.038%&#160; 1/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,944</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,979</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM8141&#160; &#160; 2.872%&#160; 3/01/27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">293</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">288</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM8572&#160; &#160; 2.841%&#160; 4/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,880</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,861</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM8856&#160; &#160; 3.017%&#160; 6/01/30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,800</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,676</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM8993&#160; &#160; 2.810%&#160; 5/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,048</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,017</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9014&#160; &#160; 3.306%&#160; 6/01/30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,997</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9169&#160; &#160; 3.182%&#160; 6/01/27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,124</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,142</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9320&#160; &#160; 3.410%&#160; 7/01/30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,579</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,597</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9333&#160; &#160; 3.182% 11/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,367</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,409</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9335&#160; &#160; 3.162%&#160; 8/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">944</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">972</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9336&#160; &#160; 3.182% 11/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,731</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,816</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9397&#160; &#160; 3.058%&#160; 6/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,549</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,597</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9432&#160; &#160; 3.224% 12/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,961</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,026</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9466&#160; &#160; 3.255%&#160; 2/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,425</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,478</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9567&#160; &#160; 3.069%&#160; 7/01/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,477</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,497</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9573&#160; &#160; 3.327%&#160; 4/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,110</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,179</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9615&#160; &#160; 2.769%&#160; 9/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,475</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,513</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9620&#160; &#160; 3.348%&#160; 1/01/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">737</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">759</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9633&#160; &#160; 3.492%&#160; 5/01/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,278</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,324</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9642&#160; &#160; 2.676%&#160; 1/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,568</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,588</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9658&#160; &#160; 2.914%&#160; 1/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,472</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,507</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9686&#160; &#160; 2.635%&#160; 4/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,961</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,981</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AN0193&#160; &#160; 3.100%&#160; 8/01/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">591</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">600</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AT5860&#160; &#160; 3.500%&#160; 6/01/43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,843</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,053</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA POOL #784044&#160; &#160; 4.990% 11/20/37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,765</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,018</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA POOL #784045&#160; &#160; 4.500%&#160; 7/20/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,276</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,431</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RFCSP STRIP PRINCIPAL&#160; &#160; &#160; &#160; 1/15/30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">327</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TENN VAL AUTH CPN STRIP&#160; &#160; &#160; 3/15/32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">173</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TENN VALLEY AUTH&#160; &#160;&#160; 4.250%&#160; 9/15/65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">194</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z23a43de296a94107a4202f79ad05e18c" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">41</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z469df8ebe7a540fdbda04715574d1cd5" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,114</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 2/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,190</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 2/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,079</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 2/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,681</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 2/15/30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">900</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,066</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,700</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,394</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,400</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,966</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,400</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,076</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,800</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,350</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,649</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">732</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,050</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,409</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 8/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">912</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 8/15/29</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">750</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">528</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160;&#160; 11/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,834</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160;&#160; 11/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,890</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160;&#160; 11/15/28</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,801</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160;&#160; 11/15/29</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,750</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,223</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREAS SEC STRIPPED</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,325</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREAS SEC STRIPPED&#160; &#160; &#160; &#160; 5/15/33</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">900</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">557</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREAS SEC STRIPPED&#160; &#160; &#160;&#160; 11/15/30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,550</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,046</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREAS SEC STRIPPED&#160; &#160; &#160;&#160; 11/15/32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">630</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND&#160; &#160;&#160; 3.500%&#160; 2/15/39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,400</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,531</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND&#160; &#160;&#160; 3.875%&#160; 8/15/40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,148</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND&#160; &#160;&#160; 4.250% 11/15/40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">364</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND&#160; &#160;&#160; 4.375%&#160; 5/15/40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">247</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND&#160; &#160;&#160; 4.375%&#160; 5/15/41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">680</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">841</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND&#160; &#160;&#160; 4.500%&#160; 8/15/39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">780</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">980</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND STRIPPED</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">900</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">547</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 0.625%&#160; 2/15/17</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,501</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 0.625%&#160; 5/31/17</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">900</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">900</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 0.875%&#160; 1/15/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 0.875%&#160; 8/15/17</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,002</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 1.000% 11/30/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,482</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 1.500% 12/31/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,800</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,816</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 1.750%&#160; 5/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">195</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 1.750%&#160; 9/30/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,554</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 1.750% 12/31/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">700</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">700</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 1.875% 11/30/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">399</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 2.125%&#160; 1/31/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,128</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z2b23c34fba8543dda97d718e223b09b2" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">42</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z3c108e51ae4040b0b076c3027a4608c0" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 2.375%&#160; 8/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">502</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 2.625% 11/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,584</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 3.125%&#160; 5/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,700</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,858</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 3.375% 11/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,638</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 3.500%&#160; 5/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,720</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 4.250% 11/15/17</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,800</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,852</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY SEC STRIPPED</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,800</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,078</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FNMA POOL #AL7395 5.573%&#160; 9/01/55</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,777</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,146</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total U.S. Government and Agency Obligations</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">168,684</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Common/Collective Trusts</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLUMBIA TRUST GOV MONEY MKT FUND</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24,312</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24,312</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLUMBIA TRUST STABLE GOVT FUND</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11,536</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11,536</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIAM GRP TR FOR/CORE PLUS