DFA VA Global Moderate Allocation Portfolio

Transcription

1 DFA VA Global Moderate Allocation Portfolio As of December, (Updated Monthly) Source: State Street Holdings are subject to change. The information below represents the portfolio's holdings (excluding cash and cash equivalents) as of the date indicated, and may not be representative of the current or future investments of the portfolio. The information below should not be relied upon by the reader as research or investment advice regarding any security. This listing of portfolio holdings is for informational purposes only and should not be deemed a recommendation to buy the securities. The holdings information below does not constitute an offer to sell or a solicitation of an offer to buy any security. The holdings information has not been audited. By viewing this listing of portfolio holdings, you are agreeing to not redistribute the information and to not misuse this information to the detriment of portfolio shareholders. Misuse of this information includes, but is not limited to, (i) purchasing or selling any securities listed in the portfolio holdings solely in reliance upon this information; (ii) trading against any of the portfolios or (iii) knowingly engaging in any trading practices that are damaging to Dimensional or one of the portfolios. Investors should consider the portfolio's investment objectives, risks, and charges and expenses, which are contained in the Prospectus. Investors should read it carefully before investing. This fund operates as a fund-of-funds and generally allocates its assets among other mutual funds, but has the ability to invest in securities and derivatives directly. The holdings listed below contain both the investment holdings of the corresponding underlying funds as well as any direct investments of the fund. Your use of this website signifies that you agree to follow and be bound by the terms and conditions of use in the Legal Notices. USD Corporate Bond,,..% GE CAPITAL INTL FUNDING COMPANY GUAR /..% // USD $,,..%.% EFSF GOVT GUARANT REGS /..% // EUR,,..%.% ORACLE CORP SR UNSECURED /..% // USD $,,..%.% EURO STABILITY MECHANISM SR UNSECURED REGS /..% // EUR,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% TOYOTA CREDIT CANADA INC SR UNSECURED /..% // CAD $,,..%.% TORONTO DOMINION BANK DEPOSIT NOTE /..% // CAD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% PFIZER INC SR UNSECURED /..% // EUR,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% KFW GOVT GUARANT /..% // USD $,,..%.% BANK OF MONTREAL SR UNSECURED /..% // USD $,,..%.% KFW GOVT GUARANT /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% KFW GOVT GUARANT REGS /..% // GBP,,..%.% ROYAL BANK OF CANADA DEPOSIT NOTE REGS /..% // CAD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,..%.%

2 Page of USD Corporate Bond,,..% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% COOPERAT RABOBANK UA/NY SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED A /..% // USD $,,..%.% SVENSKA HANDELSBANKEN AB COMPANY GUAR /..% // USD $,,..%.% COOPERAT RABOBANK UA/NY SR UNSECURED /..% // USD $,,..%.% PFIZER INC SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% KFW GOVT GUARANT /..% // USD $,,..%.% SVENSKA HANDELSBANKEN AB COMPANY GUAR /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% TOTAL CAPITAL CANADA LTD COMPANY GUAR REGS /..% // EUR,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED REGS /..% // EUR,,..%.% DEXIA CREDIT LOCAL GOVT LIQUID REGS /..% // EUR,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.% COLGATE PALMOLIVE CO SR UNSECURED /..% // USD $,,..%.% PROCTER + GAMBLE CO/THE SR UNSECURED /..% // USD $,,..%.% UNEDIC GOVT GUARANT REGS /..% // EUR,,..%.% DEXIA CREDIT LOCAL GOVT LIQUID REGS /..% // EUR,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% SWEDISH EXPORT CREDIT SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED A /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,..%.% COUNCIL OF EUROPE SR UNSECURED /..% // USD $,,..%.% NRW.BANK LOCAL GOVT G /..% // EUR,,..%.% PROVINCE OF QUEBEC UNSECURED REGS /..% // GBP,,..%.% SVENSKA HANDELSBANKEN AB SR UNSECURED REGS /..% // EUR,,..%.% DEXIA CREDIT LOCAL GOVT LIQUID REGS /..% // GBP,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% ORACLE CORP SR UNSECURED /..% // USD $,,..%.% INTER AMERICAN DEVEL BK SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.%

