<SEC-DOCUMENT>0000004962-18-000082.txt : 20180620
<SEC-HEADER>0000004962-18-000082.hdr.sgml : 20180620
<ACCEPTANCE-DATETIME>20180620172810
ACCESSION NUMBER:		0000004962-18-000082
CONFORMED SUBMISSION TYPE:	11-K
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20171231
FILED AS OF DATE:		20180620
DATE AS OF CHANGE:		20180620

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:		18910252

	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>axp201711k.htm
<DESCRIPTION>FORM 11-K OF AMERICAN EXPRESS COMPANY
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 18pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 18pt">UNITED STATES<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif"><br>
</font><font style="FONT-SIZE: 18pt; FONT-FAMILY: 'Times New Roman', Times, serif">SECURITIES AND EXCHANGE COMMISSION</font></div>

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

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<div style="MARGIN-BOTTOM: 12pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 13.7pt; TEXT-INDENT: -18pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">&#9746;</font><font style="FONT-SIZE: 3pt; FONT-FAMILY: 'Times New Roman', serif">&#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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Commission file number <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">1-7657</font></div>

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</font>200 Vesey Street<font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif"><br>
</font> New York, New York&#160;10285</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">Table of Contents</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><a href="#ReportofIndependentRegist">Report of Independent Registered Public Accounting Firm</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: normal; COLOR: #000000; FONT-STYLE: normal; BACKGROUND-COLOR: #ffffff"><u>FINANCIAL STATEMENTS</u></font></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><a href="#STATEMENTOFNETASSETS">Statements of Net Assets Available for Benefits as of December 31, 2017 and 2016</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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, 2017</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><a href="#SCHEDULEOFASSETSHELD">Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2017</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><a href="#SCHEDULEOFASSETSACQUIREDANDDISPOSED">Schedule H, Line 4i - Schedule of Assets (Acquired and Disposed of Within Year) for the Year Ended December 31, 2017</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">E-1</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">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', Times, serif; 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', Times, serif; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">To the Administrator of the American Express Retirement Savings Plan</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Opinion on the Financial Statements</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">We have audited the accompanying statements of net assets available for benefits of American Express Retirement Savings Plan (the &#8220;Plan&#8221;) as of December 31,2017 and December 31,2016 and the related statement of changes in net assets available for benefits for the year ended December 31, 2017, including the related notes (collectively referred to as the &#8220;financial statements&#8221;).&#160; In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2017 and December 31, 2016, and the changes in net assets available for benefits for the year ended December 31, 2017 in conformity with accounting principles generally accepted in the United States of America.&#160;</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Basis for Opinion</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">These financial statements are the responsibility of the Plan&#8217;s management.&#160; Our responsibility is to express an opinion on the Plan&#8217;s financial statements based on our audits.&#160; We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (&#8220;PCAOB&#8221;) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">We conducted our audits of these financial statements in accordance with the standards of the PCAOB.&#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, whether due to error or fraud.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks.&#160; Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements.&#160; Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Supplemental Information</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">The supplemental schedule of assets (held at end of year) as of December 31, 2017 and the schedule of assets (acquired and disposed of within year) for the year ended December 31, 2017 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. 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.&#160; In our opinion, the supplemental schedules are fairly stated, in all material respects, in relation to the financial statements as a whole.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">/s/ PricewaterhouseCoopers LLP</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Minneapolis, Minnesota</div>

<div id="DSPFPageFooter">June 20, 2018</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">We have served as the Plan&#8217;s auditor since 2006.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 12pt">Statements of Net Assets Available for Benefits</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">as of December 31, 2017 and 2016</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">(Thousands)</div>
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<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', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2017</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2016</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Assets</div>
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<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Investments, at fair value:</div>
</td>
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<td style="VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; 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="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<td style="WIDTH: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Money market funds</div>
</td>
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<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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">55,811</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</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', Times, serif; 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>
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<td style="WIDTH: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Corporate debt instruments</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">91,782</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">76,738</div>
</td>
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</tr>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Common stocks</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,074,740</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; 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>
</tr>

<tr>
<td style="WIDTH: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">U.S. Government and agency obligations</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">167,456</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">168,684</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: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Common/collective trusts</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">1,311,735</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">860,605</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: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Mutual funds</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">720,064</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; 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>
</tr>

<tr>
<td style="WIDTH: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Self-directed brokerage accounts</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">147,313</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; 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>
</tr>

<tr>
<td style="WIDTH: 81%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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 1px solid; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">130,301</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">92,912</div>
</td>
<td style="WIDTH: 1%; 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: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 18pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Total investments, at fair value</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,699,202</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">3,914,244</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: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 36pt; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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">&#160;</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: 81%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Fully benefit responsive investment contracts, at contract value</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">529,458</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">553,762</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: 81%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Due from brokers</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,526</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,611</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: 81%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Cash (non-interest bearing)</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,857</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">86</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: 18px">
<td style="WIDTH: 81%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Receivables:</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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">&#160;</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: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Notes receivable from participants</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">79,947</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">78,998</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: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Investment income accrued</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,902</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,570</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: 81%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">&#160;&#160;&#160; Employer contributions:</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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">&#160;</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: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">&#160;&#160;Profit sharing</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">109,553</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">47,070</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: 81%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">&#160;&#160;Other than profit sharing</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">26,975</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>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">21,712</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: 81%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total Assets</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">5,453,420</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,623,053</div>
</td>
<td style="WIDTH: 1%; 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: 81%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 36pt; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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">&#160;</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: 81%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Liabilities</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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">&#160;</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: 81%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Accrued expenses</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,734</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,294</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: 81%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Due to brokers</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,476</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,558</div>
</td>
<td style="WIDTH: 1%; 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: 81%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total Liabilities</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">7,210</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>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,852</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: 81%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 27pt; LINE-HEIGHT: 11.4pt">Net assets available for benefits</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; 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">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">5,446,210</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,618,201</div>
</td>
<td style="WIDTH: 1%; 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">See accompanying notes to the financial statements</font>.</div>

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

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

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

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageFooter">
<div></div>

<div></div>
</div>

<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

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

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

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">for the Year Ended December 31, 2017</div>
</div>

<div style="MARGIN-BOTTOM: 10pt; LINE-HEIGHT: 14.4pt"><br style="LINE-HEIGHT: 14.4pt">
</div>

<table id="z67a9fb3dd8e74a8da31f664409b64fe2" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; 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', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2017</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', Times, serif; 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', Times, serif; 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: 92%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 18pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Profit sharing</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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">109,563</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: 18pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Other than profit sharing</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">132,071</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: 92%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Employee</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">164,662</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; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Rollovers</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">16,664</div>
</td>
<td style="WIDTH: 1%; 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: 92%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total contributions</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">422,960</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; PADDING-LEFT: 18pt; BACKGROUND-COLOR: #ffffff" valign="bottom">&#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">&#160;</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: 92%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Investment income</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">&#160;</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', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Net appreciation of investments</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">803,428</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: 92%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Interest and dividends</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">61,532</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; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Other income</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">685</div>
</td>
<td style="WIDTH: 1%; 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: 92%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total investment income</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">865,645</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; PADDING-LEFT: 18pt; BACKGROUND-COLOR: #ffffff" valign="bottom">&#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">&#160;</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: 92%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Interest on notes receivable from participants</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">3,476</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 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total additions to net assets</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">1,292,081</div>
</td>
<td style="WIDTH: 1%; 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: 92%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 18pt; BACKGROUND-COLOR: #cceeff" valign="bottom">&#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">&#160;</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; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Withdrawal payments</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">(450,775</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', Times, serif; 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', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Administrative expenses</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">(13,297</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
</tr>

<tr>
<td style="WIDTH: 92%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; LINE-HEIGHT: 11.4pt">Total deductions to net assets</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">(464,072</div>
</td>
<td style="WIDTH: 1%; 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', Times, serif; 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">&#160;</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">&#160;</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 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Net increase in net assets available for benefits</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">828,009</div>
</td>
<td style="WIDTH: 1%; 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: 92%; 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; 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">&#160;</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 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Net assets available for benefits at beginning of year</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,618,201</div>
</td>
<td style="WIDTH: 1%; 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: 92%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">Net assets available for benefits at end of year</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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">5,446,210</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-STYLE: italic">See accompanying notes to the financial statements</font>.</div>

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

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

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

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Description of the Plan</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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, most commissions and most 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', Times, serif; TEXT-ALIGN: justify; 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 $270,000 in 2017 and $265,000 in 2016, before tax deductions and certain other withholdings.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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 2017 and 2016, 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 2017 and 2016 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', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Effective January 1, 2017, the Company matches 100% of a participant&#8217;s Before-Tax Contributions and/or Roth Contributions up to 6% of Total Pay after a participant&#8217;s completion of six months of service.&#160; For 2016, the Company Matching Contribution was capped at 5% of Total Pay.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">Upon a participant&#8217;s completion of six months of service, additional Company contributions 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.&#160; Profit Sharing Contributions to eligible participants are made regardless of whether the eligible participant contributes to the Plan. Profit Sharing Contributions comprised 5.50% and 2.50% of eligible participants&#8217; Total Pay in 2017 and 2016, respectively.</div>

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

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">Forfeitures of terminated participants&#8217; non-vested accounts, as well as amounts attributable to outstanding checks as 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 $1.1 million and $1.0 million as of December 31, 2017 and 2016, respectively. Accrued 2017 Profit Sharing Contributions made to the Plan in March 2018 were reduced by $0.8 million from forfeited account balances. 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

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<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">Notes to Financial Statements</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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, 2017, carried interest rates varying from 3.25% to 9.50% and will mature at various dates through November 2047.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">Notes to Financial Statements</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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, and the fee was renegotiated and reduced effective July 2017.&#160; Additionally, as described in Note 8, the Plan reimburses the Company for direct expenses (salary and benefit costs) associated with a Company employee dedicated to servicing the Company&#8217;s qualified retirement plans for time spent providing services to the Plan.</div>

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<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Summary of Significant Accounting Policies</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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, is 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', Times, serif; TEXT-ALIGN: justify; 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, provided that restrictions may apply to investments held under the SDA, and 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.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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. There were no subsequent events to report.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">There were no recently issued accounting standards applicable to the Plan to report through the date the financial statements were issued.</div>

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

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<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">Notes to Financial Statements</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Fair Value Measurements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif">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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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 18pt; VERTICAL-ALIGN: top; align: right">&#8226;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">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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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 18pt; VERTICAL-ALIGN: top; align: right">&#8211;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">Quoted prices for similar assets or liabilities in active markets;</div>
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<table id="zef654d90f65d4ac59e8e23305fe6791f" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 18pt; VERTICAL-ALIGN: top; align: right">&#8211;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">Quoted prices for identical or similar assets or liabilities in markets that are not active;</div>
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<table id="z613fe7b7b46d4fb29de4a0831db41798" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 18pt; VERTICAL-ALIGN: top; align: right">&#8211;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">Inputs other than quoted prices that are observable for the asset or liability; and</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">Inputs that are derived principally from or corroborated by observable market data by correlation or other means.</div>
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<div style="TEXT-ALIGN: justify; MARGIN-TOP: 2pt; LINE-HEIGHT: 11.4pt">
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<td style="WIDTH: 24.5pt"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif">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>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; TEXT-ALIGN: justify; 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>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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 style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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).</div>

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

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<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
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<div style="LINE-HEIGHT: 11.4pt">&#160;</div>

<div style="LINE-HEIGHT: 11.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">&#160;</div>

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

<div style="LINE-HEIGHT: 14.4pt">
<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">Notes to Financial Statements</div>

<div style="MARGIN-BOTTOM: 0pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">&#160;</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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, 2017:<br style="LINE-HEIGHT: 14.4pt">
</div>

<table id="z4f9a9683473c4e8db04a7b5ab56fd427" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Description </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">55,811</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">55,811</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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">91,782</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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">91,782</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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,074,740</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,074,740</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', Times, serif; 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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">806,203</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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">806,203</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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">167,456</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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">167,456</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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">720,064</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">720,064</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', Times, serif; 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; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">147,313</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">147,313</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', Times, serif; 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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">130,301</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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">130,301</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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,193,670</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">2,997,928</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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">1,195,742</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; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">505,532</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', Times, serif; 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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">4,699,202</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="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 24.5pt; MARGIN-TOP: 6pt; 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>
</div>

<table id="zc3ad84e1b58442bf955fdf9be822321d" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; COLOR: #000000; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Description </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">55,245</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</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', Times, serif; 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', Times, serif; 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: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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>
<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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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 style="HEIGHT: 14px">
<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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">3,726,361</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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', Times, serif; 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>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">3,914,244</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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', Times, serif">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', Times, serif">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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">Notes to Financial Statements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif">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', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Self-directed brokerage accounts are primarily comprised of common stock and mutual funds 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', Times, serif">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 2017 and 2016.&#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', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">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. For common/collective trusts whose NAVs are communicated only to investors in the trusts and are not publicly available, the NAVs are being used as practical expedient for fair value.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 24.5pt; MARGIN-TOP: 10pt; 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, 2017 and 2016, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">Notes to Financial Statements</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Investments</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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).&#160; 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, and the age-appropriate Retirement Fund for the year in which a participant turns 65 generally serves as the Plan&#8217;s &#8220;default investment&#8221; to the extent a participant does not have a valid investment election on file.&#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', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">A brief description of the investment options available to participants at December 31, 2017, is set forth below:</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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 the underlying Stable Value Fund assets in the Stable Value Fund bond portfolio 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', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">AMERICAN EXPRESS RETIREMENT SAVINGS PLAN</div>

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<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">Notes to Financial Statements</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; 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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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Premature termination of the contracts;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Plan termination or merger;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Changes to the Plan&#8217;s administration of competing investment options; and</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">The Plan believes no such events are probable of occurring.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">An uncured violation of the Plan&#8217;s investment guidelines;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">A breach of material obligation under the contract;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">A material misrepresentation; and</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">A material amendment to the agreements without the consent of the issuer.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt">The Plan believes no such events are probable of occurring.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 24.45pt; LINE-HEIGHT: 11.4pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; COLOR: #000000">. </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #211d1e">Participants may request a Prospectus for any of the funds available through the SDA.</font></div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: justify; 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', Times, serif; COLOR: #211d1e; TEXT-ALIGN: justify; 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>

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

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<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">Notes to Financial Statements</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Risks and Uncertainties</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 27pt; 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>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 27pt; LINE-HEIGHT: 11.4pt">On October&#160;16, 2015, a putative class action, captioned <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif"><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 ERISA relating to disclosures of the Costco cobrand relationship.&#160; On May&#160;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 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 sought, among other remedies, an unspecified amount of damages.&#160; On September 28, 2017, the Court granted defendants&#8217; motion to dismiss the amended complaint.</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Income Tax Status</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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', Times, serif; TEXT-ALIGN: justify; 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, 2017, 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 2015, which is the earliest open year for U.S. federal tax purposes.</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; FONT-WEIGHT: bold">Reconciliation of Financial Statements to Form 5500</div>
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<div style="LINE-HEIGHT: 14.4pt">
<div style="LINE-HEIGHT: 0pt">&#160;</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; MARGIN-LEFT: 24.5pt; MARGIN-TOP: 6pt; LINE-HEIGHT: 11.4pt">The following is a reconciliation of net assets available for benefits per the financial statements to Form 5500 as of December 31, 2017 and 2016:</div>
</div>

<table id="z1b71ad9b4c704a79a834b2f5e69ef6c3" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 96%" cellspacing="0" cellpadding="0" align="center" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 82%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">(Thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 1%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px" 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', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2017</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 1%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 3%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px" 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', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2016</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 1%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 82%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">5,446,210</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 3%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</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', Times, serif; 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>
</tr>

<tr>
<td style="WIDTH: 82%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 9pt; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">(4,169</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
<td style="WIDTH: 3%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; 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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
</tr>

<tr>
<td style="WIDTH: 82%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">(703</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
<td style="WIDTH: 3%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">(782</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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">)</div>
</td>
</tr>

<tr>
<td style="WIDTH: 82%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; LINE-HEIGHT: 11.4pt">Net assets available for benefits per the Form 5500</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</div>
</td>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">5,441,338</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 3%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">$</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', Times, serif; 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>
</tr>
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<div style="LINE-HEIGHT: 12.55pt">&#160;</div>

<div style="LINE-HEIGHT: 12.55pt">&#160;</div>

<div style="LINE-HEIGHT: 12.55pt">&#160;</div>

<div style="LINE-HEIGHT: 12.55pt"><br style="LINE-HEIGHT: 12.55pt">
 &#160;</div>

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<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; LINE-HEIGHT: 11.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">&#160;</div>

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

<div style="LINE-HEIGHT: 14.4pt">
<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 13.1pt">Notes to Financial Statements</div>

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

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

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left; MARGIN-LEFT: 24.5pt; 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, 2017:</div>