COMMINGLE</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,895</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">75,752</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOOMIS SAYLES CORE PLUS FULL DISC TR</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,983</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">76,283</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VANGUARD EMPLOYEE BENEFIT INDEX #528</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,661</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">672,722</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Common/Collective Trusts</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">860,605</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Mutual Funds</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN FUNDS EUROPAC GRTH R6 #2616</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,118</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">185,486</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DFA EMERGING MARKETS VALUE FD #5095</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,302</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">103,029</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DFA INTL SMALL CAP VALUE PT #5066</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,803</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53,318</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GMO INTL LRG/MID CAP EQUITY FD-IV</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,004</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">173,354</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VANGUARD EXT MKT INDX-INST+ #1860</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">728</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">130,611</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VANGUARD TOT BD MKT IDX-INST #222</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,797</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51,093</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VANGUARD TOTAL INT ST IDX-IS #1869</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">510</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50,251</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Mutual Funds</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">747,142</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Self-Directed Brokerage Accounts</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CASH EQUIVALENTS</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">15,029</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMMON STOCK</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,145</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MUTUAL FUNDS</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">112,782</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Self-Directed Brokerage Accounts</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">134,956</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Other Investments</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; BORDER-TOP-COLOR: ; FONT-VARIANT: normal; WIDTH: 62%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt"><u>Asset-Backed Securities</u></div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">A10 SECURITIZATION&#160;&#160; 2.100%&#160; 4/15/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">153</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">152</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLY AUTO RECEIVABLE 1.470%&#160; 4/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">339</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">338</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 1.430%&#160; 8/12/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z4120011683c649beb15c32019547a436" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">43</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="zd1f0f88878254285bec203a67279f0ff" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 1.500%&#160; 6/12/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">446</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">445</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 1.500%&#160; 9/12/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">123</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">122</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 1.570%&#160; 6/12/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">93</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">92</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 1.700% 11/12/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">79</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 2.910%&#160; 2/13/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">174</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">388</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">740</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">332</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">332</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">352</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICREDIT AUTOMOBI 1.700%&#160; 7/08/20</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">449</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">450</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICREDIT AUTOMOBI 1.810% 10/08/20</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">237</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">238</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AXIS EQUIPMENT FINAN 2.210% 11/20/21</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">451</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">450</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">B2R MORTGAGE TRUST&#160;&#160; 3.336% 11/15/48</div>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">393</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">397</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BCC FUNDING CORP&#160; &#160;&#160; 2.200% 12/20/21</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">282</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">281</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CABELA'S MASTER CRED 2.250%&#160; 7/17/23</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">185</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">185</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CALIFORNIA REPUBLIC&#160; 1.330%&#160; 4/15/19</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">323</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">323</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CALIFORNIA REPUBLIC&#160; 1.890%&#160; 5/15/20</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">394</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">396</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">109</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">109</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL AUTO RECEIVA 1.310%&#160; 6/20/18</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">54</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">290</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">290</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">526</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">527</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL AUTO RECEIVA 1.720%&#160; 1/22/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">731</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">733</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARMAX AUTO OWNER TR 0.840% 11/15/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">293</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">292</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARNOW AUTO RECEIVAB 1.690%&#160; 1/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARNOW AUTO RECEIVAB 2.260%&#160; 5/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">525</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">525</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CFC LLC&#160; &#160; &#160; &#160; &#160; &#160; &#160; 1.440% 11/16/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">122</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">122</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CFC LLC&#160; &#160; &#160; &#160; &#160; &#160; &#160; 1.750%&#160; 6/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">178</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">178</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHRYSLER CAPITAL AUT 1.640%&#160; 7/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">307</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">305</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITI HELD FOR ASSET&#160; 4.480%&#160; 8/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">137</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">138</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITI HELD FOR ASSET&#160; 4.650%&#160; 4/15/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">152</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">155</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLONY AMERICAN FINA 2.544%&#160; 6/15/48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">445</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">436</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLONY AMERICAN FINA 2.554% 11/15/48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">191</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">186</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLONY AMERICAN FINA 2.896% 10/15/47</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">338</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">337</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMM MORTGAGE TRUST&#160; 3.047% 10/10/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">407</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMM MORTGAGE TRUST&#160; 3.759%&#160; 8/10/48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">313</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">327</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONTINENTAL CREDIT&#160;&#160; 4.560%&#160; 1/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">509</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">509</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z84de15af06434a1ea0fbe7f9b78ad9bf" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">44</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z9539b77582534e6f9013fa67a885fd62" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
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<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CPS AUTO TRUST&#160; &#160; &#160;&#160; 1.310%&#160; 2/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CPS AUTO TRUST&#160; &#160; &#160;&#160; 1.500%&#160; 6/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">296</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">296</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CPS AUTO TRUST&#160; &#160; &#160;&#160; 1.650% 11/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">310</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">310</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CPS AUTO TRUST&#160; &#160; &#160;&#160; 2.070% 11/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">106</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">106</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CPS AUTO TRUST&#160; &#160; &#160;&#160; 3.340%&#160; 5/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">341</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">347</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CREDIT ACCEPTANCE AU 1.550% 10/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">83</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">83</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CREDIT ACCEPTANCE AU 1.880%&#160; 3/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">562</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">562</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CREDIT ACCEPTANCE AU 2.400%&#160; 2/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">685</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">687</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DBWF 2015-LCM M/MTG&#160; 1.000%&#160; 6/10/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">354</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">356</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 2.560%&#160; 6/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">127</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">128</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 2.590% 12/16/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,490</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,495</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 3.170%&#160; 5/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">312</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">315</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 3.910%&#160; 5/17/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">388</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">394</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 4.180%&#160; 3/15/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">220</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">218</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 1.660%&#160; 3/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">207</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">207</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 1.730%&#160; 8/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">149</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">149</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 