3 Page of USD Corporate Bond,,..% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,..%.% JOHNSON + JOHNSON SR UNSECURED /..% // USD $,,..%.% FMS WERTMANAGEMENT GOVT GUARANT /.% // USD $,,..%.% SWEDISH EXPORT CREDIT SR UNSECURED /..% // USD $,,..%.% MERCK + CO INC SR UNSECURED /..% // USD $,,..%.% IBM CORP SR UNSECURED /..% // USD $,,..%.% NORDIC INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED REGS /..% // EUR,,..%.% OEKB OEST. KONTROLLBANK GOVT GUARANT REGS /..% // GBP,,..%.% TEMASEK FINANCIAL I LTD COMPANY GUAR REGS /..% // EUR,,..%.% IBM CORP SR UNSECURED /..% // USD $,,..%.% GENERAL ELECTRIC CO SR UNSECURED /..% // EUR,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% ABBOTT LABORATORIES SR UNSECURED /.% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% TOTAL CAPITAL SA COMPANY GUAR /..% // USD $,,..%.% BERKSHIRE HATHAWAY INC SR UNSECURED /..% // USD $,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,..%.% ANZ NEW ZEALAND INTL LTD COMPANY GUAR REGS /..% // EUR,,..%.% ORACLE CORP SR UNSECURED /..% // USD $,,..%.% EXXON MOBIL CORPORATION SR UNSECURED /..% // USD $,,..%.% SKANDINAVISKA ENSKILDA SR UNSECURED REGS /..% // EUR,,..%.% AFRICAN DEVELOPMENT BANK SR UNSECURED /..% // USD $,,..%.% BARCLAYS PLC SR UNSECURED /..% // USD $,,..%.% INTL FINANCE CORP SR UNSECURED /..% // AUD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED /..% // AUD $,,..%.% MERCK + CO INC SR UNSECURED /..% // USD $,,..%.% KFW GOVT GUARANT /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR REGS /..% // EUR,,..%.% NORDEA BANK AB SR UNSECURED A /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% PFIZER INC SR UNSECURED /..% // USD $,,..%.% NORDEA BANK AB SR UNSECURED A /..% // USD $,,..%.% CPPIB CAPITAL INC COMPANY GUAR A /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED A /.% // USD $,,..%.%

4 Page of USD Corporate Bond,,..% COCA COLA CO/THE SR UNSECURED /..% // USD $,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.% INTL BK RECON + DEVELOP SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED REGS /..% // EUR,,..%.% COMMONWEALTH BANK AUST SR UNSECURED A /..% // USD $,,..%.% FMS WERTMANAGEMENT GOVT GUARANT /..% // USD $,,..%.% INTL BK RECON + DEVELOP SR UNSECURED /..% // GBP,,..%.% EXXON MOBIL CORPORATION SR UNSECURED /..% // USD $,,..%.% WAL MART STORES INC SR UNSECURED /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% USAA CAPITAL CORP SR UNSECURED A / VAR.% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% VIACOM INC SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% SVENSKA HANDELSBANKEN AB COMPANY GUAR /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // EUR,,..%.% MOSAIC CO SR UNSECURED /..% // USD $,,..%.% ALLERGAN FUNDING SCS COMPANY GUAR /..% // USD $,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% SCRIPPS NETWORKS INTERAC SR UNSECURED /..% // USD $,,..%.% NORDEA BANK AB SR UNSECURED REGS /..% // EUR,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% NRW.BANK LOCAL GOVT G /..% // EUR,,..%.% ASIAN DEVELOPMENT BANK SR UNSECURED /..% // USD $,,..%.% MATTEL INC SR UNSECURED /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% KFW GOVT GUARANT /..% // EUR,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,..%.% MONDELEZ INTL HLDINGS NE COMPANY GUAR A /.% // USD $,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% M COMPANY SR UNSECURED /..% // EUR,,..%.% LANDWIRTSCH. RENTENBANK GOVT GUARANT REGS /..% // AUD $,,..%.% INTL BK RECON + DEVELOP SR UNSECURED /..% // AUD $,,..%.% COOPERATIEVE RABOBANK UA SR UNSECURED REGS /.% // EUR,,..%.% COOPERAT RABOBANK UA/NY SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /.% // GBP,,..%.% EBAY INC SR UNSECURED /..% // USD $,,..%.%

5 Page of USD Corporate Bond,,..% ASB FINANCE LTD COMPANY GUAR REGS /..% // EUR,,..%.% NORDSTROM INC SR UNSECURED /..% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED A /..% // USD $,,..%.% LEGG MASON INC SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% CPPIB CAPITAL INC COMPANY GUAR REGS /..% // USD $,,..%.% GOLDMAN SACHS GROUP INC SR UNSECURED /..% // USD $,,..%.% WYNDHAM WORLDWIDE CORP SR UNSECURED /..% // USD $,,..%.% STATOIL ASA COMPANY GUAR /..% // USD $,,..%.% SWEDISH EXPORT CREDIT SR UNSECURED / VAR.% // USD $,,..%.% PFIZER INC SR UNSECURED /..% // USD $,,..%.% ELECTRICITE DE FRANCE SA SR UNSECURED A /..% // USD $,,..%.% KFW GOVT GUARANT /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.% OEKB OEST. KONTROLLBANK GOVT GUARANT /..% // USD $,,..%.% AMERISOURCEBERGEN CORP SR UNSECURED /..% // USD $,,..%.% EXXON MOBIL CORPORATION SR UNSECURED /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% BIOGEN INC SR UNSECURED /..% // USD $,,..%.% GENERAL MOTORS FINL CO COMPANY GUAR /..% // USD $,,..%.% JOHNSON + JOHNSON SR UNSECURED /..% // EUR,,..%.% APACHE CORP SR UNSECURED /..% // USD $,,..%.% SOUTHWEST AIRLINES CO SR UNSECURED /..% // USD $,,..%.% DANSKE BANK A/S SR UNSECURED A /..% // USD $,,..%.% CREDIT AGRICOLE LONDON SR UNSECURED A /..% // USD $,,..%.% ING BANK NV SR UNSECURED A /..% // USD $,,..%.% SOUTHERN CO SR UNSECURED /..% // USD $,,..%.% ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS /..% // USD $,,..%.% ASSURANT INC SR UNSECURED /..% // USD $,,..%.% BAYER US FINANCE LLC COMPANY GUAR A /..% // USD $,,..%.% SANTANDER UK PLC SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,..%.% ASTRAZENECA PLC SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.% HARLEY DAVIDSON FINL SER COMPANY GUAR A /..% // USD $,,..%.%