<table id="zfe69d54121d04d7da8bfb78c1a1d1946" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 96%" cellspacing="0" cellpadding="0" align="center" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 92%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 11.4pt">(Thousands)</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 1%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px" 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', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">2017</div>
</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 1%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px; 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', Times, serif; 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; TEXT-ALIGN: right; 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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">828,009</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', Times, serif; 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; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">(3,536</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', Times, serif; 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', Times, serif; 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; TEXT-ALIGN: right; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">79</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', Times, serif; 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; TEXT-ALIGN: right; 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', Times, serif; 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', Times, serif; COLOR: #000000; LINE-HEIGHT: 11.4pt">824,552</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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<div style="LINE-HEIGHT: 12.55pt">&#160;</div>

<div style="LINE-HEIGHT: 12.55pt">&#160;</div>

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

<div style="LINE-HEIGHT: 14.4pt">
<div style="TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">
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<tr>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 24.5pt; VERTICAL-ALIGN: top; FONT-WEIGHT: bold; align: right">8.</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold">Related Parties and Parties-In-Interest Transactions</div>
</td>
</tr>
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<div style="LINE-HEIGHT: 13.7pt"><br style="LINE-HEIGHT: 13.7pt">
</div>
</div>

<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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, 2017 and 2016, and Fidelity Investment Management as of December 31, 2017.&#160; The Plan also held investments in Morgan Stanley and its affiliates, and Morgan Stanley became an investment manager and fiduciary in 2017. Notes Receivable from Participants, as discussed in Note 1 (Description of the Plan), are also considered party-in-interest transactions.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; 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, 2017 and 2016, the Plan held 6,189,243 shares of American Express Company common stock valued at $615 million and 6,771,431 shares valued at $502 million, respectively. During the 2017 plan year the Plan acquired 102,923 shares of American Express Company common stock valued at $9 million through dividend reinvestments and sold 541,885 shares valued at $47 million.&#160; The Plan reimburses the Company for direct expenses (salary and benefits costs) associated with a Company employee dedicated to servicing the Company&#8217;s qualified retirement plans for time spent providing services to the Plan.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
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<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIDELITY MM GOVT PORTFOLIO #57</div>
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<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
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<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px double; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">55,811</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Corporate Debt Instruments</div>
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<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
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<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
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<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">400</div>
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<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ABBOTT LABORATORIES&#160; 3.875%&#160; 9/15/25</div>
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<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
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<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
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<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">560</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">615</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 22px">
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">199</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACTAVIS FUNDING SCS&#160; 4.550%&#160; 3/15/35</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ADVANCE AUTO PARTS&#160;&#160; 4.500% 12/01/23</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">105</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AEP TRANSMISSION CO&#160; 4.000% 12/01/46</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AETNA INC&#160; &#160; &#160; &#160; &#160; &#160; 2.800%&#160; 6/15/23</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AGL CAPITAL CORP&#160; &#160;&#160; 5.250%&#160; 8/15/19</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">187</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">230</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">231</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">310</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AIR LEASE CORP&#160; &#160; &#160;&#160; 3.625% 12/01/27</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">244</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALBERTA ENERGY CO LT 7.375% 11/01/31</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">620</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">613</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">211</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">176</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMER AIRLINE 16-2 AA 3.200%&#160; 6/15/28</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">190</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">189</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMER AIRLINE 16-3 AA 3.000% 10/15/28</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">228</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">222</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMER AIRLINE 17-1 AA 3.650%&#160; 2/15/29</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">69</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMER AIRLINE 17-2B&#160;&#160; 3.700% 10/15/25</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">198</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">198</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMER AIRLN 13-1 A PA 4.000%&#160; 7/15/25</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">82</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMER AIRLN 14-1 A PT 3.700% 10/01/26</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">125</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">127</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERADA HESS CORP&#160; &#160; 7.125%&#160; 3/15/33</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">146</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN HONDA FINAN 2.150%&#160; 3/13/20</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN HONDA FINAN 2.450%&#160; 9/24/20</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">99</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">99</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN HONDA FINAN 2.600% 11/16/22</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN INTL GROUP&#160; 3.875%&#160; 1/15/35</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">201</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN INTL GROUP&#160; 4.125%&#160; 2/15/24</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">211</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zba3b9f1ab8d0441c9ba2538dd21877e1" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>
<div style="MARGIN-BOTTOM: 10pt; TEXT-ALIGN: left; LINE-HEIGHT: 10.5pt">&#160;</div>