2.020%&#160; 8/17/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">195</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">194</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 2.460% 11/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,104</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 2.650%&#160; 7/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">275</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">276</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 2.790%&#160; 5/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">568</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">571</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENGS COMMERCIAL FINA 2.470%&#160; 2/22/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">263</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">262</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 1.540% 11/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">98</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">98</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 2.000%&#160; 3/16/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">431</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">432</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 2.210%&#160; 7/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">226</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">227</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 2.800%&#160; 7/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">85</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">85</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 2.840%&#160; 8/16/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">123</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">123</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 3.590%&#160; 8/16/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">680</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">688</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 3.640%&#160; 2/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">172</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED HOME LN MTG CORP 2.770%&#160; 5/25/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,476</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED HOME LN MTG CORP 3.500%&#160; 6/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">493</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">516</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED HOME LN MTG CORP 4.500%&#160; 4/15/39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">117</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED HOME LN MTG CORP 6.000% 11/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">69</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED HOME LN MTG CORP 6.250% 10/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">320</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">349</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED HOME LN MTG CORP 7.000% 12/15/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">267</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">310</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED NATL MTG ASSN&#160; &#160; 3.000%&#160; 1/25/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">669</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">677</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED NATL MTG ASSN&#160; &#160; 4.500% 12/25/40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">829</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">929</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED NATL MTG ASSN&#160; &#160; 6.000%&#160; 3/25/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">91</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC MULTIFAMILY ST 2.597%&#160; 9/25/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">371</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">378</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC-GNMA&#160; &#160; &#160; &#160; &#160;&#160; 8.000% 12/25/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 1.210%&#160; 4/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">75</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 1.440% 10/15/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z7dc73c840934458b86639f0432efc63e" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">45</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z85d3b1ef38664aec95c55e7097653e89" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 1.490%&#160; 1/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">427</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">427</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 1.530% 11/16/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">166</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">166</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 1.590% 12/16/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">338</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">338</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 1.670% 11/16/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">161</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">161</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.280%&#160; 5/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">108</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">108</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.380% 10/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">528</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">530</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.530% 12/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">321</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">323</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 3.840%&#160; 9/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 6.220%&#160; 6/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">369</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 6.220%&#160; 9/15/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">211</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GLS AUTO RECEIVABLES 2.250% 12/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">327</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">327</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GO FINANCIAL AUTO SE 3.270% 11/15/18</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">160</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">163</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOVT NATL MTG ASSN&#160;&#160; 4.000%&#160; 2/20/37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">142</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">144</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOVT NATL MTG ASSN&#160;&#160; 4.500% 10/16/39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,375</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,514</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOVT NATL MTG ASSN&#160;&#160; 5.000%&#160; 8/20/39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">332</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GREEN TREE AGENCY&#160;&#160; 2.3801% 10/15/48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">246</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">244</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GREEN TREE AGENCY&#160;&#160; 3.0949% 10/15/48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">400</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HERO FUNDING TRUST&#160;&#160; 3.080%&#160; 9/20/42</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">169</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">167</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JP MORGAN CHASE COM&#160; 3.616% 11/15/43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">395</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">401</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LENDINGCLUB ISSUANCE 3.000%&#160; 1/17/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LENDMARK FUNDING TRU 4.820%&#160; 8/21/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">171</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">175</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MERCEDES-BENZ AUTO&#160;&#160; 0.820%&#160; 6/15/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">220</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">219</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONSTAR HECM LOA 2.0125%&#160; 8/25/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">113</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONSTAR HECM LOA 2.2394%&#160; 6/25/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">88</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONSTAR HECM LOA 2.8826% 11/25/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">121</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">121</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONSTAR HECM LOA 2.9813%&#160; 2/25/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">104</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">258</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">258</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONSTAR HECM LOA 4.3601%&#160; 2/25/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">112</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">111</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEW RESIDENTIAL ADV 2.5751% 10/15/49</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">988</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEW RESIDENTIAL ADV 2.7511%&#160; 6/15/49</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">229</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">228</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEW RESIDENTIAL ADV 3.0199% 10/15/49</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">357</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">353</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCWEN MASTER ADVANC 2.5207%&#160; 8/17/48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">452</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">450</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCWEN MASTER ADVANC 4.2462%&#160; 8/17/48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">263</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">260</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCWEN MASTER ADVANCE 3.211% 11/15/47</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">551</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">551</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEMAIN DIRECT AUTO&#160; 2.040%&#160; 1/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">235</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">236</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEMAIN FINANCIAL IS 2.430%&#160; 6/18/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">149</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">149</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEMAIN FINANCIAL IS 2.470%&#160; 9/18/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">425</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">425</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z00a2b5a4487246769ea42ef96993d6ab" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">46</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="zb239600da5ea4995b98f853b9d4337df" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEMAIN FINANCIAL IS 2.570%&#160; 7/18/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">500</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OPORTUN FUNDING II&#160;&#160; 4.700%&#160; 3/08/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">387</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">390</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS RESIDENTIAL 2.740%&#160; 6/12/32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">144</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">143</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS RESIDENTIAL 3.067% 11/12/32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,055</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,055</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS RESIDENTIAL 4.673% 11/12/32</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">102</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">400</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">400</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RICE PARK FINANCING&#160; 4.625% 10/31/41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">840</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">837</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER DRIVE AUTO 1.400% 11/15/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">137</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">137</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER DRIVE AUTO 1.930%&#160; 9/17/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">260</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">260</div>