6 Page of USD Corporate Bond,,..% ACTIVISION BLIZZARD SR UNSECURED /..% // USD $,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,..%.% STATOIL ASA COMPANY GUAR /..% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% PROCTER + GAMBLE CO/THE SR UNSECURED /..% // USD $,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,..%.% DOMINION ENERGY INC SR UNSECURED /..% // USD $,,..%.% FMS WERTMANAGEMENT GOVT GUARANT REGS /..% // GBP,,..%.% NUVEEN FINANCE LLC SR UNSECURED A /..% // USD $,,..%.% CAPITAL ONE NA SR UNSECURED /..% // USD $,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,..%.% MACQUARIE GROUP LTD SR UNSECURED A /.% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% OEKB OEST. KONTROLLBANK GOVT GUARANT /..% // USD $,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,..%.% HUNTINGTON BANCSHARES SR UNSECURED /..% // USD $,,..%.% MYLAN INC COMPANY GUAR /..% // USD $,,..%.% JOHNSON + JOHNSON SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK DEPOSIT NOTE REGS /..% // CAD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED REGS / VAR.% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED /..% // AUD $,,..%.% SVENSKA HANDELSBANKEN AB COMPANY GUAR /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% ANHEUSER BUSCH INBEV WOR COMPANY GUAR /..% // USD $,,..%.% TOTAL CAPITAL SA COMPANY GUAR /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED A /..% // USD $,,..%.% SOCIETE GENERALE SR UNSECURED A /..% // USD $,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED A /..% // USD $,,..%.% AIR PRODUCTS + CHEMICALS SR UNSECURED /.% // USD $,,..%.% MIZUHO FINANCIAL GROUP SR UNSECURED A /..% // USD $,,..%.% E TRADE FINANCIAL CORP SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% COUNCIL OF EUROPE SR UNSECURED /..% // USD $,,..%.% NATIONAL OILWELL VARCO I SR UNSECURED /..% // USD $,,..%.% COOPERATIEVE RABOBANK UA COMPANY GUAR /..% // USD $,,..%.%

7 Page of USD Corporate Bond,,..% ROYAL BANK OF CANADA DEPOSIT NOTE REGS /..% // CAD $,,..%.% EXXON MOBIL CORPORATION SR UNSECURED /..% // USD $,,..%.% NEXTERA ENERGY CAPITAL COMPANY GUAR /..% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED A / VAR.% // USD $,,..%.% COCA COLA CO/THE SR UNSECURED /..% // USD $,,..%.% INTER AMERICAN DEVEL BK SR UNSECURED /..% // AUD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR / VAR.% // USD $,,..%.% VERIZON COMMUNICATIONS SR UNSECURED /..% // USD $,,..%.% MERCK + CO INC SR UNSECURED / VAR.% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // AUD $,,..%.% PROCTER + GAMBLE CO/THE SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED A /..% // USD $,,..%.% VOLKSWAGEN GROUP AMERICA COMPANY GUAR A /..% // USD $,,..%.% TIME WARNER INC COMPANY GUAR /.% // USD $,,..%.% NORDEA BANK AB SR UNSECURED A / VAR.% // USD $,,..%.% AUST + NZ BANKING GROUP SR UNSECURED A / VAR.% // USD $,,..%.% USAA CAPITAL CORP SR UNSECURED A /.% // USD $,,..%.% MARATHON PETROLEUM CORP SR UNSECURED /..% // USD $,,..%.% BERKSHIRE HATHAWAY FIN COMPANY GUAR / VAR.% // USD $,,..%.% DEXIA CREDIT LOCAL GOVT LIQUID REGS /..% // USD $,,..%.% ORACLE CORP SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% TOTAL CAPITAL INTL SA COMPANY GUAR /..% // USD $,,..%.% COOPERATIEVE RABOBANK UA SR UNSECURED REGS /..% // EUR,,..%.% NESTLE HOLDINGS INC COMPANY GUAR REGS /..% // USD $,,..%.% INTESA SANPAOLO SPA SR UNSECURED A /..% // USD $,,..%.% LOCKHEED MARTIN CORP SR UNSECURED /..% // USD $,,..%.% L BANK BW FOERDERBANK LOCAL GOVT G REGS /..% // USD $,,..%.% NISSAN MOTOR ACCEPTANCE SR UNSECURED A /..% // USD $,,..%.% INTER AMERICAN DEVEL BK SR UNSECURED / VAR.% // USD $,,..%.% NOVARTIS CAPITAL CORP COMPANY GUAR /..% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED REGS /..% // USD $,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,..%.% AMERICAN HONDA FINANCE SR UNSECURED /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% SKANDINAVISKA ENSKILDA SR UNSECURED REGS /..% // GBP,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.%