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

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageFooter"></div>

<div id="DSPFPageNumberArea" style="TEXT-ALIGN: center"><font id="DSPFPageNumber" style="FONT-SIZE: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z115be829969746e89dd3d5ce8589b715" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 4.03%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 4.03%; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 12%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 4.03%; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 12%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 1.03%; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN TOWER CORP&#160; 2.250%&#160; 1/15/22</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">97</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 21px">
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN TOWER CORP&#160; 3.375% 10/15/26</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">56</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN TOWER CORP&#160; 4.000%&#160; 6/01/25</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 16px">
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN WATER CAPIT 3.400%&#160; 3/01/25</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">152</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">157</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 62.5%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERIPRISE FINANCIAL 2.875%&#160; 9/15/26</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">89</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">87</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">465</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">481</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANALOG DEVICES INC&#160;&#160; 3.125% 12/05/23</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 20px">
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANALOG DEVICES INC&#160;&#160; 4.500% 12/05/36</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">95</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">102</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANDEAVOR LOGIS LP/CO 4.250% 12/01/27</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANHEUSER-BUSCH INBEV 3.300%&#160; 2/01/23</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">636</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">651</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANHEUSER-BUSCH INBEV 3.650%&#160; 2/01/26</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">310</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 21px">
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANHEUSER-BUSCH INBEV 4.700%&#160; 2/01/36</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">448</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">501</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANTHEM INC&#160; &#160; &#160; &#160; &#160;&#160; 3.350% 12/01/24</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">102</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">207</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">216</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APACHE COPORATION&#160; &#160; 6.000%&#160; 1/15/37</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">516</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">520</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 2.750%&#160; 1/13/25</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">149</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 2.850%&#160; 5/11/24</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 2.900%&#160; 9/12/27</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">247</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 3.000%&#160; 2/09/24</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">146</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">148</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 3.000%&#160; 6/20/27</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">131</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 3.200%&#160; 5/11/27</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">69</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">82</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">95</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">99</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APPLE INC&#160; &#160; &#160; &#160; &#160; &#160; 3.750%&#160; 9/12/47</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">184</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">129</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">134</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">83</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">205</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">214</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARCH CAPITAL FINANCE 4.011% 12/15/26</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARCH CAPITAL FINANCE 5.031% 12/15/46</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARROW ELECTRONICS IN 3.250%&#160; 9/08/24</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARROW ELECTRONICS IN 3.875%&#160; 1/12/28</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT&amp;T INC&#160; &#160; &#160; &#160; &#160; &#160;&#160; 3.400%&#160; 5/15/25</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">237</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">233</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT&amp;T INC&#160; &#160; &#160; &#160; &#160; &#160;&#160; 3.950%&#160; 1/15/25</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">158</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">162</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT&amp;T INC&#160; &#160; &#160; &#160; &#160; &#160;&#160; 4.125%&#160; 2/17/26</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">197</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">202</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT&amp;T INC&#160; &#160; &#160; &#160; &#160; &#160;&#160; 4.450%&#160; 4/01/24</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">74</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">394</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">371</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT&amp;T INC&#160; &#160; &#160; &#160; &#160; &#160;&#160; 4.900%&#160; 8/14/37</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">324</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">328</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT&amp;T INC&#160; &#160; &#160; &#160; &#160; &#160;&#160; 5.250%&#160; 3/01/37</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">106</div>
</td>
<td style="WIDTH: 1.03%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z053781069a72429d820d64e92cdf7feb" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="za0b83bc76efb48db89138bb5c01e67dd" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">317</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ATMOS ENERGY CORP&#160; &#160; 5.500%&#160; 6/15/41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">126</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AUTOZONE INC&#160; &#160; &#160; &#160;&#160; 3.750%&#160; 6/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AVALONBAY COMMUNITIE 2.850%&#160; 3/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AVALONBAY COMMUNITIE 3.500% 11/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AVALONBAY COMMUNITIE 3.900% 10/15/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BAKER HUGHES A GE CO 5.125%&#160; 9/15/40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BALTIMORE GAS &amp; ELEC 3.500%&#160; 8/15/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">69</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BALTIMORE GAS &amp; ELEC 3.750%&#160; 8/15/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP 2.625% 10/19/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">450</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">454</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP 3.300%&#160; 1/11/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">800</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">818</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP 3.950%&#160; 4/21/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">310</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP 4.000%&#160; 4/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">58</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP 6.875%&#160; 4/25/18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">600</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">609</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">77</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF MONTREAL&#160; &#160;&#160; 2.350%&#160; 9/11/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">118</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">450</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">450</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF NOVA SCOTIA&#160; 2.450%&#160; 9/19/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">198</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">97</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF NY MELLON CO 2.450% 11/27/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">229</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">231</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BARCLAYS PLC&#160; &#160; &#160; &#160;&#160; 3.684%&#160; 1/10/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">317</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">322</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">208</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">181</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BECTON DICKINSON AND 2.675% 12/15/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">131</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">131</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.67%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BERKSHIRE HATHAWAY&#160;&#160; 5.750%&#160; 1/15/40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">396</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">367</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">83</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOARDWALK PIPELINES&#160; 4.450%&#160; 7/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOARDWALK PIPELINES&#160; 4.950% 12/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">107</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOARDWALK PIPELINES&#160; 5.950%&#160; 6/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOSTON PROPERTIES LP 2.750% 10/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOSTON PROPERTIES LP 3.125%&#160; 9/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOSTON PROPERTIES LP 3.200%&#160; 1/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOSTON PROPERTIES LP 3.650%&#160; 2/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">74</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BP CAPITAL MARKETS&#160;&#160; 3.224%&#160; 4/14/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">143</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zdade9118e891478bba737a993dd71343" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zaf07de93bb364d3cb274f94efeddfd46" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 62%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 4%; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 12%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 4%; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 12%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 1%; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">205</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BP CAPITAL MARKETS&#160;&#160; 3.279%&#160; 9/19/27</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">98</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">99</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BP CAPITAL MARKETS&#160;&#160; 3.588%&#160; 4/14/27</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">103</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">210</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BRIXMOR OPERATING PA 3.850%&#160; 2/01/25</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BROOKFIELD FINANCE&#160;&#160; 4.700%&#160; 9/20/47</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BUCKEYE PARTNERS LP&#160; 4.350% 10/15/24</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">74</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">76</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BUCKEYE PARTNERS LP&#160; 5.850% 11/15/43</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">195</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">210</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BUNGE LTD FINANCE CO 3.500% 11/24/20</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">83</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BUNGE LTD FINANCE CO 3.750%&#160; 9/25/27</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">58</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BURLINGTN NORTH SANT 3.000%&#160; 3/15/23</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">408</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BURLINGTN NORTH SANT 3.650%&#160; 9/01/25</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">105</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BURLINGTN NORTH SANT 4.400%&#160; 3/15/42</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">56</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BURLINGTON NORTH SAN 6.150%&#160; 5/01/37</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CANADIAN NATL RESOUR 5.850%&#160; 2/01/35</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">234</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CANADIAN PACIFIC RR&#160; 5.750%&#160; 3/15/33</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">84</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">85</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL ONE FINANCIA 3.750%&#160; 4/24/24</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">205</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL ONE FINANCIA 3.750%&#160; 7/28/26</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">88</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL ONE FINANCIA 4.200% 10/29/25</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">175</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL ONE NA&#160; &#160; &#160;&#160; 2.350%&#160; 8/17/18</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARDINAL HEALTH INC&#160; 3.410%&#160; 6/15/27</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">69</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARDINAL HEALTH INC&#160; 3.750%&#160; 9/15/25</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">46</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARDINAL HEALTH INC&#160; 4.900%&#160; 9/15/45</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CATERPILLAR FINANCIA 1.700%&#160; 6/16/18</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">401</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">292</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">298</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">173</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">178</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CELGENE CORP&#160; &#160; &#160; &#160;&#160; 5.700% 10/15/40</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">108</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">151</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CENOVUS ENERGY INC&#160;&#160; 5.250%&#160; 6/15/37</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CENOVUS ENERGY INC&#160;&#160; 6.750% 11/15/39</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">108</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CENTERPOINT ENER HOU 3.000%&#160; 2/01/27</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHARLES SCHWAB CORP&#160; 3.200%&#160; 3/02/27</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">151</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHARTER COMM OPT LLC 4.908%&#160; 7/23/25</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">532</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">566</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHARTER COMM OPT LLC 6.384% 10/23/35</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">61</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHARTER COMM OPT LLC 6.834% 10/23/55</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">84</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">210</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">210</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHEVRON CORP&#160; &#160; &#160; &#160;&#160; 2.895%&#160; 3/03/24</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">82</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z5228beff7e8b4029bed150e4f0d0cec7" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zd1b246760fd3442ba60b78f86c954ec2" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CINCINNATI FINL CORP 6.920%&#160; 5/15/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">69</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">139</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">142</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">600</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">600</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">329</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">329</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIGROUP INC&#160; &#160; &#160; &#160; 2.750%&#160; 4/25/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">399</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">188</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">198</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">249</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIZENS FINANCIAL&#160;&#160; 2.375%&#160; 7/28/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIZENS FINANCIAL&#160;&#160; 4.300% 12/03/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CLEVELAND ELECTRIC&#160;&#160; 5.950% 12/15/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CME GROUP INC&#160; &#160; &#160; &#160; 3.000%&#160; 3/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">202</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CMS ENERGY CORP&#160; &#160; &#160; 2.950%&#160; 2/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CMS ENERGY CORP&#160; &#160; &#160; 3.875%&#160; 3/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">188</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CNOOC FINANCE 2013&#160;&#160; 3.000%&#160; 5/09/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">396</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMCAST CORP&#160; &#160; &#160; &#160;&#160; 2.750%&#160; 3/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">205</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">206</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMCAST CORP&#160; &#160; &#160; &#160;&#160; 3.000%&#160; 2/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMCAST CORP&#160; &#160; &#160; &#160;&#160; 3.200%&#160; 7/15/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">190</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMCAST CORP&#160; &#160; &#160; &#160;&#160; 4.200%&#160; 8/15/34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">107</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMCAST CORP&#160; &#160; &#160; &#160;&#160; 6.500% 11/15/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">123</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">166</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">311</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
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<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMMONWEALTH EDISON&#160; 3.650%&#160; 6/15/46</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
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<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMMONWEALTH REIT&#160; &#160; 5.875%&#160; 9/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">370</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONNECTICUT LIGHT &amp;&#160; 3.200%&#160; 3/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONOCO INC&#160; &#160; &#160; &#160; &#160;&#160; 6.950%&#160; 4/15/29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">394</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONSOLIDATED EDISON&#160; 4.300% 12/01/56</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">161</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">176</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONSTELLATION BRANDS 4.250%&#160; 5/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONSUMERS ENERGY CO&#160; 3.250%&#160; 8/15/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CROWN CASTLE INTL CO 4.000%&#160; 3/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CROWN CASTLE INTL CO 4.875%&#160; 4/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">112</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CROWN CASTLE INTL CO 5.250%&#160; 1/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">77</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">175</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">224</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CVS CAREMARK CORP&#160; &#160; 2.750% 12/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CVS CAREMARK CORP&#160; &#160; 4.000% 12/05/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">111</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">115</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 4.98%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 610px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DARDEN RESTAURANTS&#160;&#160; 3.850%&#160; 5/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zb011d03296eb46fb92136bb7b92e7a7f" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z4999b7f5eff64291bc81c30d09361d6b" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DDR CORP&#160; &#160; &#160; &#160; &#160; &#160;&#160; 3.375%&#160; 5/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">69</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DEUTSCHE BANK NY&#160; &#160;&#160; 3.300% 11/16/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">99</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DEUTSCHE BK AKTIENGE 4.250% 10/14/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">184</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">191</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DIGITAL REALTY TRUST 3.700%&#160; 8/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">263</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DISCOVERY COMMUNICAT 3.450%&#160; 3/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">118</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DISCOVERY COMMUNICAT 3.950%&#160; 3/20/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DOMINION ENERGY INC&#160; 1.500%&#160; 7/01/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DOMINION GAS HLDGS&#160;&#160; 2.800% 11/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">112</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DOMINION RESOURCES&#160;&#160; 2.750%&#160; 1/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DOMINION RESOURCES&#160;&#160; 2.850%&#160; 8/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DOW CHEMICAL CO/THE&#160; 3.500% 10/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">206</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">119</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">121</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY CAROLINA 3.900%&#160; 6/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">99</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY INDIANA&#160; 3.750%&#160; 5/15/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">82</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY OHIO INC 3.700%&#160; 6/15/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY PROGRESS 3.250%&#160; 8/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY PROGRESS 3.700% 10/15/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE ENERGY PROGRESS 4.200%&#160; 8/15/45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">143</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DUKE REALTY LP&#160; &#160; &#160;&#160; 3.875%&#160; 2/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DXC TECHNOLOGY CO&#160; &#160; 4.250%&#160; 4/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">E*TRADE FINANCIAL CO 3.800%&#160; 8/24/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">176</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">451</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">447</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">112</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">128</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">141</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EDISON INTERNATIONAL 2.950%&#160; 3/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EMERA US FINANCE LP&#160; 3.550%&#160; 6/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EMERSON ELECTRIC CO&#160; 6.000%&#160; 8/15/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">187</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENCANA CORP&#160; &#160; &#160; &#160; &#160; 7.200% 11/01/31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGY TRANSFER PART 3.600%&#160; 2/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGY TRANSFER PART 4.050%&#160; 3/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">136</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">136</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGY TRANSFER PART 4.750%&#160; 1/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGY TRANSFER PART 4.900%&#160; 2/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 620px; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGY TRANSFER PART 6.050%&#160; 6/01/41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">183</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">196</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zcedaff5db54c428d98df6ae89f4afdd3" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z436adf7ce1d74add8b6c6b6cd4e572e3" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
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<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENLINK MIDSTREAM PAR 4.150%&#160; 6/01/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">152</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">154</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENLINK MIDSTREAM PAR 5.050%&#160; 4/01/45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENLINK MIDSTREAM PAR 5.600%&#160; 4/01/44</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERGY ARKANSAS INC 3.500%&#160; 4/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERGY LOUISIANA LL 2.400% 10/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">56</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERGY LOUISIANA LL 3.050%&#160; 6/01/31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERGY LOUISIANA LL 3.120%&#160; 9/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERGY MISSISSIPPI&#160; 2.850%&#160; 6/01/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERPRISE PRODUCTS&#160; 3.900%&#160; 2/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">208</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERPRISE PRODUCTS&#160; 6.650% 10/15/34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">390</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENTERPRISE PRODUCTS&#160; 7.550%&#160; 4/15/38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">126</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">94</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EPR PROPERTIES&#160; &#160; &#160;&#160; 4.500%&#160; 6/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EQT CORP&#160; &#160; &#160; &#160; &#160; &#160;&#160; 3.900% 10/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXELON CORP&#160; &#160; &#160; &#160; &#160; 2.500%&#160; 6/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">82</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXELON GENERATION CO 3.400%&#160; 3/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">96</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">98</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXELON GENERATION CO 4.250%&#160; 6/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXELON GENERATION CO 6.250% 10/01/39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">211</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXPRESS SCRIPTS HOLD 3.000%&#160; 7/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXPRESS SCRIPTS HOLD 4.500%&#160; 2/25/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">108</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">115</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXPRESS SCRIPTS HOLD 4.800%&#160; 7/15/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">56</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXXON MOBIL CORPORAT 2.726%&#160; 3/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">124</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">125</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXXON MOBIL CORPORAT 4.114%&#160; 3/01/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">77</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIFTH THIRD BANCORP&#160; 2.875%&#160; 7/27/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">188</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">190</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRSTENERGY CORP&#160; &#160;&#160; 3.900%&#160; 7/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRSTENERGY CORP&#160; &#160;&#160; 4.850%&#160; 7/15/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLORIDA POWER &amp; LIGH 3.125% 12/01/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">254</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">270</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">353</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORD MOTOR CREDIT CO 2.240%&#160; 6/15/18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">422</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">422</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORD MOTOR CREDIT CO 3.200%&#160; 1/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">275</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">279</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORD MOTOR CREDIT CO 4.134%&#160; 8/04/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">212</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">219</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORTIS INC&#160; &#160; &#160; &#160; &#160;&#160; 3.055% 10/04/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">241</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GE CAPITAL INTL FUND 4.418% 11/15/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,649</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,784</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL ELEC CAP COR 3.100%&#160; 1/09/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">115</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">117</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z63b89a5c5196468f9bc556d61f71b9a5" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z0591443739254fb4bb457d1574633385" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL ELEC CAP COR 3.150%&#160; 9/07/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">287</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">292</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS CO&#160; &#160; 5.150%&#160; 4/01/38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">213</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">175</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">213</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 3.100%&#160; 1/15/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 3.450%&#160; 4/10/22</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">182</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">184</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 3.500% 11/07/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 3.950%&#160; 4/13/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">185</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">190</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 4.000%&#160; 1/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 4.000% 10/06/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">142</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 4.300%&#160; 7/13/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL&#160; 4.350%&#160; 1/17/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">87</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GILEAD SCIENCES INC&#160; 2.500%&#160; 9/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GILEAD SCIENCES INC&#160; 3.500%&#160; 2/01/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GILEAD SCIENCES INC&#160; 3.700%&#160; 4/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">173</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">181</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GILEAD SCIENCES INC&#160; 4.000%&#160; 9/01/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GILEAD SCIENCES INC&#160; 4.600%&#160; 9/01/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">105</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">118</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GLAXOSMITHKLINE CAP&#160; 2.800%&#160; 3/18/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">151</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOLDMAN SACHS GROUP&#160; 3.500% 11/16/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">151</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOLDMAN SACHS GROUP&#160; 3.625%&#160; 1/22/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">800</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">826</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOLDMAN SACHS GROUP&#160; 3.850%&#160; 1/26/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">224</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">230</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOLDMAN SACHS GROUP&#160; 5.750%&#160; 1/24/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">554</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOLDMAN SACHS GROUP&#160; 5.950%&#160; 1/18/18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">359</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">360</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GULF SOUTH PIPELINE&#160; 4.000%&#160; 6/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">103</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HALLIBURTON COMPANY&#160; 3.500%&#160; 8/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">154</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HALLIBURTON COMPANY&#160; 6.700%&#160; 9/15/38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HARRIS CORPORATION&#160;&#160; 3.832%&#160; 4/28/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HARRIS CORPORATION&#160;&#160; 4.854%&#160; 4/27/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HASBRO INC&#160; &#160; &#160; &#160; &#160;&#160; 3.500%&#160; 9/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">58</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HCP INC&#160; &#160; &#160; &#160; &#160; &#160; &#160; 4.200%&#160; 3/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">262</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HEALTH CARE REIT INC 4.000%&#160; 6/01/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HONEYWELL INTERNATIO 2.500% 11/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">193</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">916</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">910</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HSBC HOLDINGS PLC&#160; &#160; 7.350% 11/27/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">224</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUNTINGTON BANCSHARE 2.300%&#160; 1/14/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">115</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUNTINGTON NATIONAL&#160; 2.000%&#160; 6/30/18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">207</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ING GROEP NV&#160; &#160; &#160; &#160;&#160; 3.950%&#160; 3/29/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">209</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z13c50a53a25141fcb76cc425a3e42a62" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z0885c18360bd469198ae11f055ed4248" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTEL CORP&#160; &#160; &#160; &#160; &#160;&#160; 3.150%&#160; 5/11/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">82</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">137</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTERNATIONAL PAPER&#160; 3.000%&#160; 2/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">77</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">166</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTL LEASE FINANCE&#160;&#160; 8.625%&#160; 1/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTL PAPER CO&#160; &#160; &#160; &#160; 8.700%&#160; 6/15/38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INVESCO FINANCE PLC&#160; 3.750%&#160; 1/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JB HUNT TRANSPRT SVC 3.850%&#160; 3/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">103</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JEFFERIES GROUP LLC&#160; 4.850%&#160; 1/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JERSEY CENTRAL PWR&#160;&#160; 6.150%&#160; 6/01/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">114</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">114</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHN DEERE CAPITAL&#160;&#160; 2.800%&#160; 9/08/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">98</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">179</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">184</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHNSON &amp; JOHNSON&#160; &#160; 3.400%&#160; 1/15/38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">123</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">126</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHNSON &amp; JOHNSON&#160; &#160; 4.375% 12/05/33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHNSON CONTROLS INT 3.900%&#160; 2/14/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHNSON CONTROLS INT 4.250%&#160; 3/01/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">157</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHNSON CONTROLS INT 5.125%&#160; 9/14/45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KELLOGG CO&#160; &#160; &#160; &#160; &#160;&#160; 3.400% 11/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">399</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KIMBERLY-CLARK CORP&#160; 3.050%&#160; 8/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KIMCO REALTY CORP&#160; &#160; 3.800%&#160; 4/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KRAFT FOODS GROUP IN 6.875%&#160; 1/26/39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">395</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KRAFT HEINZ FOODS CO 3.950%&#160; 7/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">207</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KRAFT HEINZ FOODS CO 5.000%&#160; 7/15/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KROGER CO.&#160; &#160; &#160; &#160; &#160;&#160; 6.900%&#160; 4/15/38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">388</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LASMO USA INC DTD&#160; &#160; 7.300% 11/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LIBERTY PROPERTY LP&#160; 3.250% 10/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LINCOLN NATIONAL COR 4.200%&#160; 3/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">316</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LLOYDS BANKING GROUP 3.750%&#160; 1/11/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">203</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOCKHEED MARTIN CORP 3.100%&#160; 1/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOCKHEED MARTIN CORP 4.090%&#160; 9/15/52</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">118</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOCKHEED MARTIN CORP 4.500%&#160; 5/15/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">168</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOUISVILLE GAS &amp; ELE 3.300% 10/01/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">108</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MAGELLAN HEALTH SRVC 4.400%&#160; 9/22/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">167</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">168</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MAGELLAN MIDSTREAM&#160;&#160; 4.250%&#160; 2/01/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">261</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z8806f71f1711447bbdec5dbf5ed89f71" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z4c127a6030d242389112c02a39c573be" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARATHON OIL CORP&#160; &#160; 6.600% 10/01/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">188</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARSH &amp; MCLENNAN COS 3.750%&#160; 3/14/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">175</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">183</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARTIN MARIETTA MATE 3.450%&#160; 6/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MCCORMICK &amp; CO&#160; &#160; &#160;&#160; 3.150%&#160; 8/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">115</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MEAD JOHNSON NUTRITI 4.125% 11/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">127</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MEAD JOHNSON NUTRITI 4.600%&#160; 6/01/44</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">324</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">96</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICROSOFT CORP&#160; &#160; &#160;&#160; 2.875%&#160; 2/06/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICROSOFT CORP&#160; &#160; &#160;&#160; 3.300%&#160; 2/06/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">84</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">87</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">128</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICROSOFT CORP&#160; &#160; &#160;&#160; 4.100%&#160; 2/06/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">136</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">152</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">77</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">87</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICROSOFT CORP&#160; &#160; &#160;&#160; 4.500%&#160; 2/06/57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">119</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">141</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">135</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MIDAMERICAN ENERGY&#160;&#160; 3.100%&#160; 5/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">102</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MIDAMERICAN ENERGY&#160;&#160; 3.500% 10/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">146</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">152</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MORGAN STANLEY&#160; &#160; &#160;&#160; 2.750%&#160; 5/19/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">199</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MORGAN STANLEY&#160; &#160; &#160;&#160; 3.750%&#160; 2/25/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">757</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">785</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">108</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">521</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">800</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">875</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">330</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">342</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MPLX LP&#160; &#160; &#160; &#160; &#160; &#160; &#160; 4.875% 12/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MPLX LP&#160; &#160; &#160; &#160; &#160; &#160; &#160; 5.200%&#160; 3/01/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONAL AUSTRALIA&#160;&#160; 1.875%&#160; 7/23/18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONAL AUSTRALIA&#160;&#160; 2.125%&#160; 5/22/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">249</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONAL RETAIL PROP 3.600% 12/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONAL RETAIL PROP 4.000% 11/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">218</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">224</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONAL RURAL UTIL&#160; 2.950%&#160; 2/07/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NBCUNIVERSAL MEDIA&#160;&#160; 4.375%&#160; 4/01/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">159</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEVADA POWER CO&#160; &#160; &#160; 5.375%&#160; 9/15/40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NISOURCE FINANCE COR 6.250% 12/15/40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">233</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">74</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">118</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORFOLK SOUTHERN COR 3.850%&#160; 1/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">93</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zbc9f4cd03f0b472fb3d2b96713671f24" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z0824dbcdcd6f4a4098629dc55a198114" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORTHERN STATE PWR-&#160; 6.200%&#160; 7/01/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">68</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORTHROP GRUMMAN COR 3.200%&#160; 2/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORTHROP GRUMMAN COR 3.250%&#160; 1/15/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NSTAR ELECTRIC CO&#160; &#160; 2.700%&#160; 6/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">97</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">147</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NUCOR CORP&#160; &#160; &#160; &#160; &#160;&#160; 6.400% 12/01/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCCIDENTAL PETROLEUM 2.700%&#160; 2/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCCIDENTAL PETROLEUM 3.500%&#160; 6/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCCIDENTAL PETROLEUM 4.625%&#160; 6/15/45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEOK INC&#160; &#160; &#160; &#160; &#160; &#160; 7.500%&#160; 9/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">357</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEOK PARTNERS LP&#160; &#160; 3.375% 10/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">107</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">69</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">74</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">201</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ORACLE CORP&#160; &#160; &#160; &#160; &#160; 2.950% 11/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">131</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">159</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">530</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">222</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">O'REILLY AUTOMOTIVE&#160; 3.600%&#160; 9/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ORIX CORP&#160; &#160; &#160; &#160; &#160; &#160; 2.900%&#160; 7/18/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACCAR FINANCIAL COR 1.300%&#160; 5/10/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACCAR FINANCIAL COR 2.250%&#160; 2/25/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACIFIC GAS &amp; ELECTR 3.250%&#160; 6/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">190</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">192</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACIFIC GAS &amp; ELECTR 3.500%&#160; 6/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">111</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACIFIC GAS &amp; ELECTR 6.050%&#160; 3/01/34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">126</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PEMEX PROJ FDG MASTE 6.625%&#160; 6/15/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">267</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">106</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">68</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">376</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PETROLEOS MEXICANOS&#160; 4.625%&#160; 9/21/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">117</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PETROLEOS MEXICANOS&#160; 6.375%&#160; 2/04/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">131</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">142</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PETROLEOS MEXICANOS&#160; 6.750%&#160; 9/21/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PETROLEOS MEXICANOS&#160; 6.875%&#160; 8/04/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">105</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">119</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">105</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">106</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PHILIPS ELECTRONICS&#160; 3.750%&#160; 3/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">208</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="za9f28f563c764d49be741126cacfe5fb" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
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<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
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<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">Plan #: 002</div>
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<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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
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<div>&#160;</div>

<table id="zc789ab51781b40dfbfb4ef2887c38356" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
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<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PHILLIPS 66 PARTNERS 3.550% 10/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PHILLIPS 66 PARTNERS 3.605%&#160; 2/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">160</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">161</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PHILLIPS 66 PARTNERS 4.900% 10/01/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PLAINS ALL AMER PIPE 4.650% 10/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">450</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">464</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">505</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">508</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">POTASH CORP-SASKATCH 3.000%&#160; 4/01/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">147</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PPL CAPITAL FUNDING&#160; 4.000%&#160; 9/15/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRECISION CASTPARTS&#160; 3.250%&#160; 6/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">82</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRECISION CASTPARTS&#160; 4.375%&#160; 6/15/45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRICELINE GROUP INC/ 3.550%&#160; 3/15/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">198</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROCTER &amp; GAMBLE CO/ 2.850%&#160; 8/11/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS ENERGY INC&#160; 7.000% 10/30/31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">84</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROV ST JOSEPH HLTH&#160; 2.746% 10/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PSI ENERGY INC&#160; &#160; &#160;&#160; 6.120% 10/15/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PUBLIC SERVICE COLOR 3.550%&#160; 6/15/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PUBLIC SERVICE ELECT 2.250%&#160; 9/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">QUALCOMM INC&#160; &#160; &#160; &#160;&#160; 2.600%&#160; 1/30/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">QUALCOMM INC&#160; &#160; &#160; &#160;&#160; 3.250%&#160; 5/20/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">QUEST DIAGNOSTICS IN 3.450%&#160; 6/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RABOBANK NEDERLAND&#160;&#160; 3.875%&#160; 2/08/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">158</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RABOBANK NEDERLAND&#160;&#160; 4.625% 12/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">268</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">258</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REGIONS FINANCIAL CO 2.750%&#160; 8/14/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REGIONS FINANCIAL CO 3.200%&#160; 2/08/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REPUBLIC SERVICES IN 3.550%&#160; 6/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">155</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REYNOLDS AMERICAN IN 5.700%&#160; 8/15/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">119</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ROCKWELL COLLINS INC 3.200%&#160; 3/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ROCKWELL COLLINS INC 4.350%&#160; 4/15/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">242</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ROPER TECHNOLOGIES&#160;&#160; 3.000% 12/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ROYAL BANK OF CANADA 1.800%&#160; 7/30/18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ROYAL BANK OF CANADA 2.750%&#160; 2/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">99</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RYDER SYSTEM INC&#160; &#160;&#160; 2.650%&#160; 3/02/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">151</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">107</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER UK GROUP&#160;&#160; 3.571%&#160; 1/10/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">203</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHELL INTERNATIONAL&#160; 2.250% 11/10/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">89</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">89</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHELL INTERNATIONAL&#160; 2.500%&#160; 9/12/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHELL INTERNATIONAL&#160; 2.875%&#160; 5/10/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">230</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">230</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z76ad8be4f7d4492c902236b4fdcc6e81" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z2cf022bc59c34fd4a00c29e201a09c29" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHELL INTERNATIONAL&#160; 4.000%&#160; 5/10/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">222</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">236</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHELL INTERNATIONAL&#160; 4.125%&#160; 5/11/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">273</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHERWIN-WILLIAMS CO&#160; 3.125%&#160; 6/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHIRE ACQ INV IRELAN 2.875%&#160; 9/23/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">83</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">82</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SIMON PROPERTY GROUP 3.750%&#160; 2/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">260</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">271</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTH CAROLINA ELEC&amp; 5.300%&#160; 5/15/33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTH CAROLINA ELEC&amp; 6.050%&#160; 1/15/38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHERN CALIF EDISO 5.550%&#160; 1/15/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">123</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">153</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHERN CO GAS CAPI 2.450% 10/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHERN CO GAS CAPI 3.950% 10/01/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHERN NAT GAS CO&#160; 8.000%&#160; 3/01/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">102</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHWESTERN ELEC PO 2.750% 10/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">193</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHWESTERN ELEC PO 3.550%&#160; 2/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTHWESTERN PUBLIC&#160; 4.500%&#160; 8/15/41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SPIRIT AIR 2017-1 PT 3.375%&#160; 2/15/30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">77</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">77</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">235</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">244</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">298</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUMITOMO MITSUI BANK 1.950%&#160; 7/23/18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUMITOMO MITSUI FINL 2.442% 10/19/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUMITOMO MITSUI FINL 2.778% 10/18/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">99</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">98</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUNCOR ENERGY INC&#160; &#160; 5.950% 12/01/34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUNOCO LOGISTICS PAR 4.250%&#160; 4/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">255</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUNOCO LOGISTICS PAR 5.950% 12/01/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">160</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">179</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">198</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SVENSKA HANDELSBANKE 2.400% 10/01/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SYNCHRONY FINANCIAL&#160; 3.700%&#160; 8/04/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">177</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">175</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SYNCHRONY FINANCIAL&#160; 4.250%&#160; 8/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
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</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TC PIPELINES LP&#160; &#160; &#160; 3.900%&#160; 5/25/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TELEFONICA EMISIONES 4.103%&#160; 3/08/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">163</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">169</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEVA PHARMACEUTICALS 2.800%&#160; 7/21/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">258</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">225</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEVA PHARMACEUTICALS 3.150% 10/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">83</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEVA PHARMACEUTICALS 4.100% 10/01/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TEXTRON INC&#160; &#160; &#160; &#160; &#160; 3.650%&#160; 3/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">116</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
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<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zecb5aad7a76e4b689cbb65c9b8096363" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
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</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">28</font></div>