</td>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER DRIVE AUTO 1.970%&#160; 3/16/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">56</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">56</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SIERRA AUTO RECEIVAB 2.850%&#160; 1/18/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">72</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SKOPOS AUTO RECEIVAB 3.550%&#160; 2/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">79</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SPS SERVICER ADVANCE 2.530% 11/16/48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">800</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">798</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VENDEE MORTGAGE TRUS 5.000%&#160; 5/15/33</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">854</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">938</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VNO MORTGAGE TRUST&#160;&#160; 3.808% 12/13/29</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">525</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR ARLP SECURITIZA&#160;&#160; 3.967%&#160; 5/25/55</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">550</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">552</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FANNIEMAE-ACES&#160; &#160; 1.534% 11/25/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">911</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">915</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FANNIEMAE-ACES&#160; &#160; 2.939%&#160; 1/25/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,752</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,755</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FANNIEMAE-ACES&#160; &#160; 3.092%&#160; 4/25/27</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,577</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,585</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FED HOME LN MTG&#160;&#160; 1.053%&#160; 2/15/43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">336</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">336</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FED HOME LN MTG&#160;&#160; 1.123%&#160; 9/15/36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FED NATL MTG AS&#160; 2.9233%&#160; 4/25/44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">128</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">137</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FED NATL MTG ASSN 1.306%&#160; 9/25/41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">293</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">295</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FHLMC MULTIFAMI 1.36779%&#160; 9/25/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">717</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">719</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FHLMC MULTIFAMILY 3.284%&#160; 6/25/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,033</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FREMF MORTGAGE&#160;&#160; 3.8348%&#160; 7/25/49</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">220</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">217</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FREMF MORTGAGE&#160; 3.68451%&#160; 1/25/48</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">964</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FREMF MORTGAGE TR 3.575% 11/25/49</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">162</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GCAT&#160; &#160; &#160; &#160; &#160; &#160; &#160; 3.750%&#160; 7/25/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">410</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">410</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GMAT TRUST&#160; &#160; &#160;&#160; 6.9669% 11/25/43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">133</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">133</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG&#160; &#160;&#160; 4.775% 10/20/43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,307</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,430</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG&#160; &#160;&#160; 5.244%&#160; 5/20/40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,319</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,456</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG&#160; &#160;&#160; 5.477%&#160; 1/20/38</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,140</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,274</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG&#160; &#160;&#160; 5.563% 10/20/40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,728</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,927</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 0.580%&#160; 5/20/66</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">980</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">978</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 0.970%&#160; 6/20/65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,925</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,905</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 0.970%&#160; 7/20/65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">993</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">980</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 0.980%&#160; 2/20/61</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,334</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,325</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 1.050%&#160; 9/20/65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,430</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,422</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 1.050% 10/20/65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">994</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">988</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 1.130% 11/20/65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,947</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,944</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="zc6a408771e324ac98e9b0d97f5141cee" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">47</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z8a987890ec964dc0a9768ae8ffab0eb8" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 1.190% 12/20/65</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">570</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">570</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 1.360%&#160; 8/20/66</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">577</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">575</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 1.600% 12/20/66</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">252</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR PFP III&#160; &#160; &#160; &#160;&#160; 2.29748%&#160; 7/14/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">665</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">665</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR SELENE NON-PERFO 2.9814%&#160; 5/25/54</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">127</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">127</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPOR&#160;&#160; 3.500%&#160; 6/26/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">649</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">650</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPOR&#160;&#160; 3.844%&#160; 6/25/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">203</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">204</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPOR&#160;&#160; 4.000%&#160; 5/25/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 3.250%&#160; 2/25/55</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">204</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">203</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 3.500%&#160; 9/25/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,012</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,010</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 3.500% 10/25/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">392</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">391</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 3.750%&#160; 6/25/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">180</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 3.875% 12/25/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">253</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">253</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 4.125% 10/25/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">197</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">198</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 4.375% 11/27/45</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">231</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">232</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO COMMERCI 2.819%&#160; 8/15/50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">700</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">714</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE AUTOMOBILE&#160; 1.280%&#160; 7/16/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE AUTOMOBILE&#160; 1.570%&#160; 6/17/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">273</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">273</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE AUTOMOBILE&#160; 2.460%&#160; 1/18/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">431</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">428</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE AUTOMOBILE&#160; 4.100%&#160; 6/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">70</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WORLD OMNI AUTOMOBIL 1.060%&#160; 5/15/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">216</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">216</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Asset-Backed Securities</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81,289</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; BORDER-TOP-COLOR: ; FONT-VARIANT: normal; WIDTH: 62%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt"><u>Foreign Sovereign Debt</u></div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REPUBLIC OF COLOMBIA 4.500%&#160; 1/28/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">206</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED MEXICAN STATE 4.000% 10/02/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">170</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED MEXICAN STATE 4.125%&#160; 1/21/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">470</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">466</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED MEXICAN STATE 4.350%&#160; 1/15/47</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Foreign Sovereign Debt</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">872</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; BORDER-TOP-COLOR: ; FONT-VARIANT: normal; WIDTH: 62%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt"><u>Municipal Bonds</u></div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OHIO ST UNIV&#160; &#160; &#160; &#160;&#160; 4.048% 12/01/56</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; BORDER-TOP-COLOR: ; FONT-VARIANT: normal; WIDTH: 62%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt"><u>Private Placement Bonds</u></div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P ABN AMRO BANK NV 2.450%&#160; 6/04/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">248</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P AEP TRANSMISSION 4.000% 12/01/46</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P ANZ NEW ZEALAND&#160; 2.850%&#160; 8/06/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">252</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P BAE SYSTEMS HOLD 3.800% 10/07/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">133</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P BANQUE FED CRED&#160; 2.000%&#160; 4/12/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">199</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P BK TOKYO-MITSUBI 2.150%&#160; 9/14/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z9e9a5eadf8c44b8eb1cb91fca78d786a" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">48</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="zdaabbe9611a143f8bae88f3326753c62" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P BMW US CAPITAL&#160;&#160; 2.250%&#160; 9/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">69</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P BNP PARIBAS&#160; &#160; &#160; 4.375%&#160; 9/28/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">199</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P BPCE SA&#160; &#160; &#160; &#160; &#160; 4.625%&#160; 7/11/24</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">198</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CANADIAN IMPERIA 2.250%&#160; 7/21/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">201</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CF INDUSTRIES IN 4.500% 12/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">98</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CHEVRON PHILLIPS 3.400% 12/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CK HUTCHISON INT 1.875% 10/03/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">192</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P COMMONWEALTH BAN 4.500% 12/09/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">205</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P COX COMMUNICATIO 4.800%&#160; 2/01/35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">112</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CREDIT AGRICOLE&#160; 4.375%&#160; 3/17/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">196</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CVS PASS-THROUGH 5.926%&#160; 1/10/34</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">87</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P DIAMOND 1 FIN/DI 5.450%&#160; 6/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">117</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P DIAMOND 1 FIN/DI 6.020%&#160; 6/15/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">97</div>