8 Page of USD Corporate Bond,,..% FORTUNE BRANDS HOME + SE SR UNSECURED /.% // USD $,,..%.% BK TOKYO MITSUBISHI UFJ SR UNSECURED A /..% // USD $,,..%.% GATX CORP SR UNSECURED /..% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% SUMITOMO MITSUI FINL GRP SR UNSECURED /..% // USD $,,..%.% XEROX CORPORATION SR UNSECURED /..% // USD $,,..%.% ROYAL BANK OF CANADA DEPOSIT NOTE /..% // CAD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED A / VAR.% // USD $,,..%.% MCKESSON CORP SR UNSECURED /..% // USD $,,..%.% PFIZER INC SR UNSECURED /..% // USD $,,..%.% EXPRESS SCRIPTS HOLDING COMPANY GUAR /..% // USD $,,..%.% SWEDBANK AB SR UNSECURED A /..% // USD $,,..%.% TOTAL CAPITAL SA COMPANY GUAR /..% // USD $,,..%.% MEAD JOHNSON NUTRITION C COMPANY GUAR /.% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% OEKB OEST. KONTROLLBANK GOVT GUARANT /..% // USD $,,..%.% CITIZENS BANK NA/RI SR UNSECURED /..% // USD $,,..%.% HSBC USA INC SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK DEPOSIT NOTE /..% // CAD $,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,..%.% TIME WARNER INC COMPANY GUAR /..% // USD $,,..%.% KROGER CO SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED / VAR.% // USD $,,..%.% CVS HEALTH CORP SR UNSECURED /..% // USD $,,..%.% SWEDISH EXPORT CREDIT SR UNSECURED /..% // USD $,,..%.% AUST + NZ BANKING GROUP SR UNSECURED A /..% // USD $,,..%.% GENERAL ELECTRIC CO SR UNSECURED /..% // EUR,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% AFRICAN DEVELOPMENT BANK SR UNSECURED /..% // USD $,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,..%.% INTL BK RECON + DEVELOP SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% SVENSKA HANDELSBANKEN AB COMPANY GUAR /..% // USD $,,..%.% COUNCIL OF EUROPE SR UNSECURED /.% // USD $,,..%.% AMERICAN EXPRESS CREDIT SR UNSECURED /..% // USD $,,..%.% MONSANTO CO SR UNSECURED /..% // USD $,,..%.%

9 Page of USD Corporate Bond,,..% NORDEA BANK AB SR UNSECURED REGS /..% // EUR,,..%.% METLIFE INC SR UNSECURED /..% // USD $,,..%.% ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS /..% // USD $,,..%.% STRYKER CORP SR UNSECURED /..% // USD $,,..%.% KFW GOVT GUARANT /..% // EUR,,..%.% COOPERATIEVE RABOBANK UA SR UNSECURED REGS /..% // EUR,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED / VAR.% // USD $,,..%.% NESTLE FINANCE INTL LTD COMPANY GUAR REGS /..% // EUR,,..%.% BMW US CAPITAL LLC COMPANY GUAR A /.% // USD $,,..%.% APPLE INC SR UNSECURED / VAR.% // USD $,,..%.% NRW.BANK LOCAL GOVT G REGS /..% // USD $,,..%.% TOYOTA CREDIT CANADA INC SR UNSECURED /..% // CAD $,,..%.% FIFTH THIRD BANCORP SR UNSECURED /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% MUFG UNION BANK NA SR UNSECURED /..% // USD $,,..%.% ABBVIE INC SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BK AUSTR NY SR UNSECURED /..% // USD $,,..%.% ZIMMER BIOMET HOLDINGS SR UNSECURED /..% // USD $,,..%.% DTE ENERGY CO SR UNSECURED /..% // USD $,,..%.% MARSH + MCLENNAN COS INC SR UNSECURED /..% // USD $,,..%.% NORDEA BANK AB SR UNSECURED A /..% // USD $,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% KEYCORP SR UNSECURED /..% // USD $,,..%.% GENERAL ELECTRIC CO SR UNSECURED /..% // USD $,,..%.% FMS WERTMANAGEMENT GOVT GUARANT /..% // USD $,,..%.% GILEAD SCIENCES INC SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% INTER AMERICAN DEVEL BK SR UNSECURED /..% // USD $,,..%.% TOTAL CAPITAL INTL SA COMPANY GUAR / VAR.% // USD $,,..%.% STATE STREET CORP SR UNSECURED /..% // USD $,,..%.% MEDTRONIC INC COMPANY GUAR /..% // USD $,,..%.% DOLLAR GENERAL CORP SR UNSECURED /..% // USD $,,..%.% MORGAN STANLEY SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BK AUSTR NY SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED REGS /..% // AUD $,,..%.% JEFFERIES GROUP LLC SR UNSECURED /..% // USD $,,..%.%