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<div id="DSPFPageHeader" style="WIDTH: 100%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zd65d9462a0474c34b6e6515b037e4c79" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THERMO FISHER SCIENT 2.950%&#160; 9/19/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THERMO FISHER SCIENT 3.000%&#160; 4/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THOMSON REUTERS CORP 4.300% 11/23/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">127</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TIME WARNER CABLE IN 5.500%&#160; 9/01/41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TIME WARNER ENTMT&#160; &#160; 8.375%&#160; 7/15/33</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">138</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOLEDO EDISON COMPAN 6.150%&#160; 5/15/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TORONTO-DOMINION BAN 1.750%&#160; 7/23/18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">210</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">210</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TORONTO-DOMINION BAN 2.500% 12/14/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">181</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">402</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOYOTA MOTOR CREDIT&#160; 2.100%&#160; 1/17/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">133</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">133</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOYOTA MOTOR CREDIT&#160; 2.800%&#160; 7/13/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">202</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRANS-CANADA PIPELIN 3.125%&#160; 1/15/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">112</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRANS-CANADA PIPELIN 4.875%&#160; 1/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">139</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">156</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRANS-CANADA PIPELIN 6.200% 10/15/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRI-STATE GENERATION 4.250%&#160; 6/01/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">169</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNION CARBIDE CORP&#160;&#160; 7.750% 10/01/96</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">152</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNION ELECTRIC CO&#160; &#160; 2.950%&#160; 6/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNION PACIFIC CORP&#160;&#160; 3.600%&#160; 9/15/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNION PACIFIC CORP&#160;&#160; 4.100%&#160; 9/15/67</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED AIR 2013-1 A&#160; 4.300%&#160; 8/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">128</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">135</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">84</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">85</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED AIR 2016-1 B&#160; 3.650%&#160; 1/07/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">82</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED HEALTHCARE GR 5.800%&#160; 3/15/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITEDHEALTH GROUP&#160;&#160; 1.625%&#160; 3/15/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITEDHEALTH GROUP&#160;&#160; 2.750%&#160; 2/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">84</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">84</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITEDHEALTH GROUP&#160;&#160; 3.100%&#160; 3/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITEDHEALTH GROUP&#160;&#160; 4.625%&#160; 7/15/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">124</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">144</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VALE INCO LTD&#160; &#160; &#160; &#160; 7.200%&#160; 9/15/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VALE OVERSEAS LIMITE 6.250%&#160; 8/10/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VALE OVERSEAS LIMITE 6.875% 11/21/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">160</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">196</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VALERO ENERGY CORP&#160;&#160; 7.500%&#160; 4/15/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VENTAS REALTY LP&#160; &#160;&#160; 3.750%&#160; 5/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">205</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VENTAS REALTY LP&#160; &#160;&#160; 3.850%&#160; 4/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VERIZON COMMUNICATIO 2.946%&#160; 3/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">358</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">360</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VERIZON COMMUNICATIO 4.272%&#160; 1/15/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VERIZON COMMUNICATIO 4.400% 11/01/34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z9a9cb014715c47e89bdfaef496dd6d67" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z1d19c9ff6857420f9111c3572eb72db2" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VERIZON COMMUNICATIO 4.500%&#160; 8/10/33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">832</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">873</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VERIZON COMMUNICATIO 4.812%&#160; 3/15/39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">783</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">819</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VERIZON COMMUNICATIO 5.250%&#160; 3/16/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">111</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VIRGINIA ELEC &amp; POWE 3.500%&#160; 3/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">103</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VIRGINIA ELEC &amp; POWE 3.800%&#160; 9/15/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VMWARE INC&#160; &#160; &#160; &#160; &#160;&#160; 2.950%&#160; 8/21/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">171</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VORNADO REALTY LP&#160; &#160; 3.500%&#160; 1/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR BANK OF AMERICA&#160;&#160; 3.705%&#160; 4/24/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">359</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR CITIGROUP INC&#160; &#160;&#160; 3.668%&#160; 7/24/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">290</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">294</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOLDMAN SACHS GRO 2.905%&#160; 7/24/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">240</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">238</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOLDMAN SACHS GRO 2.908%&#160; 6/05/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">434</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">431</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOLDMAN SACHS GRO 3.272%&#160; 9/29/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">210</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">209</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOLDMAN SACHS GRO 3.691%&#160; 6/05/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">279</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">283</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR JOHNSON CONTROLS&#160; 4.950%&#160; 7/02/64</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR MAGELLAN MIDSTREA 6.400%&#160; 5/01/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">87</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR MANULIFE FINANCIA 4.061%&#160; 2/24/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">141</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR MORGAN STANLEY&#160;&#160; 3.5511%&#160; 7/22/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">222</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">224</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR NORTHERN TRUST CO 3.375%&#160; 5/08/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR TORONTO-DOMINION&#160; 3.625%&#160; 9/15/31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR WESTPAC BANKING&#160;&#160; 4.322% 11/23/31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">124</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">380</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">397</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">125</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">131</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WALT DISNEY COMPANY/ 3.000%&#160; 2/13/26</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">301</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 2.500%&#160; 3/04/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 3.069%&#160; 1/24/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">434</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">437</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 3.300%&#160; 9/09/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">600</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">609</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 3.550%&#160; 9/29/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">513</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 4.100%&#160; 6/03/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 4.300%&#160; 7/22/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">148</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">158</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO &amp; COMPAN 4.900% 11/17/45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">209</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTERN GAS PARTNERS 4.650%&#160; 7/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTERN GAS PARTNERS 5.450%&#160; 4/01/44</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTERN UNION CO/THE 3.600%&#160; 3/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE CHEMICAL CO 3.600%&#160; 7/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">102</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE CHEMICAL CO 4.375% 11/15/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTPAC BANKING CORP 1.600%&#160; 8/19/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WILLIAMS PARTNERS LP 3.900%&#160; 1/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zad3dfb9976f342548b42a596b10e3f37" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z7be4a9911c1c4b998c103650cb9742eb" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 62%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 4%; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 12%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 4%; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 12%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 1%; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WISCONSIN ENERGY COR 3.550%&#160; 6/15/25</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">238</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">243</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WP CAREY INC&#160; &#160; &#160; &#160;&#160; 4.600%&#160; 4/01/24</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">146</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 14px">
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</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="BORDER-TOP-COLOR: ; WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 62%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; ZOETIS INC&#160; &#160; &#160; &#160; &#160;&#160; 3.450% 11/13/20</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 4%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 12%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 4%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 12%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 14px">
<td style="BORDER-TOP-COLOR: ; WIDTH: 5%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 62%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Corporate Debt Instruments</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 4%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 12%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 4%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 12%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">91,782</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Common Stocks</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
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<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ABBVIE INC</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,247</div>
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<tr>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ABIOMED INC</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACADIA HEALTHCARE CO INC</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">783</div>
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<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACCO BRANDS CORP</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACHAOGEN INC</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">215</div>
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<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACI WORLDWIDE INC</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,190</div>
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<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ACTIVISION BLIZZARD INC</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">111</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7,029</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ADOBE SYS INC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">122</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21,391</div>
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<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ADTALEM GLOBAL EDUCATION INC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,699</div>
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<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ADVANCE AUTO PTS INC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,310</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AECOM</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,942</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AERCAP HOLDINGS NV</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">138</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7,250</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AEROJET ROCKETDYNE HOLDINGS IN</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,161</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AFLAC INC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,177</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AIR PRODS &amp; CHEMS INC COM</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,723</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALASKA AIR GROUP INC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,117</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,361</div>
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<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALBEMARLE CORP COM</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
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<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALEXANDRIA REAL ESTATE EQUITIES</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">19</div>
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<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,488</div>
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<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALEXION PHARMACEUTICALS INC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11,844</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALIBABA GROUP HOLDING LTD ADR</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">144</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24,847</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALIGN TECHNOLOGY INC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">593</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLEGHANY CORP DEL NEW</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,784</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLEGIANT TRAVEL CO</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,548</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLEGION PLC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,248</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLERGAN PLC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,230</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLETE INC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,801</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLIANT ENERGY CORPORATION</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,101</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLSCRIPTS HEALTHCARE SOLUTIONS INC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">213</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,110</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLSTATE CORP</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,351</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLY FINANCIAL INC</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,849</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: 5%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 62%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALPHABET INC CL A</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 4%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18,118</div>
</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
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<div>&#160;</div>

<div>&#160;</div>

<div>
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<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
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<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
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<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zf38f272286194f56ab571016f3f454e8" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALPHABET INC CL C</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11,377</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMAZON COM INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">34,071</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMDOCS LIMITED COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,079</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMEDISYS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,151</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMEREN CORPORATION</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,478</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN AIRLS GROUP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">131</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6,852</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.46%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN EXPRESS CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6,189</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">614,654</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN INTERNATIONAL GROUP, INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">56</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,313</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN TOWER CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,894</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.46%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERIPRISE FINL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,712</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMGEN INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,217</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMN HEALTHCARE SERVICES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">921</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANADARKO PETROLEUM CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,634</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ANTHEM INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,375</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">APTARGROUP INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">621</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARCONIC INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">93</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,540</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARES CAP CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,132</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARRAY BIOPHARMA INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">725</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ASSURED GUARANTY LTD USD 1.0</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,277</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ASTRONICS CORP COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">644</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AT &amp; T INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,386</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ATLASSIAN CORP PLC-CLASS A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,502</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AVERY DENNISON CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,745</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AXALTA COATING SYSTEMS LTD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,324</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BAIDU INC ADR</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">17,097</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANC OF CALIFORNIA INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,504</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BANK OF AMERICA CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">508</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14,985</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BEACON ROOFING SUPPLY INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,798</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BELDEN INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,654</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.46%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BERKSHIRE HATHAWAY INC.</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6,144</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BERRY PLASTICS GROUP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,158</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BEST BUY INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,108</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BIO RAD LABS INC CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,735</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BIOGEN INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6,499</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BIOMARIN PHARMACEUTICAL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9,823</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BIOVERATIV INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,138</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BLACK KNIGHT INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,625</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BLOCK H &amp; R INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,033</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BLUEPRINT MEDICINES CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,282</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BNP PARIBAS - ADR</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">77</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,891</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOOZ ALLEN HAMILTON HOLDING CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,794</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z0230c7aa87314fbda45e08536128bffe" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z50da7ce8c4c74b64baaa067357daead2" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BOX INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,915</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BP PLC - ADR</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">257</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10,805</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BRANDYWINE RLTY TR BD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">107</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,950</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BRIGHT HORIZONS FAMILY SOLUTIO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,602</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BRINKS CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,315</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BROADRIDGE FINANCIAL SOLUTIONS</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,083</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BRUNSWICK CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,552</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BURLINGTON STORES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,533</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BWX TECHNOLOGIES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,365</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CABLE ONE INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,268</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CALPINE CORP/NEW</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">154</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,323</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CANADIAN NAT RES LTD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">248</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8,858</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CANTEL MEDICAL CORP.</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,124</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL ONE FINANCIAL CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,919</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARNIVAL CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,099</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARTER HOLDINGS</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,116</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CATO CORP NEW CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">761</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CELGENE CORP COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,443</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CENTENE CORP DEL</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,402</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CENTENNIAL RESOURCE DEVELOPMEN</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,135</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CENTURYLINK, INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">119</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,980</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHARLES RIVER LABORATORIES</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,368</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHEMICAL FINL CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,771</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHIPOTLE MEXICAN GRILL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,451</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHUBB LTD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,801</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CINEMARK HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,419</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CIRCOR INTERNATIONAL INC -WI</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,449</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CISCO SYSTEMS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">185</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7,086</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CIT GROUP INC.</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,028</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CITIGROUP INC.</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">232</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">17,242</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CLEAN HARBORS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,880</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CLOUDERA INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">578</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COCA COLA CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,606</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COGNEX CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">648</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COHERENT INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,821</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLUMBIA SPORTSWEAR CO COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,970</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMCAST CORP CLASS A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,447</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMFORT SYS USA INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,332</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMMSCOPE HOLDING CO INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,517</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONCHO RESOURCES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,826</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONOCOPHILLIPS</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,314</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
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<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">33</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
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</div>