</td>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">98</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P ERAC USA FINANCE 3.850% 11/15/24</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">234</div>
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P GAIF BOND ISSUER 3.400%&#160; 9/30/26</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">95</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P HYUNDAI CAPITAL&#160; 2.000%&#160; 7/01/19</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P HYUNDAI CAPITAL&#160; 2.400% 10/30/18</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">134</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
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<tr>
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<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P JACKSON NATL LIF 1.875% 10/15/18</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">167</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">167</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P JACKSON NATL LIF 3.050%&#160; 4/29/26</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">55</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P LIBERTY MUTUAL&#160;&#160; 6.500%&#160; 3/15/35</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">96</div>
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</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P MACQUARIE BANK&#160;&#160; 2.850%&#160; 7/29/20</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">301</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P MACQUARIE BANK&#160;&#160; 4.000%&#160; 7/29/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">308</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P MITSUBISHI UFJ&#160;&#160; 2.650% 10/19/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">199</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P MIZUHO FINANCIAL 2.632%&#160; 4/12/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">198</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P MYLAN INC&#160; &#160; &#160; &#160; 3.125%&#160; 1/15/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">236</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P NEW YORK LIFE GL 2.000%&#160; 4/13/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">34</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P NEW YORK LIFE GL 2.350%&#160; 7/14/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">111</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">103</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P NISSAN MOTOR ACC 1.900%&#160; 9/14/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">38</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P NISSAN MOTOR ACC 2.550%&#160; 3/08/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">100</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P NORDEA BANK AB&#160;&#160; 2.500%&#160; 9/17/20</div>
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<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
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<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P NY STATE ELECTRI 3.250% 12/01/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PACIFIC LIFE INS 7.900% 12/30/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">357</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PENSKE TRUCK LEA 3.375%&#160; 2/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">353</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PETROLEOS MEXICA 4.625%&#160; 9/21/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">117</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">114</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PETROLEOS MEXICA 6.375%&#160; 2/04/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">131</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">140</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PETROLEOS MEXICA 6.750%&#160; 9/21/47</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">98</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PETROLEOS MEXICA 6.875%&#160; 8/04/26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">105</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">111</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PRICOA GLOBAL FU 2.550% 11/24/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PRINCIPAL LFE GL 2.625% 11/19/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">114</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">114</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z7d7aa15056c14833947d9a69eb67fda5" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">49</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z35eab4dd4ac34fa99185e19008be0d99" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PROTECTIVE LIFE&#160; 2.700% 11/25/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PRUDENTIAL INSUR 8.300%&#160; 7/01/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">393</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P RELIANCE STAND&#160;&#160; 2.500%&#160; 1/15/20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P RELIANCE STAND&#160;&#160; 3.050%&#160; 1/20/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">76</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SCENTRE GROUP TR 3.500%&#160; 2/12/25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">197</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SCHLUMBERGER HLD 3.625% 12/21/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">209</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">217</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SES SA&#160; &#160; &#160; &#160; &#160;&#160; 3.600%&#160; 4/04/23</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">49</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SIEMENS FINANCIE 2.900%&#160; 5/27/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">252</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SINOPEC GRP OVER 1.750%&#160; 4/10/17</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SINOPEC GRP OVER 3.900%&#160; 5/17/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">206</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SPRINT SPECTRUM&#160; 3.360%&#160; 9/20/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">297</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">298</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P STANDARD CHARTER 3.050%&#160; 1/15/21</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">250</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SUMITOMO MITSUI&#160; 2.050% 10/18/19</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">198</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P TEACHERS INSUR&#160;&#160; 4.900%&#160; 9/15/44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P UBS GROUP FUNDIN 2.650%&#160; 2/01/22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">194</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR P/P DIA-ICHI LIFE 4.000% 12/29/49</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">186</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR P/P WESTPAC BAN&#160;&#160; 0.933%&#160; 7/16/18</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">300</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Private Placement Bonds</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10,671</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Other Investments</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">92,912</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Investments, at Fair Value</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,914,244</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Fully Benefit Responsive Investment Contracts</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; BORDER-TOP-COLOR: ; FONT-VARIANT: normal; WIDTH: 62%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt"><u>US Government and Agency Obligations</u></div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FFCB 0.21675% 3/22/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27,665</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27,699</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FFCB 0.62067% 10/19/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,002</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FFCB 0.68456% 3/15/2019</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10,000</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10,018</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD&#160; 15YR 3.5% 10/01/2020</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD&#160; 15YR 3.5% 10/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD&#160; 15YR 3.5% 9/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">89</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">93</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD&#160; 15YR 4% 7/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,109</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,167</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3% 1/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,481</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,574</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3% 11/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">790</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">811</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3% 11/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">605</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">621</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3% 3/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,054</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,137</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 1/01/2021</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">430</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">449</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 10/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,343</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,446</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 11/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">116</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">121</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 12/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,316</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,374</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z6051022ffe84410a93f6ee27ae489204" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">50</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z2acb32a2e38a445e8db25dd0373d6b7e" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 2/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,430</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,493</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 4/01/2021</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">378</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">394</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 5/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 6/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,109</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,159</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 7/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,779</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,858</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 8/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,056</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,103</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 10/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">39</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 3/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">126</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 5/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">412</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">431</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 6/01/2024</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">278</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">293</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 6/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 6/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,528</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,660</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 5% 11/01/2017</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 5% 6/01/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 5.5% 10/01/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 5.5% 2/01/2019</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3% 1/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">944</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">970</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3% 3/01/2031</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,986</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,039</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3% 6/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">873</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">896</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3% 9/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,228</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,262</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3% 9/01/2031</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,137</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,169</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 1/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,141</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,193</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 