10 Page of USD Corporate Bond,,..% BUCKEYE PARTNERS LP SR UNSECURED /..% // USD $,,..%.% GENERAL ELECTRIC CO SR UNSECURED / VAR.% // USD $,,..%.% MCKESSON CORP SR UNSECURED /..% // USD $,,..%.% BP CAPITAL MARKETS PLC COMPANY GUAR /..% // USD $,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.% INTL BK RECON + DEVELOP SR UNSECURED /.% // USD $,,..%.% EXXON MOBIL CORPORATION SR UNSECURED / VAR.% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED / VAR.% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR / VAR.% // USD $,,..%.% BANK OF MONTREAL SR UNSECURED / VAR.% // USD $,,..%.% ROYAL BANK OF CANADA SR UNSECURED / VAR.% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED A / VAR.% // USD $,,..%.% OP CORPORATE BANK PLC SR UNSECURED REGS /..% // EUR,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% KFW GOVT GUARANT /..% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,..%.% NORDIC INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,..%.% CHEVRON CORP SR UNSECURED / VAR.% // USD $,,..%.% COMMONWEALTH BK AUSTR NY SR UNSECURED /..% // USD $,,..%.% WELLS FARGO + COMPANY SR UNSECURED /..% // USD $,,..%.% GENERAL ELECTRIC CO SR UNSECURED /..% // USD $,,..%.% SCANA CORPORATION SR UNSECURED /..% // USD $,,..%.% BANK OF AMERICA CORP SR UNSECURED /..% // USD $,,..%.% SWEDISH EXPORT CREDIT SR UNSECURED /..% // USD $,,..%.% CATERPILLAR FINANCIAL SE SR UNSECURED /..% // USD $,,..%.% L TECHNOLOGIES INC COMPANY GUAR /..% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED A /..% // USD $,,..%.% FIFTH THIRD BANK SR UNSECURED /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% JPMORGAN CHASE + CO SR UNSECURED /..% // USD $,,..%.% WALGREENS BOOTS ALLIANCE SR UNSECURED /..% // USD $,,..%.% AUST + NZ BANKING GROUP SR UNSECURED REGS /..% // AUD $,,..%.% CHEVRON CORP SR UNSECURED / VAR.% // USD $,,..%.% PROGRESS ENERGY INC SR UNSECURED /..% // USD $,,..%.%

11 Page of USD Corporate Bond,,..% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED REGS /..% // AUD $,,..%.% UNION PACIFIC CORP SR UNSECURED /.% // USD $,,..%.% BOSTON SCIENTIFIC CORP SR UNSECURED /.% // USD $,,..%.% TELEFONICA EMISIONES SAU COMPANY GUAR /..% // USD $,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,..%.% HUMANA INC SR UNSECURED /..% // USD $,,..%.% BERKSHIRE HATHAWAY FIN COMPANY GUAR / VAR.% // USD $,,..%.% NORDEA BANK AB SR UNSECURED REGS /..% // USD $,,..%.% CBS CORP COMPANY GUAR /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED A /..% // USD $,,..%.% FORD MOTOR CREDIT CO LLC SR UNSECURED /.% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED REGS /..% // USD $,,..%.% MORGAN STANLEY SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED REGS /..% // EUR,,..%.% TOTAL CAPITAL INTL SA COMPANY GUAR / VAR.% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% MERCK + CO INC SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BK AUSTR NY SR UNSECURED /..% // USD $,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% CELGENE CORP SR UNSECURED /..% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.% INTER AMERICAN DEVEL BK SR UNSECURED /..% // AUD $,,..%.% VERIZON COMMUNICATIONS SR UNSECURED /..% // USD $,,..%.% NATIONWIDE BLDG SOCIETY SR UNSECURED A /..% // USD $,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% BPCE SA COMPANY GUAR /..% // USD $,,..%.% NRW.BANK LOCAL GOVT G REGS /..% // USD $,,..%.% PG+E CORP SR UNSECURED /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED REGS /..% // AUD $,,..%.% BRISTOL MYERS SQUIBB CO SR UNSECURED /..% // USD $,,..%.% INTL BK RECON + DEVELOP SR UNSECURED /.% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED REGS /.% // USD $,,..%.%