<div id="DSPFPageHeader" style="WIDTH: 100%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="za491fc908207407eb9053382388ca311" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COOPER COS INC COM NEW</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,574</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CORE LABORATORIES N V COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,063</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CORNERSTONE ONDEMAND INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,025</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CORNING INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">144</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,591</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CORPORATE OFFICE PROPERTIES COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,363</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COSTAR GROUP, INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10,474</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COSTCO WHOLESALE CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,764</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CROWN HLDGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,206</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CTS CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,633</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CUBESMART</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">818</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CUBIC CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,818</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CURTISS WRIGHT CORP COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,480</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CVS HEALTH CORPORATION</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,053</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">D R HORTON INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,126</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DAVE &amp; BUSTER'S ENTERTAINMENT</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,224</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DBV TECHNOLOGIES SA-SPON ADR</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">155</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DEERE &amp; CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,146</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DELTA AIR LINES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">112</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6,229</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DELTIC TIMBER CORP COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,326</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DENTSPLY SIRONA INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,311</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DEVON ENERGY CORPORATION</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">132</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,458</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DIAMONDBACK ENERGY INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,832</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DIAMONDROCK HOSPITALITY CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,242</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DICKS SPORTING GOODS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,635</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DIEBOLD INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">971</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DISCOVER FINANCIAL SERVICES</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,208</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DORIAN LPG LTD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">102</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">837</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DOWDUPONT INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,137</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DTE ENERGY CO COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,518</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EAGLE MATLS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,844</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EASTMAN CHEM CO COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6,765</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EATON CORP PLC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,074</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EDGEWELL PERSONAL CARE CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">831</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EDUCATION REALTY TRUST INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,889</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EDWARDS LIFESCIENCES CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7,552</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ELBIT SYS LTD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">626</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ELF BEAUTY INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,185</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ELLIE MAE INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">953</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGIZER SPINCO INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,679</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENVESTNET INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">939</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENVISION HEALTHCARE CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,981</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z6144c8c01c4d46b6ac7f3338ad61c1b7" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zdf286f4d58db44898adbc5523b86bb6a" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EPAM SYSTEMS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,171</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EQUINIX INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,870</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ERA GROUP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">616</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ESCO TECHNOLOGIES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,092</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ESSENDANT INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">575</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ETSY INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">819</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EURONET WORLDWIDE INC.</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,524</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EVEREST RE GROUP LTD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,907</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EVOQUA WATER TECHNOLOGIES CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,250</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXELIXIS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,205</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXPRESS SCRIPTS HOLDING CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,389</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FACEBOOK INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">176</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31,104</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FASTENAL CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,516</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FCB FINANCIAL HOLDINGS, INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,338</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIFTH THIRD BANCORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">97</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,952</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST DATA CORP- CLASS A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">181</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,019</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST MIDWEST BANCORP INC DEL</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">99</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,378</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST SOURCE CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,420</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLEXION THERAPEUTICS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,088</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLIR SYS INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,089</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLOOR &amp; DECOR HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,363</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORD MOTOR COMPANY</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">212</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,647</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORRESTER RESEARCH INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,940</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FORWARD AIR CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,736</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FREDS INC CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">78</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">316</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FTI CONSULTING INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,870</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GALLAGHER ARTHUR J &amp; CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,473</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GAMING AND LEISURE PROPE-W/I</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,232</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GARTNER INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,758</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GATX CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,992</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL ELECTRIC CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">132</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,298</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MILLS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,988</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">231</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9,451</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENESEE &amp; WYOMING INC-CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,417</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENPACT LTD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,111</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GIBRALTAR INDS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,184</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GILEAD SCIENCES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,614</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GLOBAL PMTS INC W/I</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,706</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOODYEAR TIRE &amp; RUBR CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,870</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GRAND CANYON EDUCATION INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">913</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GREAT WESTERN BANCORP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">87</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,482</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zaf6c0b3294a24415ad61ca3ede061fa3" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z8dc7994219634ce9b77a4881885e540f" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GREIF INC-CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,036</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GUIDEWIRE SOFTWARE INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">965</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HAEMONETICS CORP MASS</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,972</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HANCOCK HOLDING CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">69</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,412</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HANESBRANDS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">189</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,942</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HARTFORD FINANCIAL SERVICES GROUP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,846</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HCA HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,129</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HEALTHSOUTH REHABILITATION CORPORAT</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,260</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HELEN OF TROY LIMITED</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,584</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HELMERICH &amp; PAYNE INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">84</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,430</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HENRY JACK &amp; ASSOC INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,930</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HIGHWOODS PPTYS INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,121</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HILL ROM HLDGS</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,703</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HILTON GRAND VACATIONS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,986</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HOLLYFRONTIER CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,017</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HOLOGIC INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,854</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HOME BANCSHARES INC/CONWAY AR</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">121</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,810</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HOME DEPOT INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,691</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HORIZON PHARMA PLC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">175</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,549</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUBBELL INCORPORATED</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,121</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUDSON PACIFIC PROPERTIES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,939</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HUNTINGTON INGALLS INDUSTRIES</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,650</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HURON CONSULTING GROUP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,919</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ICF INTERNATIONAL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,295</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ICU MED INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,678</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">IDACORP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,213</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">IGNYTA INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">648</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ILLUMINA INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">58</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">12,674</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">IMAX CORP COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">949</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INC RESEARCH HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,134</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INCYTE CORPORATION, INC.</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">94</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8,855</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INGREDION INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,650</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INSULET CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,438</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTEL CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,446</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTERFACE INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">563</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTERNATIONAL BANCSHARES CRP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,526</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">INTERNATIONAL GAME TECHNOLOG</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,100</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">IQVIA HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,536</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ITT INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,281</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">J &amp; J SNACK FOODS CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,852</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">J2 GLOBAL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,974</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="za48d664a21174b6dae1da6325d8fcec3" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zffb533c6bffb4cbfa2704ed3bc23f338" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JAZZ PHARMACEUTICALS PLC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,220</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JETBLUE AWYS CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,481</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JOHN BEAN TECHNOLOGIES CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,518</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.67%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JPMORGAN CHASE &amp; CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9,412</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">K2M GROUP HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">544</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KAPSTONE PAPER AND PACKAGING C</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,106</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KELLOGG CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,760</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KEMPER CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,917</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KEYSIGHT TECHNOLOGIES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,681</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KINDER MORGAN INC/DELAWARE</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">160</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,886</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KNIGHT-SWIFT TRANSPORTATION</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">896</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KOHLS CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,270</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LAM RESEARCH CORP COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,264</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LAMB WESTON HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,306</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LANDSTAR SYS INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">729</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LAUREATE EDUCATION INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">679</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LEAR CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,152</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LEGGETT &amp; PLATT INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,356</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LENNOX INTERNATIONAL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,125</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LINCOLN NATL CORP IND</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,114</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LITTELFUSE INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,267</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOEWS CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,727</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOGMEIN INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,598</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOXO ONCOLOGY INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,413</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LUXFER HOLDINGS PLC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">104</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,641</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LYONDELLBASELL INDU-CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,976</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MACQUARIE INFRASTRUCTURE CORPORATION</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,069</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MACY'S INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,756</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MAGNA INTL INC CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">82</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,625</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MALLINCKRODT PLC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">942</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARATHON PETROLEUM CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,930</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MASONITE INTERNATIONAL CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,748</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MASTERCARD INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,830</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MATADOR RESOURCES CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">831</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MATCH GROUP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,219</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MATTHEWS INTL CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,912</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MB FINANCIAL BANK</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,408</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MCKESSON CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,776</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MEDNAX INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">989</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MERCADOLIBRE INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,935</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MERCURY SYSTEMS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,434</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z68ac8b2db9c14ac4ac125a6f71948f5e" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">37</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
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</div>

<div id="DSPFPageHeader" style="WIDTH: 100%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zbb3cb32c4d8a496283f07b9caed289c0" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">METHODE ELECTRON INC COMMON</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,371</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICRON TECHNOLOGY INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">218</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8,952</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MICROSEMI CORP COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,524</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MIDDLEBY CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,454</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MISTRAS GROUP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">74</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,733</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MKS INSTRS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,671</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MOLSON COORS BREWING CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,439</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MONSTER BEVERAGE CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">232</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14,710</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
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<td style="WIDTH: 66.46%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MORGAN STANLEY</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,117</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MUELLER INDS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">77</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,737</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MULESOFT INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,268</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MYLAN N V</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,769</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MYOKARDIA INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">390</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONAL BEVERAGE CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,345</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONAL INSTRS CORP COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,129</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATUS MEDICAL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,004</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NAVIGANT CONSULTING CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">974</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NCR CORPORATION COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,453</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEENAH, INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,657</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NETFLIX INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16,892</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEUROCRINE BIOSCIENCES INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,002</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEW JERSEY RES CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">889</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEXTERA ENERGY INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,983</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NICE LTD - SPON ADR</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,314</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NOMAD FOODS LTD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">68</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,143</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORDSON CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,710</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORFOLK SOUTHERN CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,942</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORTHWEST BANCSHARES INC/MD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">133</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,219</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NORWEGIAN CRUISE LINE HOLDING</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,416</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NOVANTA INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,080</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCCIDENTAL PETE CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,911</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCEANEERING INTL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,338</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OLD DOMINION FREIGHT LINES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">658</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ON SEMICONDUCTOR CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,359</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEMAIN HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,082</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ORION ENGINEERED CARBONS SA</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">103</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,648</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OSI SYS INC @CORP COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,893</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OWENS CORNING INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,379</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACWEST BANCORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,663</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PALO ALTO NETWORKS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10,189</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PAPA JOHNS INTL INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">881</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z8ecc6b199616401eafc6e1961c90f1d1" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">38</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
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</div>

<div id="DSPFPageHeader" style="WIDTH: 100%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="za7a56e067dc94e7a9948b3318155d521" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PARSLEY ENERGY INC-CLASS A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,159</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PAYLOCITY HOLDING CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,768</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PAYPAL HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,560</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PENTAIR PLC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,407</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PEPSICO INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,470</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PERFORMANCE FOOD GROUP CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,208</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PERKINELMER, INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,235</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PFIZER INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">172</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6,227</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PG&amp;E CORP COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,645</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PHILLIPS 66</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,923</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PHYSICIANS REALTY TRUST</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,360</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PLANET FITNESS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,029</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">POLYONE CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,212</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">POST HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,212</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PPL CORPORATION</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,907</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PREMIER INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,098</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRIMORIS SERVIES CORPORATION</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,153</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROASSURANCE CORPORATION</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,903</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROCTER &amp; GAMBLE CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,720</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROOFPOINT INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,552</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRUDENTIAL FINL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,369</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PULTE GRP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,573</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PUMA BIOTECHNOLOGY INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">682</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">QUALCOMM INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,503</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RADIAN GROUP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">135</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,788</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RADIUS HEALTH INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">759</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RAMCO-GERSHENSON PPTYS TR COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">165</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,432</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RAYMOND JAMES FINL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,591</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RAYTHEON COMPANY</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,972</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REGENERON PHARMACEUTICALS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9,437</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REGIONS FINL CORP NEW</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">203</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,511</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REINSURANCE GROUP AMER CLASS A NEW</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,143</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RELIANCE STL &amp; ALUM CO COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,366</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RENAISSANCERE HOLDINGS COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">13</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,595</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RENASANT CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,568</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REPLIGEN CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,379</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REPUBLIC SERVICES INC CL A COMM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,967</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RESOLUTE ENERGY CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,428</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ROYAL CARRIBEAN CRUISE</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">966</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RPM INTERNATIONAL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,081</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RSP PERMIAN INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">98</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,976</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z8afdf0184b334d46abc97ca7d5a4ab93" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z7518d8be103a48fe98882a2e1191d898" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">S&amp;P GLOBAL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,914</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SALESFORCE COM INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">282</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28,816</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER CONSUMER USA HOLDING</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">189</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,521</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SCANSOURCE INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,007</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SCHLUMBERGER LTD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">69</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,636</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SCHWAB CHARLES CORP NEW</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">293</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15,062</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SCORPIO TANKERS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">371</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,131</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SEACOR HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,391</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SEACOR MARINE HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">557</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SEMPRA ENERGY COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,203</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SENSIENT TECHNOLOGIES CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,104</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SERVICEMASTER GLOBAL HOLDINGS</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,256</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SERVICENOW INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">176</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22,962</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHIRE PLC ADR</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,660</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SIGNATURE BANK</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,441</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SITEONE LANDSCAPE SUPPLY INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,081</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SIX FLAGS ENTERTAINMENT CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,780</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SLM CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">144</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,623</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SMART &amp; FINAL STORES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,709</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SMITH A O CORP CL B</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,606</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOLAR CAPITAL LTD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,082</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SOUTH STATE CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,318</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SPIRE INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,168</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SPIRIT AEROSYTSEMS HOLD-CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,153</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SPIRIT AIRLINES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,453</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SPLUNK INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">151</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">12,496</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STAG INDUSTRIAL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,161</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STARBUCKS CORP COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">172</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9,856</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STATE STREET CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,942</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STEELCASE INC CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,314</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">STERIS PLC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,257</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUMMIT HOTEL PROPERTIES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">97</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,470</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SUMMIT MATERIALS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">59</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,863</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SURGERY PARTNERS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">605</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SWITCH INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">980</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SYNCHRONY FINANCIAL</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">181</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7,019</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TAKE-TWO INTERACTIVE SOFTWARE</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,499</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TARGET CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,923</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TELEFLEX INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,361</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TERADYNE INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,272</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TESARO INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,231</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z038328da70e042fbadeedab7c2803bfe" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zd0c7145ce9f24104b5ff89c7407c930a" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THE PRICELINE GROUP INC.</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16,792</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THE SCOTTS MIRACLE-GRO COMPANY CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,519</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">THERMON GROUP HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">94</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,233</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TIVITY HEALTH INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">798</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TOTAL SYS SVCS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,720</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRANSUNION</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">123</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6,733</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRAVELERS COMPANIES, INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,957</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRI POINTE HOMES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">124</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,218</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TRIMAS CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">137</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,661</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TUPPERWARE BRANDS CORPORATION</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,176</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TWENTY FIRST CENTURY FOX INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,906</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TWO HARBORS INVESTMENT CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,477</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TYLER TECHNOLOGIES INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,071</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UGI CORP NEW COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,119</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ULTA BEAUTY, INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">872</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ULTIMATE SOFTWARE GROUP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,015</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNION BANKSHARES CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">923</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED CONTINENTAL HOLDINGS, INC.</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">84</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,702</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED TECHNOLOGIES CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,912</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED THERAPEUTICS CORP DEL</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,628</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNIVAR INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,200</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNIVERSAL DISPLAY CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,972</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US BANCORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,577</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VAIL RESORTS INC COM</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,783</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VALERO ENERGY CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,266</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VANTIV INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,522</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VISA INC-CLASS A SHRS</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">307</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35,045</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VOYA FINANCIAL INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,375</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VULCAN MATERIALS COMPANY</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">12</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,584</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WABCO HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">890</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WAGEWORKS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,393</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WALMART INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,802</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WALT DISNEY CO</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,763</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WATSCO INC CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,071</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WAYFAIR INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">883</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WEBSTER FINL CORP WATERBURY CONN</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,645</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLCARE HEALTH PLANS, INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">877</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WEST PHARMACEUTICAL SVCS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,933</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTAR ENERGY INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">732</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTERN ALLIANCE BANCORPORATION</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,950</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTERN DIGITAL CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,330</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z86cb1e068e4d4b24afbe5fcbded21396" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">41</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
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</div>

<div id="DSPFPageHeader" style="WIDTH: 100%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z8bbd517930704705b97604b0d65c7bb0" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WEX INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6,193</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WGL HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,241</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WHITE MTNS INS GROUP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,256</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WIDEOPENWEST INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">634</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WINGSTOP INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">829</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WINTRUST FINL CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,801</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WISDOMTREE INVESTMENTS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">112</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,399</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WNS HOLDINGS LTD ADR</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">111</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,446</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WOODWARD INC.</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,783</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">XEROX CORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">101</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,951</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">XL GROUP LTD</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,923</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ZAYO GROUP HOLDINGS INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,435</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ZEBRA TECHNOLOGIES CORP CL A</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,083</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ZIMMER BIOMET HOLDINGS, INC</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,689</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ZIONS BANCORP</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,730</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap"></td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; ZOETIS INC</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,147</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Common Stocks</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,074,740</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 61.99%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US Government and Agency Obligations</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">604</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">622</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #465787&#160; &#160; 3.880%&#160; 8/01/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">884</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">913</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #467725&#160; &#160; 3.600%&#160; 4/01/18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">273</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">273</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #467757&#160; &#160; 4.330%&#160; 4/01/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">271</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">287</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #468066&#160; &#160; 4.295%&#160; 6/01/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,216</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,288</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #468542&#160; &#160; 4.500%&#160; 8/01/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">535</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #958500&#160; &#160; 5.010%&#160; 4/01/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">953</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">982</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM6602&#160; &#160; 2.630%&#160; 9/01/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,513</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM7514&#160; &#160; 3.070%&#160; 2/01/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,900</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,961</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM7619&#160; &#160; 2.940%&#160; 1/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,913</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,939</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM8141&#160; &#160; 2.780%&#160; 3/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">293</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">292</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM8572&#160; &#160; 2.750%&#160; 4/01/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,804</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,842</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM8856&#160; &#160; 2.920%&#160; 6/01/30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,800</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,785</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM8993&#160; &#160; 2.720%&#160; 5/01/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,913</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,953</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9014&#160; &#160; 3.200%&#160; 6/01/30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,000</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,073</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9169&#160; &#160; 3.080%&#160; 6/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,090</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,129</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9320&#160; &#160; 3.300%&#160; 7/01/30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,579</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,642</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9333&#160; &#160; 3.080% 11/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,346</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,375</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9335&#160; &#160; 3.060%&#160; 8/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">930</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">949</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9336&#160; &#160; 3.080% 11/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,691</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,748</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9397&#160; &#160; 2.960%&#160; 6/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,511</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,554</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9432&#160; &#160; 3.120% 12/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,931</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,976</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z879be85f50d645f08d2b693875ea772f" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z3305d1e17de14eb08e9dac4ec21a2be1" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9466&#160; &#160; 3.150%&#160; 2/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,404</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,437</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9567&#160; &#160; 2.970%&#160; 7/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,456</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,488</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9573&#160; &#160; 3.220%&#160; 4/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,077</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,130</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9615&#160; &#160; 2.680%&#160; 9/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,420</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,441</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9633&#160; &#160; 3.380%&#160; 5/01/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,260</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,301</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9642&#160; &#160; 2.590%&#160; 1/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,542</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,545</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9658&#160; &#160; 2.820%&#160; 1/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,450</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,465</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AM9686&#160; &#160; 2.550%&#160; 4/01/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,929</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,930</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AN0193&#160; &#160; 3.000%&#160; 8/01/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">582</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">592</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AN4975&#160; &#160; 3.210%&#160; 3/01/29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,537</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AN5935&#160; &#160; 3.130%&#160; 7/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">994</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,015</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AN6026&#160; &#160; 2.980%&#160; 6/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">770</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">777</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA POOL #AN6850&#160; &#160; 3.220%&#160; 9/01/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,015</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA POOL #784044&#160; &#160; 4.990% 11/20/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,474</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,681</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,626</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,706</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RFCSP STRIP PRINCIPAL&#160; &#160; &#160; &#160; 1/15/30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">352</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">191</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">194</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">229</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TVA PRIN STRIP&#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; 6/15/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">285</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,166</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 2/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,211</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 2/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,097</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 2/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,784</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 2/15/30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">952</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">920</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">897</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,450</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,344</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,035</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,195</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,940</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,800</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,408</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,763</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">770</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 5/15/30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,050</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,494</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 8/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">800</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">760</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 8/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">927</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 8/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">205</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160; &#160; 8/15/29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">750</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">557</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160;&#160; 11/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,966</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160;&#160; 11/15/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,896</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">U S TREASURY SEC STRIPPED&#160;&#160; 11/15/29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,750</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,291</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREAS SEC STRIPPED</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,600</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,988</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREAS SEC STRIPPED&#160; &#160; &#160; &#160; 5/15/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">176</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z646450f340354784a128d030fde2e8c5" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">43</font></div>