1/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">355</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">371</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 10/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,102</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,151</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 10/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">63</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 11/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">340</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">355</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 11/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">885</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">926</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 2/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,143</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,416</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 3/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">342</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">358</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 4/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">337</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">352</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 4/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">766</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">801</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 6/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">511</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">535</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 7/01/2021</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 7/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,276</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,335</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 8/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">84</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 8/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,317</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,375</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 8/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,158</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,258</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 9/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">365</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">381</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 9/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">727</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">759</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 4% 10/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">122</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">128</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 4% 5/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">545</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">574</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="zd4c9130ccc054597908e296af386565a" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">51</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z718b0d84405a4c34af211f70fc07255b" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 4% 6/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">867</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">913</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLB 1.125% 4/25/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14,665</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14,676</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLB 1.875% 3/08/2019</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9,500</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9,610</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC 3.75% 3/27/2019</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8,665</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9,128</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC 5/1 HYBRID ARM 3.215% 12/01/2036</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">361</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">386</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC_T-13 6.085% 9/25/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 1/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">947</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">988</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 10/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">579</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">604</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 11/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,149</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 12/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">606</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">632</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 12/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 2/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">872</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">910</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 3/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">302</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">315</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 8/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">379</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">395</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 9/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">82</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4% 1/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">51</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4% 4/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">679</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">717</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4% 5/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">427</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">451</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4% 9/01/2024</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">541</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">571</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4% 9/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">26</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4.5% 1/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4.5% 3/01/2023</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">64</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4.5% 7/01/2023</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 1/01/2019</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 10/01/2024</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">220</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">233</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 11/01/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">27</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 12/01/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">128</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">131</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 3/01/2023</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">46</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 4/01/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">55</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 8/01/2023</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5.5% 2/01/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">10</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5.5% 7/01/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">40</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5.5% 8/01/2023</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">37</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 6% 2/01/2020</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 6% 4/01/2023</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">196</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">211</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 6% 8/01/2017</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; BENCH 1% 9/27/2017</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12,825</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12,837</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 0.75% 3/14/2017</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14,420</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14,423</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 1.625% 1/21/2020</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,595</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,603</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 10/1 HYBRID ARM 2.718% 5/01/2035</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">85</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">89</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 10/1 HYBRID ARM 2.74% 10/01/2034</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">31</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z48698ddb989c4e5fad276a66882dd691" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">52</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z51d1e702379941c4abe42f83f74518fd" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 10/1 HYBRID ARM 3.042% 12/01/2035</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">82</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 10/1 HYBRID ARM 3.309% 12/01/2033</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 10/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,628</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">7,834</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 11/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,532</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,601</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 2/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,041</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,096</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 2/01/2031</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8,753</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">8,990</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 3/01/2031</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,481</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,521</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 4/01/2031</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,347</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,383</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 5/01/2031</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,632</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,730</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 7/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">436</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">448</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 7/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">603</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">620</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 9/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,136</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,194</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 1/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">564</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">588</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 1/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,912</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,994</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 1/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,221</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,361</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 10/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,827</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,950</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 10/01/2028</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">690</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">720</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 10/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">190</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">198</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 11/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 11/01/2028</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">809</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">844</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 11/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">746</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">778</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 12/01/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">713</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">745</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 12/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">753</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">785</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 12/01/2028</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">317</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">330</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 12/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,124</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,258</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 2/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">459</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">479</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 2/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">136</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 