12 Page of USD Corporate Bond,,..% COMMONWEALTH BANK AUST SR UNSECURED A / VAR.% // USD $,,..%.% BANK OF MONTREAL SR UNSECURED /..% // USD $,,..%.% SUNTRUST BANKS INC SR UNSECURED /..% // USD $,,..%.% NESTLE HOLDINGS INC COMPANY GUAR REGS /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% UNEDIC SA /.% // EUR,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED REGS /..% // EUR,,..%.% UNILEVER CAPITAL CORP COMPANY GUAR /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% CIGNA CORP SR UNSECURED /..% // USD $,,..%.% EXELON GENERATION CO LLC SR UNSECURED /..% // USD $,,..%.% OMNICOM GROUP INC COMPANY GUAR /..% // USD $,,..%.% OP CORPORATE BANK PLC SR UNSECURED REGS /..% // EUR,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% MARRIOTT INTERNATIONAL SR UNSECURED /..% // USD $,,..%.% KFW GOVT GUARANT /.% // AUD $,,..%.% BANK OF AMERICA CORP SR UNSECURED /..% // USD $,,..%.% AMEREN CORP SR UNSECURED /..% // USD $,,..%.% ROPER TECHNOLOGIES INC SR UNSECURED /..% // USD $,,..%.% DEUTSCHE BANK AG SR UNSECURED /..% // USD $,,..%.% WELLS FARGO + COMPANY SR UNSECURED /..% // USD $,,..%.% PROCTER + GAMBLE CO/THE SR UNSECURED REGS /.% // EUR,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.% DEXIA CREDIT LOCAL SA NY GOVT LIQUID REGS /..% // USD $,,..%.% BPCE SA COMPANY GUAR /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED / VAR.% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED / VAR.% // USD $,,..%.% SVENSKA HANDELSBANKEN AB COMPANY GUAR / VAR.% // USD $,,..%.% BERKSHIRE HATHAWAY FIN COMPANY GUAR / VAR.% // USD $,,..%.% STATOIL ASA COMPANY GUAR / VAR.% // USD $,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED / VAR.% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /.% // USD $,,..%.% AFRICAN DEVELOPMENT BANK SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% L BANK BW FOERDERBANK LOCAL GOVT G REGS /..% // USD $,,..%.% CHEVRON CORP SR UNSECURED / VAR.% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED A /.% // USD $,,..%.%

13 Page of USD Corporate Bond,,..% AFRICAN DEVELOPMENT BANK SR UNSECURED /.% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% LANDWIRTSCH. RENTENBANK GOVT GUARANT /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED A /..% // USD $,,..%.% INTL FINANCE CORP SR UNSECURED /..% // AUD $,,..%.% COMMONWEALTH BK AUSTR NY SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% TOYOTA CREDIT CANADA INC SR UNSECURED REGS /..% // CAD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /.% // AUD $,,..%.% UNION PACIFIC CORP SR UNSECURED /..% // USD $,,..%.% KEY BANK NA SR UNSECURED /..% // USD $,,..%.% NETWORK RAIL INFRA FIN GOVT GUARANT REGS /..% // USD $,,..%.% ASIAN DEVELOPMENT BANK SR UNSECURED /..% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED A /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED /..% // AUD $,,..%.% KFW GOVT GUARANT REGS /..% // AUD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED REGS /.% // AUD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,..%.% COCA COLA CO/THE SR UNSECURED /..% // USD $,,..%.% AFRICAN DEVELOPMENT BANK SR UNSECURED /.% // USD $,,..%.% STATOIL ASA COMPANY GUAR / VAR.% // USD $,,..%.% CHEVRON CORP SR UNSECURED / VAR.% // USD $,,..%.% ANZ NEW ZEALAND INTL/LDN COMPANY GUAR REGS /..% // USD $,,..%.% GENERAL ELECTRIC CO SR UNSECURED / VAR.% // USD $,,..%.% EUROPEAN BK RECON + DEV SR UNSECURED /..% // USD $,,..%.% UNITEDHEALTH GROUP INC SR UNSECURED /..% // USD $,,..%.% COMERICA INC SR UNSECURED /..% // USD $,,..%.% NORDEA BANK AB SR UNSECURED REGS /.% // EUR,,..%.% CPPIB CAPITAL INC COMPANY GUAR /..% // CAD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR REGS /.% // EUR,,..%.% UBS AG STAMFORD CT SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED A /..% // USD $,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED REGS / VAR.% // USD $,,..%.%