<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
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<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zb184d5cd80ea4038b4284dfac66c6b6b" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">900</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">600</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREAS SEC STRIPPED&#160; &#160; &#160;&#160; 11/15/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,000</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,863</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,550</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,112</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">675</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREAS SEC STRIPPED&#160; &#160; &#160;&#160; 11/15/33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">900</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">591</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND&#160; &#160;&#160; 2.750% 11/15/42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">240</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">242</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND&#160; &#160;&#160; 3.125%&#160; 2/15/43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,000</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,149</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,599</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND&#160; &#160;&#160; 3.625%&#160; 8/15/43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,684</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND&#160; &#160;&#160; 3.750% 11/15/43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">477</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,205</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">381</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">516</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">680</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">880</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,680</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,195</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY BOND&#160; &#160;&#160; 6.000%&#160; 2/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">368</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">467</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160; &#160; &#160; &#160; &#160;&#160; 2/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,450</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,354</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,475</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,800</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,791</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">195</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,488</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY NOTE&#160; &#160;&#160; 1.750% 11/30/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">394</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">700</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">695</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,107</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,545</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,700</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,763</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,569</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,628</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">US TREASURY SEC STRIPPED</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7,600</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,236</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; VR FNMA POOL #AL7395 5.591%&#160; 9/01/55</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,978</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,230</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total U.S. Government and Agency Obligations</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">167,456</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 66.16%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Common/Collective Trusts</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.16%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLUMBIA TRUST GOV MONEY MKT FUND</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20,317</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">20,317</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.16%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLUMBIA TRUST STABLE GOVT FUND</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">213</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6,040</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.16%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIAM GRP TR FOR/CORE PLUS COMMINGLE</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,244</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">86,789</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LOOMIS SAYLES CORE PLUS FULL DISC TR</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">86,746</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MSIM/INTERNATIONAL EQUITY II TRUST</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7,344</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">247,854</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEUBERGER BERMA/EMERGING MKTS EQUIT</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,221</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57,786</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 66.16%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VANGUARD EMPLOYEE BENEFIT INDEX #528</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,618</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">806,203</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zb192b65a2b8b452daf3fb9307067f532" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z8045d46ad5534eb69c7d8faa9c7a8b47" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Common/Collective Trusts</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,311,735</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 66.67%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Mutual Funds</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN FUNDS EUROPAC GRTH R6 #2616</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,036</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">282,714</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DFA EMERGING MARKETS VALUE FD #5095</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,626</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50,767</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DFA INTL SMALL CAP VALUE PT #5066</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,092</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71,013</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.67%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VANGUARD EXT MKT INDX-INST+ #1860</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">813</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">170,024</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.67%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VANGUARD TOT BD MKT IDX-INST #222</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,941</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63,863</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 66.67%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VANGUARD TOTAL INT ST IDX-IS #1869</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">669</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">81,683</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Mutual Funds</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">720,064</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 66.67%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Self-Directed Brokerage Accounts</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CASH EQUIVALENTS</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15,787</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMMON STOCK</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10,341</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; MUTUAL FUNDS</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">121,185</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Self-Directed Brokerage Accounts</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">147,313</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 66.67%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 14px">
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Other Investments</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BACKGROUND-COLOR: #cceeff"><u>Asset-Backed Securities</u></font></div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLY AUTO RECEIVABLE 1.470%&#160; 4/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">225</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">224</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ALLY AUTO RECEIVABLE 2.930% 11/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">313</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">310</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 1.500%&#160; 6/12/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">79</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 1.700% 11/12/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 1.840%&#160; 7/13/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">612</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">612</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 2.860%&#160; 6/12/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">582</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">582</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 2.880%&#160; 3/13/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">370</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">369</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 2.910%&#160; 2/13/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">174</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">174</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN CREDIT ACCE 6.090%&#160; 5/12/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">209</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN HOMES 4 REN 3.467%&#160; 4/17/52</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">381</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">389</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN HOMES 4 REN 3.678% 12/17/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">709</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">735</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN HOMES 4 REN 3.786% 10/17/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">473</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">492</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN HOMES 4 REN 4.407%&#160; 4/17/52</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">720</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">744</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN HOMES 4 REN 5.639%&#160; 4/17/52</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">163</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICAN HOMES 4 REN 6.070% 10/17/45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">142</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">158</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICREDIT AUTOMOBI 1.700%&#160; 7/08/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">292</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">292</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICREDIT AUTOMOBI 1.810% 10/08/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">192</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">192</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICREDIT AUTOMOBI 1.870%&#160; 8/18/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">184</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">183</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICREDIT AUTOMOBI 2.690%&#160; 6/19/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">341</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">340</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICREDIT AUTOMOBI 2.710%&#160; 8/18/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">154</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">154</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICREDIT AUTOMOBI 2.970%&#160; 3/20/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">871</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">876</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="ze148e6a35e934e249f7895f8c2f8d95c" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z5618b3ada47e4246b66b2749a801d424" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICREDIT AUTOMOBI 3.080% 12/18/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,699</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,692</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMERICREDIT AUTOMOBI 3.130%&#160; 1/18/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">347</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">347</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARCADIA RECEIVABLES&#160; 3.250%&#160; 6/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">413</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">414</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ASCENTIUM EQUIPMENT&#160; 2.290%&#160; 6/10/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">244</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">243</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ASCENTIUM EQUIPMENT&#160; 2.850% 10/10/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">550</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">545</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AXIS EQUIPMENT FINAN 2.210% 11/20/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">255</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">254</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">B2R MORTGAGE TRUST&#160;&#160; 3.336% 11/15/48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">370</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">374</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">BCC FUNDING CORP&#160; &#160;&#160; 2.200% 12/20/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">191</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">190</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CABELA'S MASTER CRED 2.250%&#160; 7/17/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">185</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">185</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CALIFORNIA REPUBLIC&#160; 1.890%&#160; 5/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">246</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">246</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAMILLO 2016-SFR1&#160; &#160; 5.000% 12/05/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">374</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">374</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL AUTO RECEIVA 1.620%&#160; 3/20/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CAPITAL AUTO RECEIVA 3.150%&#160; 2/20/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">427</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">424</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARMAX AUTO OWNER TR 2.200%&#160; 6/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">492</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARMAX AUTO OWNER TR 2.600%&#160; 2/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">211</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">209</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARMAX AUTO OWNER TR 2.700% 10/16/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">171</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARMAX AUTO OWNER TR 3.390% 10/16/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">299</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARNOW AUTO RECEIVAB 2.260%&#160; 5/15/19</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CARNOW AUTO RECEIVAB 2.920%&#160; 9/15/22</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">507</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">507</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CHRYSLER CAPITAL AUT 1.640%&#160; 7/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">307</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">306</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CIG AUTO RECEIVABLES 2.710%&#160; 5/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">216</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">216</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">37</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLONY AMERICAN FINA 2.544%&#160; 6/15/48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">456</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">452</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLONY AMERICAN FINA 2.554% 11/15/48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">186</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">184</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLONY AMERICAN FINA 2.896% 10/15/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">374</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">375</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMM MORTGAGE TRUST&#160; 3.047% 10/10/46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">404</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COMM MORTGAGE TRUST&#160; 3.759%&#160; 8/10/48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">313</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">328</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONTINENTAL CREDIT&#160;&#160; 4.560%&#160; 1/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">151</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">151</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">137</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">137</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CPS AUTO TRUST&#160; &#160; &#160;&#160; 1.870%&#160; 3/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">218</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">218</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CPS AUTO TRUST&#160; &#160; &#160;&#160; 2.860%&#160; 6/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">387</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">384</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CPS AUTO TRUST&#160; &#160; &#160;&#160; 2.920%&#160; 2/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">288</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">287</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CPS AUTO TRUST&#160; &#160; &#160;&#160; 3.010% 10/17/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">554</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">550</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">341</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">343</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CPS AUTO TRUST&#160; &#160; &#160;&#160; 3.790%&#160; 6/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">396</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">395</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CREDIT ACCEPTANCE AU 2.400%&#160; 2/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">416</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">416</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z0fcb5fa990f740998a014a664b9d690c" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z24cf360a849744b3acbb943189320627" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CREDIT ACCEPTANCE AU 2.560% 10/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">386</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">385</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CREDIT ACCEPTANCE AU 3.350%&#160; 6/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">354</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CREDIT ACCEPTANCE AU 3.480%&#160; 2/17/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">318</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">319</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CREDIT ACCEPTANCE AU 3.480% 10/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">682</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">677</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">322</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">321</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DELL EQUIPMENT FINAN 2.730% 10/24/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">336</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">334</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DELL EQUIPMENT FINAN 2.950%&#160; 4/22/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">277</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">278</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 2.200%&#160; 5/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">145</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">145</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 2.560%&#160; 6/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">58</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">58</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 2.610%&#160; 8/16/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">266</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">266</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 2.750%&#160; 9/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">347</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">347</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 2.800%&#160; 7/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">346</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">346</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 2.840%&#160; 4/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">611</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">614</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 2.980%&#160; 1/18/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">291</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">293</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 3.170%&#160; 5/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 3.910%&#160; 5/17/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">388</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">391</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DRIVE AUTO RECEIVABL 4.180%&#160; 3/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">220</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">226</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">195</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">195</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 2.440%&#160; 2/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">610</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">611</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">154</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">154</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 2.700% 11/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">280</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">279</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 2.860%&#160; 7/17/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">342</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">342</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 3.030%&#160; 1/17/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">921</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">921</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 3.470%&#160; 7/17/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">630</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">628</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 3.550% 11/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">188</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">188</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DT AUTO OWNER TRUST&#160; 3.580%&#160; 5/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">345</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">345</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENGS COMMERCIAL FINA 2.470%&#160; 2/22/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">206</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">205</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 2.210%&#160; 7/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 2.800%&#160; 7/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 2.820%&#160; 5/16/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">772</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">770</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 2.840%&#160; 8/16/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">123</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">123</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 3.000% 12/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">265</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">266</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 3.590%&#160; 8/16/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">627</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">630</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 3.640%&#160; 2/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">171</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">EXETER AUTOMOBILE RE 3.680%&#160; 7/17/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">548</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">548</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FANNIEMAE-ACES&#160; &#160; &#160;&#160; 2.980%&#160; 9/25/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">733</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">725</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,495</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">493</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">509</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">109</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">116</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED HOME LN MTG CORP 6.000% 11/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">53</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z90249ee4375247ffb0bf0de68da8197d" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z77a540867d3541b6af7023f7000d2395" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED HOME LN MTG CORP 6.250% 10/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">243</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">260</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FED HOME LN MTG CORP 7.000% 12/15/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">193</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">222</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">595</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">599</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">829</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">925</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">89</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC MULTIFAMILY ST 2.597%&#160; 9/25/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">299</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC MULTIFAMILY ST 2.811%&#160; 9/25/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">591</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">596</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC MULTIFAMILY ST 2.982% 11/25/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">700</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">711</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 1.530% 11/16/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">68</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">68</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 1.670% 11/16/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 1.870% 11/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">431</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">429</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 2.210%&#160; 7/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">248</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 2.650% 11/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 3.000%&#160; 1/16/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">398</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 3.000%&#160; 8/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">600</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">595</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 3.440%&#160; 3/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">439</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">437</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FIRST INVESTORS AUTO 3.600%&#160; 4/17/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">278</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">277</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AU 0.20417%&#160; 3/16/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">521</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">521</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AU 0.27222%&#160; 2/16/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">608</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">607</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 1.850%&#160; 7/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">364</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">363</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.100% 11/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.280%&#160; 5/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.380% 10/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">237</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">237</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.410% 10/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">440</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">438</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.530% 12/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">158</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">158</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.710% 11/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">169</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.910%&#160; 9/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">384</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">383</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.920% 11/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">227</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">226</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 2.960%&#160; 7/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">420</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">420</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 3.580%&#160; 1/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">129</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 3.840%&#160; 9/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 6.220%&#160; 6/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">370</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FLAGSHIP CREDIT AUTO 6.220%&#160; 9/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">211</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GLS AUTO RECEIVABLES 2.250% 12/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GLS AUTO RECEIVABLES 2.670%&#160; 4/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,057</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,057</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GLS AUTO RECEIVABLES 2.730% 10/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">73</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GLS AUTO RECEIVABLES 4.390%&#160; 1/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">122</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GLS AUTO RECEIVABLES 6.900% 10/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">211</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GM FINANCIAL AUTOMOB 2.260%&#160; 8/20/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">230</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">230</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GM FINANCIAL AUTOMOB 2.480%&#160; 8/20/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">294</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">294</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zaca053cd92fa45ad830e5bd9ffe21eb2" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z3b5b98dcd4a749059ababff21ca214c9" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GO FINANCIAL AUTO SE 4.800%&#160; 8/17/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">80</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOODGREEN TRUST&#160; &#160; &#160; 3.260% 10/15/53</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">791</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">785</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GOODGREEN TRUST&#160; &#160; &#160; 3.740% 10/15/52</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">262</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">260</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,375</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,494</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">326</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">925</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">913</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HERO FUNDING TRUST&#160;&#160; 3.950%&#160; 9/20/48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">947</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">976</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HERO FUNDING TRUST&#160;&#160; 4.070%&#160; 9/20/48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">183</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">187</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HERO FUNDING TRUST&#160;&#160; 4.460%&#160; 9/20/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">913</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">941</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HILTON GRAND VACATIO 2.660% 12/27/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">310</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">308</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">JP MORGAN CHASE COM&#160; 3.616% 11/15/43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">56</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KABBAGE FUNDING LLC&#160; 4.571%&#160; 3/15/22</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,100</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,124</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
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<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">KABBAGE FUNDING LLC&#160; 5.794%&#160; 3/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">360</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">371</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LENDINGCLUB ISSUANCE 3.000%&#160; 1/17/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">303</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">304</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LENDMARK FUNDING TRU 2.800%&#160; 5/20/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">347</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">346</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LENDMARK FUNDING TRU 2.830%&#160; 1/22/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">415</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">414</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LENDMARK FUNDING TRU 4.820%&#160; 8/21/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">171</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">173</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARINER FINANCE ISSU 3.620%&#160; 2/20/29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">615</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">618</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARLETTE FUNDING TRU 2.360% 12/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">472</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">471</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARLETTE FUNDING TRU 2.390%&#160; 7/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">635</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">635</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MARLETTE FUNDING TRU 2.827%&#160; 3/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">650</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">652</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MURRAY HILL MARKETPL 4.190% 11/25/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONSTAR HECM LOA 2.0125%&#160; 8/25/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">57</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NATIONSTAR HECM LOA 2.2394%&#160; 6/25/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEW RESIDENTIAL ADV 2.5751% 10/15/49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">990</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEW RESIDENTIAL ADV 2.7511%&#160; 6/15/49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">114</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEW RESIDENTIAL ADV 3.0199% 10/15/49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">357</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">355</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">NEXTGEAR FLOORPLAN&#160;&#160; 2.540%&#160; 4/18/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">462</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">461</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCWEN MASTER ADVANC 2.5207%&#160; 8/17/48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">452</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">452</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCWEN MASTER ADVANC 3.5358%&#160; 9/15/48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">999</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">999</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OCWEN MASTER ADVANC 4.2462%&#160; 8/17/48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">263</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">261</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEMAIN DIRECT AUTO&#160; 2.040%&#160; 1/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEMAIN DIRECT AUTO&#160; 3.420% 10/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">301</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEMAIN FINANCIAL IS 2.470%&#160; 9/18/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ONEMAIN FINANCIAL IS 2.570%&#160; 7/18/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">223</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">223</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">387</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">390</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">OPORTUN FUNDING LLC&#160; 3.220% 10/10/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">387</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">385</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS RESIDENTIAL 2.740%&#160; 6/12/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">143</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">143</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS RESIDENTIAL 2.768%&#160; 8/17/34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">198</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS RESIDENTIAL 3.067% 11/12/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,047</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,052</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS RESIDENTIAL 3.138%&#160; 6/12/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">820</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">819</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z9bf2cc8a162942378ea9c5733d5d52ef" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="ze1a8f1c80d9e46a59b557350505a710f" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS RESIDENTIAL 3.196% 12/17/34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">526</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">522</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS RESIDENTIAL 3.595% 12/17/34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">137</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">136</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS RESIDENTIAL 4.261%&#160; 8/17/34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">453</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">455</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROGRESS RESIDENTIAL 4.673% 11/12/32</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">103</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROSPER MARKETPLACE&#160; 2.410%&#160; 9/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">434</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">435</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PROSPER MARKETPLACE&#160; 3.740% 11/15/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">344</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">344</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RENEW 2017-1&#160; &#160; &#160;&#160; 1.67064%&#160; 9/28/52</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">362</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">358</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RENEW FINANCIAL&#160; &#160; &#160; 3.220%&#160; 9/22/53</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">323</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">323</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">RICE PARK FINANCING&#160; 4.625% 10/31/41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">603</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">603</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER DRIVE AUTO 2.580%&#160; 5/16/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">374</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">373</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER DRIVE AUTO 2.790%&#160; 8/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,053</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,056</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER DRIVE AUTO 2.930% 12/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">295</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">295</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER DRIVE AUTO 3.170%&#160; 4/17/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">596</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">599</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SIERRA AUTO RECEIVAB 2.850%&#160; 1/18/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SPS SERVICER ADVANCE 2.530% 11/16/48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">800</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">793</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED AUTO CREDIT&#160;&#160; 2.400% 11/12/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,065</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,062</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VENDEE MORTGAGE TRUS 5.000%&#160; 5/15/33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">760</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">822</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VEROS AUTO RECEIVABL 2.840%&#160; 4/17/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">303</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">302</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VNO MORTGAGE TRUST&#160;&#160; 3.808% 12/13/29</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">500</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">515</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR CAM MORTGAGE TR&#160;&#160; 3.220%&#160; 8/01/57</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">199</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">199</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FANNIEMAE-ACES&#160; &#160; 2.321% 11/25/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">491</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">491</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FANNIEMAE-ACES&#160; &#160; 2.486% 12/25/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">915</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">889</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,752</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,773</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FANNIEMAE-ACES&#160; &#160; 3.061%&#160; 5/25/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,480</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,498</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FANNIEMAE-ACES&#160; &#160; 3.079%&#160; 6/25/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">822</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">836</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,577</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,623</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FED HOME LN MTG&#160;&#160; 1.937%&#160; 2/15/43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">295</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">292</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FED HOME LN MTG&#160;&#160; 2.007%&#160; 9/15/36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FED NATL MTG AS 3.44886%&#160; 4/25/44</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">112</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">118</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FED NATL MTG ASSN 2.170%&#160; 9/25/41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">214</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">216</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FHLMC MULTIFAMI 2.12772%&#160; 9/25/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">447</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">444</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FHLMC MULTIFAMILY 3.284%&#160; 6/25/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,000</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,037</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FHLMC MULTIFAMILY 3.364% 12/25/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">680</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">701</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FREMF MORTGAGE&#160; 3.55761%&#160; 6/25/45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">800</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">798</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FREMF MORTGAGE&#160; 3.57547% 11/25/49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">178</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FREMF MORTGAGE&#160; 3.68393%&#160; 1/25/48</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,216</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FREMF MORTGAGE&#160; 3.83526%&#160; 7/25/49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">220</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">224</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR FREMF MORTGAGE&#160; 4.07227% 11/25/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">246</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG&#160; &#160;&#160; 4.741% 10/20/43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,121</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,210</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG&#160; &#160;&#160; 5.257%&#160; 5/20/40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,151</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,256</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zb1f70794347142f68c34de3f802c2c32" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zf4ffeaadd0ab44acb57c5f8bb2251a9b" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG&#160; &#160;&#160; 5.488%&#160; 1/20/38</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">918</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,015</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG&#160; &#160;&#160; 5.584% 10/20/40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,431</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,576</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 1.959%&#160; 5/20/66</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">841</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">842</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 2.002%&#160; 6/20/65</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,754</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,750</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 2.002%&#160; 7/20/65</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">916</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">914</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 2.012%&#160; 2/20/61</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,189</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,187</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 2.062%&#160; 6/20/67</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">743</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">743</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 2.082%&#160; 9/20/65</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,304</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,306</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 2.082% 10/20/65</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">900</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">902</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 2.122%&#160; 3/20/67</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">732</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">735</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 2.162% 11/20/65</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,669</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,677</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 2.222% 12/20/65</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">517</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">521</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 2.392%&#160; 8/20/66</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">553</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">559</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR GOVT NATL MTG AS&#160; 2.562% 12/20/66</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">239</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">244</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR PFP III&#160; &#160; &#160; &#160; &#160;&#160; 2.835%&#160; 7/14/34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">199</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">199</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">244</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">244</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 3.125%&#160; 6/25/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">236</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">236</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 3.250%&#160; 4/25/59</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">129</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">129</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
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<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 3.375%&#160; 4/25/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">184</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">185</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
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<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 3.375%&#160; 5/27/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">230</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">230</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 3.500%&#160; 2/25/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">143</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">143</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 3.500%&#160; 3/25/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">226</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">227</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR VERICREST OPPORTU 4.375% 11/27/45</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">93</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">93</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WELLS FARGO COMMERCI 2.819%&#160; 8/15/50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">700</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">705</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTGATE RESORTS&#160; &#160;&#160; 3.050% 12/20/30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">292</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">292</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE AUTOMOBILE&#160; 1.570%&#160; 6/17/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">56</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">56</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE AUTOMOBILE&#160; 1.780%&#160; 4/15/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">301</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">301</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE AUTOMOBILE&#160; 2.460%&#160; 1/18/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">431</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">429</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE AUTOMOBILE&#160; 2.590% 12/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">515</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">511</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE AUTOMOBILE&#160; 2.700% 10/17/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">270</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">270</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE AUTOMOBILE&#160; 3.460% 10/17/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">325</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">326</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WESTLAKE AUTOMOBILE&#160; 4.100%&#160; 6/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">WORLD OMNI AUTOMOBIL 2.320%&#160; 8/15/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">184</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">184</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; WORLD OMNI AUTOMOBIL 2.480%&#160; 8/15/22</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">412</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">411</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Asset-Backed Securities</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113,377</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr style="HEIGHT: 12px">