2/01/2028</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">14</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 2/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,830</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,909</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 2/01/2031</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,527</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,637</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 4/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">760</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">793</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 4/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,053</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,098</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 5/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">425</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">444</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 5/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">480</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">501</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 6/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,954</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,082</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 6/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">654</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">682</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 6/01/2030</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,116</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,167</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 7/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,717</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,877</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 8/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">375</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">391</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 8/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">486</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">507</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 8/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,356</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,458</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z180e99df4be34a1ba693b30716598bef" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">53</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="zc20e7e2294d84f0895490319855bb6d1" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 9/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,898</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,025</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 9/01/2028</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">5,911</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">6,166</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 9/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,979</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">3,108</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4% 1/01/2029</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,112</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,212</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4% 11/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">419</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">442</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4% 5/01/2027</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4.5% 10/01/2019</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4.5% 5/01/2024</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">288</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">304</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4.5% 6/01/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">156</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">165</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 5% 3/01/2023</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">13</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 5.5% 4/01/2021</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">82</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 6M LIBOR ARM 2.561% 3/01/2034</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">179</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">175</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 6M LIBOR ARM 2.633% 8/01/2034</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">60</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 6M LIBOR ARM 2.665% 11/01/2032</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">36</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 6M LIBOR ARM 2.665% 12/01/2032</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">181</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">191</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 6M LIBOR ARM 2.768% 4/01/2035</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">94</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">98</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 6M LIBOR ARM 2.879% 9/01/2035</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">353</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">372</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 7/1 HYBRID ARM 3.12% 1/01/2034</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">135</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 7/1 HYBRID ARM 3.128% 1/01/2036</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">23</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 7/1 HYBRID ARM 3.483% 3/01/2036</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">97</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">98</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA_03-W11 4.29183% 6/25/2033</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA_04-60 5.5% 4/25/2034</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">102</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">105</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA_11-16 3.5% 3/25/2026</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">88</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA_11-55 3% 7/25/2025</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,034</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,055</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA_12-31 1.75% 10/25/2022</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,044</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,047</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_11-161 1.738% 1/16/2034</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">407</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">407</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_12-142 1.105% 5/16/2037</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,078</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,057</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_12-55 1.75% 8/16/2033</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">580</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">581</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_12-86 1.55817% 4/16/2040</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">442</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">440</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-12 1.41% 10/16/2042</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">711</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">699</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-126 1.54% 4/16/2038</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">609</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">598</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-146 2% 8/16/2040</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">837</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">838</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-17 1.55835% 10/16/2043</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">899</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">882</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-179 1.8% 7/16/2037</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">611</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">603</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-194 2.25% 5/16/2038</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">551</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">550</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-2 1.6% 12/16/2042</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">652</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">648</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-30 1.5% 5/16/2042</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,528</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,505</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-32 1.9% 1/16/2042</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,453</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,440</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-33 1.061% 7/16/2038</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,454</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,426</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-35 1.618% 2/16/2040</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,994</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,957</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-52 1.15% 6/16/2038</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,243</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,217</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z90f9d0878514462a934c469592608c2a" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">54</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="zeeda28875dbc4f69b14248384a61c396" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-57 1.35% 6/16/2037</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,267</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,226</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-73 1.35% 1/16/2039</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,481</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,458</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-78 1.62443% 7/16/2039</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">626</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">619</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-103 1.742% 6/16/2053</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,896</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,921</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-109 2.325% 1/16/2046</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,475</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,478</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-135 2.4% 8/16/2045</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,340</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,338</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-47 2.25% 8/16/2040</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">368</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">369</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-64 2.2% 11/16/2046</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,349</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,352</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-86 2.65% 11/16/2040</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,200</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,210</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_15-109 2.5279% 2/16/2040</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,044</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,050</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_15-2 2.1% 12/16/2044</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,629</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,621</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_15-21 2.6% 11/16/2042</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,146</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,154</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_15-5 2.5% 11/16/2039</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,376</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,384</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_15-78 2.9179% 6/16/2040</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,079</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,091</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_16-39 2.3% 1/16/2043</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,015</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,004</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRIVATE EXPORT FUNDING CO 5.45% 9/15/2017</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,920</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">1,978</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TREASURY NOTE 0.875% 9/15/2019</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">65,125</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">64,273</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TREASURY NOTE 1.25% 10/31/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21,375</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">21,409</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TII .125 04/15/2018 (T 0.125% 4/15/2018</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11,090</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11,702</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total US Government and Agency Obligations</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">387,499</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; BORDER-TOP-COLOR: ; FONT-VARIANT: normal; WIDTH: 62%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff">