14 Page of USD Corporate Bond,,..% CVS HEALTH CORP SR UNSECURED /..% // USD $,,..%.% ORACLE CORP SR UNSECURED / VAR.% // USD $,,..%.% TOTAL CAPITAL INTL SA COMPANY GUAR /..% // USD $,,..%.% AMGEN INC SR UNSECURED /..% // USD $,,..%.% NVIDIA CORP SR UNSECURED /..% // USD $,,..%.% COOPERAT RABOBANK UA/NY SR UNSECURED /..% // USD $,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.% ANZ NEW ZEALAND INTL/LDN COMPANY GUAR A /..% // USD $,,..%.% WISC ELEC POWER SR UNSECURED /..% // USD $,,..%.% DEXIA CREDIT LOCAL GOVT LIQUID REGS /..% // EUR,,..%.% BANK OF MONTREAL SR UNSECURED /..% // USD $,,..%.% GOLDCORP INC SR UNSECURED /..% // USD $,,..%.% GOLDMAN SACHS GROUP INC SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% L BANK BW FOERDERBANK LOCAL GOVT G REGS /..% // GBP,,..%.% PEPSICO INC SR UNSECURED /..% // USD $,,..%.% STATOIL ASA COMPANY GUAR /..% // USD $,,..%.% COOPERATIEVE RABOBANK UA SR UNSECURED REGS /..% // USD $,,..%.% NRW.BANK LOCAL GOVT G REGS /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED / VAR.% // USD $,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /.% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED A /..% // USD $,,..%.% FMS WERTMANAGEMENT GOVT GUARANT REGS /..% // USD $,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED / VAR.% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /.% // USD $,,..%.% PENSKE TRUCK LEASING/PTL SR UNSECURED A /..% // USD $,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% COOPERAT RABOBANK UA/NY SR UNSECURED /..% // USD $,,..%.% KFW GOVT GUARANT /..% // USD $,,..%.% BERKSHIRE HATHAWAY INC SR UNSECURED /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // GBP,,..%.% COUNCIL OF EUROPE SR UNSECURED /..% // USD $,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,..%.%

15 Page of USD Corporate Bond,,..% COMMONWEALTH BANK AUST SR UNSECURED REGS / VAR.% // USD $,,..%.% SWEDISH EXPORT CREDIT SR UNSECURED /..% // USD $,,..%.% COCA COLA CO/THE SR UNSECURED /..% // USD $,,..%.% HERSHEY COMPANY SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED REGS /..% // AUD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED REGS /..% // EUR,,..%.% REPUBLIC SERVICES INC SR UNSECURED /..% // USD $,,..%.% INTER AMERICAN DEVEL BK SR UNSECURED /..% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,..%.% SVENSKA HANDELSBANKEN AB SR UNSECURED REGS /..% // AUD $,,..%.% COMMONWEALTH BANK AUST CERT OF DEPO /..% // AUD $,,..%.% PACIFIC GAS + ELECTRIC SR UNSECURED /..% // USD $,,..%.% ANZ NEW ZEALAND INTL/LDN COMPANY GUAR A /..% // USD $,,..%.% Currency Forward Contract -,. -.% NZD //,, -,,.,..%.% NZD //, -,,.,..%.% SGD //...%.% CAD // -,,,...%.% SGD // -,,,. -..%.% SGD // -,,,. -..%.% SGD // -,,,. -..%.% SGD // -,,,. -..%.% SGD // -,,,. -..%.% SGD // -,,,. -..%.% SGD // -,,,. -..%.% SGD // -,,,. -..%.% EUR // -,,,. -..%.% SEK // -,,, %.% CAD // -,,,. -,. -.%.% CAD // -,,,. -,. -.%.% CAD // -,,,. -,. -.%.% CAD // -,,,. -,. -.%.% CAD // -,,,,. -,. -.%.% GBP // -,,,. -,. -.%.% EUR // -,,,. -,. -.%.% AUD // -,,,. -,. -.%.% GBP // -,,,. -,. -.%.% CAD // -,,,. -,. -.%.%