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BACKGROUND-COLOR: #cceeff"><u>Foreign Sovereign Debt</u></font></div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">REPUBLIC OF COLOMBIA 4.500%&#160; 1/28/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">213</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED MEXICAN STATE 4.000% 10/02/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">178</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">UNITED MEXICAN STATE 4.125%&#160; 1/21/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">490</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; UNITED MEXICAN STATE 4.350%&#160; 1/15/47</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z7c40f87d0b1943a689e2350a0f09dc2e" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zb4d1a7d5823740088966628f262eac7e" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Foreign Sovereign Debt</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">915</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 61.99%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BACKGROUND-COLOR: #cceeff"><u>Municipal Bonds</u></font></div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
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<td style="WIDTH: 61.99%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P ABN AMRO BANK NV 4.750%&#160; 7/28/25</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">265</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
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<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P AIR CANADA 2017- 3.550%&#160; 1/15/30</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">106</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">106</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P AIRBUS SE&#160; &#160; &#160; &#160; 3.150%&#160; 4/10/27</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">164</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">165</div>
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<tr>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P AMAZON.COM INC&#160;&#160; 2.800%&#160; 8/22/24</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P AMAZON.COM INC&#160;&#160; 3.875%&#160; 8/22/37</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">110</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">117</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">252</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">102</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">106</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">176</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">176</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<tr>
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<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P AT&amp;T INC&#160; &#160; &#160; &#160;&#160; 5.150% 11/15/46</div>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">371</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">379</div>
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<tr>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">127</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">127</div>
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<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
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<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P ATHENE GLOBAL FU 4.000%&#160; 1/25/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">103</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">106</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P BAE SYSTEMS HOLD 3.800% 10/07/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">135</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">199</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P BAT CAPITAL CORP 4.390%&#160; 8/15/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">68</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">71</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P BOC AVIATION LTD 2.750%&#160; 9/18/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">196</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">210</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P BRAMBLES USA INC 5.350%&#160; 4/01/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">158</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CADILLAC FAIRVIE 3.875%&#160; 3/20/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">201</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">206</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CANADIAN IMPERIA 2.250%&#160; 7/21/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">199</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CHEVRON PHILLIPS 3.400% 12/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">103</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CK HUTCHISON INT 1.875% 10/03/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">193</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CLEVELAND ELECTR 3.500%&#160; 4/01/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">95</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">95</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P COMMONWEALTH BAN 2.500%&#160; 9/18/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">138</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P COMMONWEALTH BAN 4.500% 12/09/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">209</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P COX COMMUNICATIO 4.800%&#160; 2/01/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">120</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">122</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CREDIT AGRICOLE&#160; 3.250% 10/04/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">248</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CREDIT SUISSE GR 3.574%&#160; 1/09/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">598</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">608</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CRH AMERICA FINA 3.400%&#160; 5/09/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CVS PASS-THROUGH 5.773%&#160; 1/10/33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">81</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">84</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">96</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P DAIWA SECURITIES 3.129%&#160; 4/19/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z856c522d4f784afeb53f2cdf952df547" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zc55fdb1f5fc14582a4c931a8e24e37e3" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P DEUTSCHE TELEKOM 3.600%&#160; 1/19/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">171</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">221</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P DR PEPPER SNAPPL 3.430%&#160; 6/15/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P ECOLAB INC&#160; &#160; &#160;&#160; 3.250% 12/01/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P ENEL FINANCE INT 3.625%&#160; 5/25/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">220</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">219</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P ERAC USA FINANCE 2.600% 12/01/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">99</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P ERAC USA FINANCE 3.850% 11/15/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">155</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P GAIF BOND ISSUER 3.400%&#160; 9/30/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">95</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">93</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P GLENCORE FUNDING 4.625%&#160; 4/29/24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">74</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P GOODMAN US FIN&#160;&#160; 3.700%&#160; 3/15/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">85</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P GOODMAN US FIN&#160;&#160; 4.500% 10/15/37</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">72</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P GREAT-WEST LIFEC 4.150%&#160; 6/03/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">105</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P GUARDIAN LIFE IN 4.850%&#160; 1/24/77</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P HYUNDAI CAPITAL&#160; 2.000%&#160; 7/01/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P HYUNDAI CAPITAL&#160; 2.400% 10/30/18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">134</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">134</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P INTESA SANPAOLO&#160; 3.875%&#160; 7/14/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P JACKSON NATL LIF 1.875% 10/15/18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">167</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">167</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P JACKSON NATL LIF 3.050%&#160; 4/29/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P JERSEY CENTRAL&#160;&#160; 4.300%&#160; 1/15/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P LIBERTY MUTUAL&#160;&#160; 6.500%&#160; 3/15/35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">168</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P LIBERTY MUTUAL&#160;&#160; 7.000%&#160; 3/15/34</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P MACQUARIE BANK&#160;&#160; 2.850%&#160; 7/29/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">302</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">313</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 66.57%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P MET LIFE GLOB FU 3.000%&#160; 9/19/27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">180</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">178</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P MEXICO CITY ARPT 5.500%&#160; 7/31/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">346</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P MITSUBISHI UFJ&#160;&#160; 2.652%&#160; 9/19/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">196</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P MIZUHO FINANCIAL 2.632%&#160; 4/12/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">247</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P NATIONWIDE MUTUA 9.375%&#160; 8/15/39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P NEW ENGLAND POWE 3.800% 12/05/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">111</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">106</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P NORDEA BANK AB&#160;&#160; 2.500%&#160; 9/17/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P NORFOLK SOUTHERN 3.942% 11/01/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">52</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P NY STATE ELECTRI 3.250% 12/01/26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">87</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">88</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PARKER-HANNIFIN&#160; 4.100%&#160; 3/01/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PENNSYLVANIA ELE 3.250%&#160; 3/15/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">350</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">357</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zd87b7f29646d4f449bcd4741fbecc231" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z7f02b2697e0c468ca91d734db150ab77" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PRICOA GLOBAL FU 2.550% 11/24/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">151</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PRINCIPAL LFE GL 2.625% 11/19/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">114</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">114</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PROTECTIVE LIFE&#160; 2.700% 11/25/20</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">201</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PRUDENTIAL INSUR 8.300%&#160; 7/01/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">393</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SANTANDER UK GRO 4.750%&#160; 9/15/25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">210</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">201</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SCHLUMBERGER HLD 3.625% 12/21/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">209</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">215</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SIEMENS FINANCIE 2.900%&#160; 5/27/22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">253</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">207</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SOUTHERN NATURAL 4.800%&#160; 3/15/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SPRINT SPECTRUM&#160; 3.360%&#160; 3/20/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">278</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">280</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P STANDARD CHARTER 3.050%&#160; 1/15/21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">250</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">252</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SUMITOMO MITSUI&#160; 2.050% 10/18/19</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">199</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P TEACHERS INSUR&#160;&#160; 4.270%&#160; 5/15/47</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">70</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">74</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">40</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P UBS GROUP FUNDIN 3.491%&#160; 5/23/23</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">203</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR P/P BANK OF AMERI 3.419% 12/20/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">659</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">659</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">196</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR P/P MACQUARIE GRO 3.763% 11/28/28</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">99</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VR P/P PACIFIC LIFE&#160; 4.300% 10/24/67</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; VR P/P WESTPAC BAN&#160;&#160; 0.933%&#160; 7/16/18</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">300</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Private Placement Bonds</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15,922</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; 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: 1.02%; 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: 61.99%; 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: 3.96%; 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: 11.99%; 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: 3.96%; 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: 11.99%; 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: 1.02%; 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="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Other Investments</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">130,301</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; 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: 1.02%; 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: 61.99%; 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: 3.96%; 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: 11.99%; 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: 3.96%; 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: 11.99%; 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: 1.02%; 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="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Investments, at Fair Value</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,699,202</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 61.99%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Fully Benefit Responsive Investment Contracts</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BACKGROUND-COLOR: #ffffff"><u>US Government and Agency Obligations</u></font></div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; 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: 11.99%; 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: 3.96%; 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: 11.99%; 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: 1.02%; 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: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FFCB 1.23% 9/25/2020</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39,665</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">39,686</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD&#160; 15YR 3.5% 10/01/2020</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD&#160; 15YR 3.5% 10/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">9</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD&#160; 15YR 3.5% 9/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD&#160; 15YR 4% 7/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">884</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">920</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3% 1/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,817</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,869</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3% 1/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,096</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,116</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3% 11/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">622</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">634</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z98b46532420d41c9bf7143d4ea097817" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zd97fbbb2738a451dbbde36a492a5b352" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3% 11/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">485</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">494</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3% 3/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,420</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,466</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 1/01/2021</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">253</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">261</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 10/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,786</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,846</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 11/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">92</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">95</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 12/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,023</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,057</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 4/01/2021</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">233</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">241</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 5/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 6/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">875</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">905</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 7/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,446</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 3.5% 8/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">823</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">850</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 10/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 3/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">95</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 5/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">320</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">334</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 6/01/2024</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">202</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">209</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 6/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 4% 6/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,045</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,135</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 5% 6/01/2018</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 5.5% 10/01/2018</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR 5.5% 2/01/2019</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3% 1/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">754</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">768</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3% 3/01/2031</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,685</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,717</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3% 3/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,140</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3% 6/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">706</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">720</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3% 9/01/2030</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,044</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3% 9/01/2031</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">960</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">979</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 1/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">897</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">927</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 1/01/2030</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">280</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">290</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 10/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">51</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 11/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">258</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">267</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 11/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">715</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">740</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 3/01/2030</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">285</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">295</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 4/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">269</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">279</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 4/01/2030</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">618</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">640</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 6/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">399</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">413</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 7/01/2021</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 7/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,034</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,071</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 8/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">67</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">69</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 8/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,714</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,774</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 8/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,390</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,511</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 3.5% 9/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">278</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">288</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z54159cb8f72541f18860e5fed9c5e860" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="ze268d6183cf7495f81d03afaa1f3cfd4" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 4% 10/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">92</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">95</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 4% 5/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">405</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">421</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FGOLD 15YR GIANT 4% 6/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">641</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">665</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLB 1.375% 11/15/2019</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14,775</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">14,621</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLB 1.375% 9/28/2020</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,100</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,011</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC 5/1 HYBRID ARM 3.39% 12/01/2036</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">170</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">178</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC REFERENCE BOND 1.5% 1/17/2020</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25,520</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25,249</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC REFERENCE NOTES 1.375% 5/01/2020</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33,275</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">32,815</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC_K007 4.224% 3/25/2020</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,301</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,347</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC_K714 3.034% 10/25/2020</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">855</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">869</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FHLMC_T-13 6.085% 9/25/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 1/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">726</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">750</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 10/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">442</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">457</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 11/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,321</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,396</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 12/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">470</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">485</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 12/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 2/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">689</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">711</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 3/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">232</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">240</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 8/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">294</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">304</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 3.5% 9/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">61</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4% 1/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">36</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4% 4/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">526</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">548</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4% 5/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">331</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">344</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4% 9/01/2024</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">430</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">446</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4% 9/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4.5% 1/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4.5% 3/01/2023</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 4.5% 7/01/2023</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 1/01/2019</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 10/01/2024</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">190</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">197</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 11/01/2018</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 12/01/2018</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 3/01/2023</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5% 4/01/2018</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5.5% 2/01/2018</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5.5% 7/01/2018</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 5.5% 8/01/2023</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">31</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA&#160; 15YR 6% 4/01/2023</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">160</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">169</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 10/1 HYBRID ARM 2.94% 5/01/2035</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 10/1 HYBRID ARM 3.09% 12/01/2035</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 10/1 HYBRID ARM 3.198% 10/01/2034</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">24</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z87dea61baf5c4e49b93cf2042c36be0e" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">56</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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z323a6bb062c948368ccce0cb9662cde0" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 10/1 HYBRID ARM 3.559% 12/01/2033</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 2.5% 9/01/2031</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">899</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">898</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 1/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,852</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,888</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 10/01/2030</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8,245</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8,416</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 11/01/2030</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,999</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,041</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 11/01/2031</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,639</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,689</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 2/01/2030</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,668</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,703</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 2/01/2031</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7,414</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">7,555</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 2/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,745</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,778</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 3/01/2031</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,196</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,219</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 3/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">895</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">912</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 4/01/2031</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,124</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,145</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 4/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,090</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,111</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 5/01/2031</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,098</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,157</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 7/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">345</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">352</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 7/01/2030</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">513</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">524</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 7/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,560</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,610</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 8/01/2031</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,297</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,322</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 9/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,800</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,837</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 9/01/2031</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,314</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,358</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3% 9/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,262</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,306</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 1/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">446</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">461</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 1/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,461</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,508</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 1/01/2030</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,463</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,544</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 10/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,223</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,295</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 10/01/2028</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">517</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">534</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 10/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">152</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">157</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 11/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">41</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 11/01/2028</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">621</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">642</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 11/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">533</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">550</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 12/01/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">529</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">546</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 12/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">586</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">605</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 12/01/2028</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">260</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">268</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 12/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,257</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,331</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 2/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">358</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">370</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 2/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">102</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">106</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 2/01/2028</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">11</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 2/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,482</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,531</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 2/01/2031</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,917</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,980</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 2/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,400</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,550</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 3/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,150</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,291</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="za021c507f5ed4244b9281bb31885101e" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">57</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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">&#160;</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="z0d5db9217c21424a8a3e492371c2d0c9" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;(a)</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 4/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">603</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">622</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 4/01/2030</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">854</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">883</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 5/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">337</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">348</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 5/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">386</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">399</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 6/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,213</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,285</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 6/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">522</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">539</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 6/01/2030</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">940</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">973</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 7/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,159</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">3,264</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 8/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">287</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">296</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 8/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">381</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">394</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 8/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,902</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,965</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 9/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,248</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,322</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 9/01/2028</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,619</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,672</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 3.5% 9/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,575</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,661</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4% 1/01/2029</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,312</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,356</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4% 11/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">327</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">342</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4% 5/01/2027</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">17</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4.5% 10/01/2019</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">10</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4.5% 5/01/2024</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">209</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">220</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 4.5% 6/01/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">121</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">125</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 5% 3/01/2023</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 15YR 5.5% 4/01/2021</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">58</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">60</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 6M LIBOR ARM 2.915% 11/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">33</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 6M LIBOR ARM 3.005% 12/01/2032</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">130</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">137</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 6M LIBOR ARM 3.018% 4/01/2035</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">94</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 6M LIBOR ARM 3.34% 3/01/2034</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">166</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">162</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 6M LIBOR ARM 3.443% 9/01/2035</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">339</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">357</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 7/1 HYBRID ARM 3.291% 1/01/2036</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">21</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">22</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 7/1 HYBRID ARM 3.403% 1/01/2034</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">74</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">76</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA 7/1 HYBRID ARM 3.876% 3/01/2036</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">54</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">55</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA_03-W11 4.5808% 6/25/2033</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA_04-60 5.5% 4/25/2034</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">43</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">44</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA_11-16 3.5% 3/25/2026</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA_11-55 3% 7/25/2025</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">627</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">632</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">FNMA_12-31 1.75% 10/25/2022</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,420</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,410</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_12-142 1.105% 5/16/2037</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">918</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">899</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_12-55 1.75% 8/16/2033</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">86</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_12-86 1.55817% 4/16/2040</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">75</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-12 1.41% 10/16/2042</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">584</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">570</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-126 1.54% 4/16/2038</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">556</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">545</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-146 2% 8/16/2040</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">662</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">657</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z8f52260ea5e043789164dc702a3c0d2b" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">58</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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zd71a8966144b42ffabf8771cf7618f29" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-17 1.55835% 10/16/2043</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">766</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">744</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-179 1.8% 7/16/2037</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">547</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">541</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-194 2.25% 5/16/2038</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">447</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">445</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-2 1.6% 12/16/2042</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">487</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">481</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-30 1.5% 5/16/2042</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,299</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,264</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-32 1.9% 1/16/2042</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,357</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,337</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-33 1.061% 7/16/2038</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,245</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,209</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-35 1.618% 2/16/2040</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,918</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,858</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-52 1.15% 6/16/2038</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,147</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,112</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-57 1.35% 6/16/2037</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,777</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,739</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-73 1.35% 1/16/2039</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,402</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,368</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_13-78 1.62443% 7/16/2039</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">567</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">560</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-103 1.742% 6/16/2053</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,718</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,719</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-109 2.325% 1/16/2046</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,301</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,294</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-135 2.4% 8/16/2045</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,247</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,240</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-47 2.25% 8/16/2040</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">138</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">138</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-64 2.2% 11/16/2046</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,121</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,115</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_14-86 2.65% 11/16/2040</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,004</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,003</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_15-109 2.5279% 2/16/2040</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">925</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">919</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_15-2 2.1% 12/16/2044</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,465</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,444</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_15-21 2.6% 11/16/2042</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">988</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">989</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_15-5 2.5% 11/16/2039</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,049</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">2,029</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_15-78 2.9179% 6/16/2040</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">870</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">869</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GNMA_16-39 2.3% 1/16/2043</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,913</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,885</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TREASURY NOTE 0.875% 9/15/2019</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35,900</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">35,301</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TREASURY NOTE 1.25% 10/31/2018</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16,750</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">16,681</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">TREASURY NOTE 2.625% 11/15/2020</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">29,850</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30,389</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; US TII .125 04/15/2020 (T 0.125% 4/15/2020</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15,000</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">15,770</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total US Government and Agency Obligations</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">387,956</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 61.99%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BACKGROUND-COLOR: #cceeff"><u>Common/Collective Trusts</u></font></div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 61.99%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLUMBIA TRUST DECL DURATION GOVT BOND FUND</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">6,192</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">64,584</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 61.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">COLUMBIA TRUST GOV MONEY MKT FUND</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,665</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,665</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Common/Collective Trusts</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">69,249</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 61.99%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; <font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: italic; BACKGROUND-COLOR: #ffffff"><u>Pooled Separate Accounts</u></font></div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 61.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MET LIFE SEPARATE ACCOUNT CONTRACT</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">650</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">67,977</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 61.99%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Wrapper Contracts</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LINCOLN NATIONAL LIFE</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">18</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MONUMENT LIFE II - #MDA00633TR, MATURES 12/31/50, 4.11%</div>
</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.96%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="z951346d70e17414d8ded3c91c3fb90af" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">59</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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div>&#160;</div>