<div style="TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt"><u>Common/Collective Trusts</u></div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLUMBIA TRUST DECL DURATION GOVT BOND FUND</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">9,235</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">95,864</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLUMBIA TRUST GOV MONEY MKT FUND</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,160</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">2,160</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Common/Collective Trusts</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">98,024</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; BORDER-TOP-COLOR: ; FONT-VARIANT: normal; WIDTH: 62%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt"><u>Pooled Separate Accounts</u></div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MET LIFE SEPARATE ACCOUNT CONTRACT</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">651</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">67,481</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Wrapper Contracts</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MONUMENT LIFE V - #MDS00375TR, MATURES 12/31/50, 4.08%</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">49</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACIFIC LIFE - # 26755, MATURES 12/31/50, 4.00%</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">24</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRUDENTIAL GA63690</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">11</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RBC I - #10903, MATURES 12/31/50, 4.02%</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">41</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Wrapper Contracts</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">125</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Fully Benefit Responsive Investment Contracts, at Fair Value</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">553,129</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Adjustment from Fair Value to Contract Value</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JP MORGAN CHASE I - #AISP01, MATURES 12/31/50, 4.24%</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">521</div>
</td>
</tr>
</table>

<div>&#160;</div>

<div>
<table id="z16af7cb0acce4959936ea80a9833c12b" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 38px"></td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: normal; FONT-STYLE: normal">55</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 1px; BORDER-RIGHT-WIDTH: 0px; WIDTH: 100%; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>

<div id="DSPFPageHeader" style="WIDTH: 100%"><a style="FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold" href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>

<div>
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt"><br style="LINE-HEIGHT: 0pt">
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Held At End of Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2016</div>
</div>
</div>

<div>&#160;</div>

<table id="z8db9d22be440447cac1e8e2f99c38db8" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<strong>(b) Identity of Issue, Borrower, Lessor, or Similar Party&#160;</strong></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;

<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">(c) Number of Shares / Units or Face Amount (in thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; BORDER-RIGHT-COLOR: ">(d) Current Value (in thousands)</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LINCOLN NATIONAL LIFE</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MET LIFE - #28972, MATURES 12/31/50, 3.98%</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">88</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MET LIFE (SA)- #32745</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">163</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MONUMENT LIFE II - #MDA00633TR, MATURES 12/31/50, 4.11%</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">(65)</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MONUMENT LIFE V - #MDS00375TR, MATURES 12/31/50, 4.08%</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">381</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACIFIC LIFE - # 26755, MATURES 12/31/50, 4.00%</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">147</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRUDENTIAL GA63690</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">157</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RBC I - #10903, MATURES 12/31/50, 4.02%</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">(909)</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Adjustments</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">633</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Fully Benefit Responsive Investment Contracts, at Contract Value</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">553,762</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;TOTAL INVESTMENTS</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">4,468,006</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Loans to Participants</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Various Loans - 3.25% through 9.50% due through November 2046</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78,998</div>
</td>
</tr>

<tr>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 0.98%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Loans to Participants Total</div>
</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 13.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="WIDTH: 4.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="BORDER-TOP: #000000 2px double; WIDTH: 12.05%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">78,998</div>
</td>
</tr>
</table>

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<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif; WIDTH: 21px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: left">
<div style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', serif">Indicates party-in-interest</div>
</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: normal; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt"><a name="SCHEDULEOFASSETS2"><!--Anchor--></a>EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: normal; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 9pt; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: normal; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Schedule H, Line 4i &#8211; Schedule of Assets (Acquired and Disposed of Within Year)</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', serif; FONT-WEIGHT: normal; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">for the Year Ended December 31, 2016</div>

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<table id="z8db09fb8953c4e43b6eac6b3067461d3" style="FONT-SIZE: 10pt; FONT-FAMILY: 'BentonSans Regular', 'Malgun Gothic'; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: normal; BORDER-RIGHT-COLOR: ">(a) Identity of Issue, Borrower, Lessor, or Similar Party</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold">
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<div>(b) Number of Shares / Units or Face Amount (in thousands)</div>
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<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid">&#160;</td>
<td style="FONT-SIZE: 8pt; BORDER-TOP: #000000 1px solid; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold">(c) Proceeds of dispositions (in thousands)</td>
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<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; BORDER-TOP-COLOR: ; FONT-VARIANT: normal; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: normal; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<tr>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; BORDER-TOP-COLOR: ; FONT-VARIANT: normal; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: normal; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt"><u>CORPORATE DEBT INSTRUMENTS</u></div>
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<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
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<tr>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AERCAP IRELAND 3.95%&#160; 02/01/2022</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">152</div>
</td>
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<tr>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN INTERNATIONAL GROUP 3.30%&#160; 03/01/2021</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">210</div>
</td>
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<tr>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANHEUSER-BUSCH INBEV 2.65%&#160; 02/01/2021</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">134</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">137</div>
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<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE 2.85%&#160; 02/23/2023</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">95</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">101</div>
</td>
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<tr>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BARCLAYS 3.25% 01/12/2021</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">317</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">323</div>
</td>
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<tr>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BURLINGTON NORTH SANTA FE 3.90%&#160; 08/01/2046</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">52</div>
</td>
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<tr>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BPCE 4.875%&#160; 04/01/2026</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">207</div>
</td>
</tr>

<tr>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORD MOTOR CREDIT COMPANY 4.389%&#160;&#160; 01/08/2026</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">203</div>
</td>
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<tr>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SIMON PROPERTY GROUP 3.30%&#160; 01/15/2026</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">118</div>
</td>
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<tr>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TIME WARNER 3.80%&#160; 02/15/2027</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">85</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">85</div>
</td>
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<tr>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 64.15%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOTAL SYSTEM SERVICES 4.80%&#160; 04/01/2026</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 18.22%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 0.39%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman'; WIDTH: 17.24%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff">
<div style="COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">44</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt"><a name="SIGNATURE"><!--Anchor--></a>SIGNATURE</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt; MARGIN-RIGHT: 4.5pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-STYLE: italic">The Plan.</font> Pursuant to the requirements of the Securities Exchange Act of 1934, the Employee Benefits Administration Committee has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.</div>

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<td style="WIDTH: 27.64%; VERTICAL-ALIGN: top">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">AMERICAN EXPRESS RETIREMENT</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">SAVINGS PLAN</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Date: June 28, 2017</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">By</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">/s/ Rita Pang</div>
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<td style="BORDER-TOP: #000000 1px solid; WIDTH: 45.94%; VERTICAL-ALIGN: top">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Rita Pang</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Employee Benefits Administration Committee</div>
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<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
</div>

<div style="LINE-HEIGHT: 11.4pt"><br style="LINE-HEIGHT: 11.4pt">
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 10.7pt">Consent of Independent Registered Public Accounting Firm &#8211; PricewaterhouseCoopers LLP</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 10.7pt">Electronically filed herewith</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center; MARGIN-TOP: 24pt; LINE-HEIGHT: 11.4pt">CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-TOP: 12pt; LINE-HEIGHT: 11.4pt">We hereby consent to the incorporation by reference in the Registration Statement on Form S-8 (No. 33-53801) of American Express Company of our report dated June 28, 2017 relating to the financial statements and supplemental schedule of the American Express Retirement Savings Plan which appears in this Form 11-K.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-TOP: 18pt; LINE-HEIGHT: 11.4pt">/s/ PricewaterhouseCoopers LLP</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-TOP: 12pt; LINE-HEIGHT: 11.4pt">PricewaterhouseCoopers LLP</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Minneapolis, Minnesota</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">June 28, 2017<br style="LINE-HEIGHT: 0pt">
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