<div style="MARGIN-TOP: 18pt; LINE-HEIGHT: 20.5pt">
<div style="LINE-HEIGHT: 14.4pt">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: right; LINE-HEIGHT: 11.4pt">EIN 13-4922250</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">&#160;as of December 31, 2017</div>
</div>
</div>

<div>&#160;</div>

<table id="zd4dbab6bc564470c8c92d054ac0a6f9e" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff">&#160;<font style="FONT-WEIGHT: bold">(a)</font></td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" colspan="2">&#160;(b) Identity of Issuer, Borrower, Lessor, or Similar Party&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(c) Number of Shares/ Units or Face Amount (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">(d) Current Value (in thousands)&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; FONT-WEIGHT: bold; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACIFIC LIFE - # 26755, MATURES 12/31/50, 4.00%</div>
</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">19</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRUDENTIAL GA63690</div>
</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">8</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; RBC I - #10903, MATURES 12/31/50, 4.02%</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">23</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Wrapper Contracts</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">69</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 67.48%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">525,251</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 67.48%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Adjustment from Fair Value to Contract Value</div>
</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 67.48%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,043</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LINCOLN NATIONAL LIFE</div>
</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">451</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 67.48%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MET LIFE - #28972, MATURES 12/31/50, 3.98%</div>
</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">409</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="WIDTH: 67.48%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MET LIFE (SA)- #32745</div>
</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">414</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MONUMENT LIFE II - #MDA00633TR, MATURES 12/31/50, 4.11%</div>
</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">(10</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">)</div>
</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MONUMENT LIFE V - #MDS00375TR, MATURES 12/31/50, 4.08%</div>
</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">1,070</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PACIFIC LIFE - # 26755, MATURES 12/31/50, 4.00%</div>
</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">480</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">PRUDENTIAL GA63690</div>
</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">263</div>
</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">&#160;&#160; RBC I - #10903, MATURES 12/31/50, 4.02%</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Total Adjustments</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">4,169</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 67.48%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">529,420</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 67.48%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">5,228,622</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 67.48%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; PADDING-LEFT: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Loans to Participants</div>
</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 3.05%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 11.99%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 1.02%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: right; LINE-HEIGHT: 9.1pt">*</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 67.48%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Various Loans - 3.25% through 9.50% due through November 2047</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">79,947</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">Loans to Participants Total</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 3.05%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 11.99%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; TEXT-ALIGN: right; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; LINE-HEIGHT: 9.1pt">79,947</div>
</td>
<td style="BORDER-TOP-COLOR: ; WIDTH: 1.02%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; PADDING-BOTTOM: 1px; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: left; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div style="MARGIN-BOTTOM: 10pt; LINE-HEIGHT: 14.4pt">&#160;</div>

<div style="MARGIN-BOTTOM: 10pt; LINE-HEIGHT: 14.4pt">
<table id="z6d83109eff17441b9f31e7997f7d7cd8" class="DSPFListTable" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 39px"></td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 35px; VERTICAL-ALIGN: top; align: right">*</td>
<td style="WIDTH: auto; VERTICAL-ALIGN: top; TEXT-ALIGN: justify">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt">Indicates party-in-interest</div>
</td>
</tr>
</table>
</div>

<div style="MARGIN-BOTTOM: 10pt; LINE-HEIGHT: 14.4pt">&#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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">60</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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div style="MARGIN-BOTTOM: 10pt; LINE-HEIGHT: 14.4pt">&#160;</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, 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', Times, 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', Times, serif; 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', Times, serif; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt">For the Year Ended December 31, 2017</div>
</div>
</div>

<table id="zafd50d7e51d7403898eb880eee00905b" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr style="HEIGHT: 43px">
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 70%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT-COLOR: ; BORDER-RIGHT-COLOR: ">&#160;<font style="FONT-WEIGHT: bold">(a) Identity of Issuer, Borrower, Lessor, or Similar Party</font></td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold" colspan="2">&#160;(b) Number of Shares/Units or Face Amount (in thousands)</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 0.97%; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold; TEXT-ALIGN: left">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold">&#160;</td>
<td style="BORDER-TOP: #000000 1px solid; VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 1px solid; FONT-WEIGHT: bold" colspan="2">&#160;(c) Proceeds of dispositions (in thousands)</td>
<td style="BORDER-TOP: #000000 1px solid; WIDTH: 0.97%; VERTICAL-ALIGN: bottom; WHITE-SPACE: nowrap; BORDER-BOTTOM: #000000 1px solid; TEXT-ALIGN: left">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 70%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: " valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom" valign="bottom" colspan="2">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; BORDER-TOP-COLOR: ; FONT-VARIANT: normal; WIDTH: 70%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: normal; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt"><u>CORPORATE DEBT INSTRUMENTS</u></div>
</td>
<td style="WIDTH: 0.97%; 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="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; 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="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AERCAP IRELAND CAP/G 3.650% 7/21/27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">AMER AIRLINE 17-2 A 3.600% 10/15/29</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">150</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">152</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ARROW ELECTRONICS IN 7.500% 1/15/27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">108</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">140</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CELGENE CORP 4.625% 5/15/44</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">91</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">90</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONCHO RESOURCES INC 3.750% 10/01/27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">48</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CONCHO RESOURCES INC 4.875% 10/01/47</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">25</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">CSX CORP 3.250% 6/01/27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">66</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">DDR CORP 3.900% 8/15/24</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">133</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">133</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGY TRANSFER PART 4.200% 4/15/27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">45</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">ENERGY TRANSFER PART 5.300% 4/15/47</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">63</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">GENERAL MOTORS FINL 3.450% 1/14/22</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">225</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">228</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">HOSPITALITY PROP TRU 4.950% 2/15/27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">62</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">65</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">LEAR CORP 3.800% 9/15/27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">26</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MIDAMERICAN ENERGY 3.950% 8/01/47</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">46</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MPLX LP 4.125% 3/01/27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">30</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">MUELLER INDUSTRIES, 6.000% 3/01/27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">123</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">121</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SANTANDER UK GROUP 2.875% 8/05/21</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">197</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">SHERWIN-WILLIAMS CO 3.450% 6/01/27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">34</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VENTAS REALTY LP 3.125% 6/15/23</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">200</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">199</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">VIACOM INC 3.450% 10/04/26</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">50</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">49</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="BORDER-TOP-COLOR: ; WIDTH: 70%; VERTICAL-ALIGN: bottom; BORDER-LEFT-COLOR: ; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-VARIANT: normal; FONT-WEIGHT: bold; COLOR: #000000; FONT-STYLE: normal; BACKGROUND-COLOR: #cceeff"><u>PRIVATE PLACEMENT BONDS</u></font></div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; PADDING-BOTTOM: 1px; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CENOVUS ENERGY 5.250% 6/15/37</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P CHARTER COMM OPT 5.375% 5/01/47</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">100</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">102</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P DEUTSCHE BANK AG 4.250% 10/14/21</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">534</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">550</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P EVERETT SPINCO 4.250% 4/15/24</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">47</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P LOCKHEED MARTIN 4.090% 9/15/52</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">113</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P PARKER-HANNIFIN 4.100% 3/01/47</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">42</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P SMITHFIELD FOODS 4.250% 2/01/27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">27</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">28</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P VERIZON COMMUNIC 2.946% 3/15/22</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">358</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">358</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P VERIZON COMMUNIC 4.812% 3/15/39</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">783</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">783</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>

<tr>
<td style="WIDTH: 70%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 9.1pt">P/P XEROX CORPORATIO 4.070% 3/17/22</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="WIDTH: 12%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; LINE-HEIGHT: 9.1pt">38</div>
</td>
<td style="WIDTH: 0.97%; VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
</tr>
</table>

<div style="MARGIN-BOTTOM: 10pt; LINE-HEIGHT: 15.75pt">&#160;</div>

<div style="MARGIN-BOTTOM: 10pt; LINE-HEIGHT: 15.75pt">&#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: 8pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: normal; FONT-STYLE: normal">61</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%">
<div style="LINE-HEIGHT: 13.7pt"><a href="#TABLEOFCONTENTS">Table of Contents</a></div>
</div>
</div>

<div style="MARGIN-BOTTOM: 10pt; LINE-HEIGHT: 15.75pt"><br style="LINE-HEIGHT: 15.75pt">
 &#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: center; LINE-HEIGHT: 11.4pt"><a name="SIGNATURE"><!--Anchor--></a>SIGNATURE</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: justify; LINE-HEIGHT: 11.4pt; MARGIN-RIGHT: 4.5pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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>

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

<table id="zdca1c8fcf4934efc9318b7937469bf79" style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%; BORDER-COLLAPSE: collapse" cellspacing="0" cellpadding="0">
<tr>
<td style="WIDTH: 24.05%; VERTICAL-ALIGN: top">&#160;</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; COLOR: #000000; TEXT-ALIGN: left; LINE-HEIGHT: 11.65pt"><a href="axp2017ex23.htm#EXHIBIT23">Consent of Independent Registered Public Accounting Firm &#8211; PricewaterhouseCoopers LLP</a></div>
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<DOCUMENT>
<TYPE>EX-23
<SEQUENCE>2
<FILENAME>axp2017ex23.htm
<DESCRIPTION>EX-23
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; 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', Times, serif; 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 20, 2018 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', Times, serif; TEXT-ALIGN: left; MARGIN-TOP: 18pt; LINE-HEIGHT: 11.4pt">/s/ PricewaterhouseCoopers LLP</div>

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 PricewaterhouseCoopers LLP</div>

<div style="font-size: 10pt; font-family: 'Times New Roman', Times, serif; text-align: left; margin-top: 0pt; line-height: 11.4pt;">Minneapolis, Minnesota</div>
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<div style="font-size: 10pt; font-family: 'Times New Roman', Times, serif; text-align: left; line-height: 11.4pt;">June 20, 2018</div>

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