16 Page of USD Currency Forward Contract -,. -.% CAD // -,,,. -,. -.%.% AUD // -,,,. -,. -.%.% EUR // -,,,,. -,. -.%.% SEK // -,,,,. -,. -.%.% SEK // -,,,,. -,. -.%.% EUR // -,,,,. -,. -.%.% APPLE INC COMMON STOCK USD.,,,..%.% JPMORGAN CHASE + CO COMMON STOCK USD.,,..%.% AT+T INC COMMON STOCK USD.,,..%.% MICROSOFT CORP COMMON STOCK USD.,,..%.% WELLS FARGO + CO COMMON STOCK USD.,,..%.% INTEL CORP COMMON STOCK USD.,,..%.% COMCAST CORP CLASS A COMMON STOCK USD.,,..%.% EXXON MOBIL CORP COMMON STOCK,,..%.% AMAZON.COM INC COMMON STOCK USD.,..%.% BANK OF AMERICA CORP COMMON STOCK USD.,,..%.% PFIZER INC COMMON STOCK USD.,,..%.% WAL MART STORES INC COMMON STOCK USD.,,..%.% CISCO SYSTEMS INC COMMON STOCK USD.,,..%.% JOHNSON + JOHNSON COMMON STOCK USD.,,..%.% CHEVRON CORP COMMON STOCK USD.,,..%.% CITIGROUP INC COMMON STOCK USD.,,..%.% FACEBOOK INC A COMMON STOCK USD.,,..%.% UNITEDHEALTH GROUP INC COMMON STOCK USD.,,..%.% PROCTER + GAMBLE CO/THE COMMON STOCK,,..%.% VERIZON COMMUNICATIONS INC COMMON STOCK USD.,,..%.% SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW.,..%.% BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.,,..%.% ALPHABET INC CL C COMMON STOCK USD.,..%.% WALT DISNEY CO/THE COMMON STOCK USD.,,..%.% ALPHABET INC CL A COMMON STOCK USD.,..%.% HOME DEPOT INC COMMON STOCK USD.,,..%.% QUALCOMM INC COMMON STOCK USD.,,..%.% VISA INC CLASS A SHARES COMMON STOCK USD.,,..%.% NVIDIA CORP COMMON STOCK USD.,,..%.% DOWDUPONT INC COMMON STOCK USD.,,..%.% UNION PACIFIC CORP COMMON STOCK USD.,,..%.%

17 Page of USD CVS HEALTH CORP COMMON STOCK USD.,,..%.% CHARTER COMMUNICATIONS INC A COMMON STOCK USD.,..%.% TIME WARNER INC COMMON STOCK USD.,,..%.% COCA COLA CO/THE COMMON STOCK USD.,,..%.% GOLDMAN SACHS GROUP INC COMMON STOCK USD.,..%.% AMERICAN EXPRESS CO COMMON STOCK USD.,,..%.% TOYOTA MOTOR CORP COMMON STOCK,,..%.% PEPSICO INC COMMON STOCK USD.,,..%.% BOEING CO/THE COMMON STOCK USD.,..%.% MICRON TECHNOLOGY INC COMMON STOCK USD.,,..%.% GENERAL MOTORS CO COMMON STOCK USD.,,..%.% UNITED TECHNOLOGIES CORP COMMON STOCK USD.,,..%.% MERCK + CO. INC. COMMON STOCK USD.,,..%.% HSBC HOLDINGS PLC SPONS ADR ADR,,..%.% INTL BUSINESS MACHINES CORP COMMON STOCK USD.,,..%.% FEDEX CORP COMMON STOCK USD.,..%.% CATERPILLAR INC COMMON STOCK USD.,,..%.% MORGAN STANLEY COMMON STOCK USD.,,..%.% DAIMLER AG REGISTERED SHARES COMMON STOCK,,..%.% DELTA AIR LINES INC COMMON STOCK USD.,,..%.% ABBVIE INC COMMON STOCK USD.,,..%.% ORACLE CORP COMMON STOCK USD.,,..%.% AETNA INC COMMON STOCK USD.,..%.% NESTLE SA REG COMMON STOCK CHF.,,..%.% MASTERCARD INC A COMMON STOCK USD.,,..%.% MCDONALD S CORP COMMON STOCK USD.,..%.% M CO COMMON STOCK USD.,..%.% MEDTRONIC PLC COMMON STOCK USD.,,..%.% US BANCORP COMMON STOCK USD.,,..%.% FORD MOTOR CO COMMON STOCK USD.,,..%.% AMGEN INC COMMON STOCK USD.,..%.% EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.,,..%.% ABBOTT LABORATORIES COMMON STOCK,,..%.% ANTHEM INC COMMON STOCK USD.,..%.% GILEAD SCIENCES INC COMMON STOCK USD.,,..%.% GENERAL ELECTRIC CO COMMON STOCK USD.,,..%.% WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.,,..%.% ALTRIA GROUP INC COMMON STOCK USD.,,..%.%

18 Page of USD TENCENT HOLDINGS LTD COMMON STOCK HKD.,,..%.% HONEYWELL INTERNATIONAL INC COMMON STOCK USD.,..%.% TOTAL SA COMMON STOCK EUR.,,..%.% BP PLC SPONS ADR ADR,,..%.% BEST BUY CO INC COMMON STOCK USD.,,..%.% TEXAS INSTRUMENTS INC COMMON STOCK USD.,,..%.% ROYAL DUTCH SHELL SPON ADR A ADR,,..%.% SIMON PROPERTY GROUP INC REIT USD.,..%.% THERMO FISHER SCIENTIFIC INC COMMON STOCK USD.,..%.% PNC FINANCIAL SERVICES GROUP COMMON STOCK USD.,..%.% PHILIP MORRIS INTERNATIONAL COMMON STOCK,,..%.% BANK OF NEW YORK MELLON CORP COMMON STOCK USD.,,..%.% ANDEAVOR COMMON STOCK USD.,,..%.% CSX CORP COMMON STOCK USD.,,..%.% VALERO ENERGY CORP COMMON STOCK USD.,,..%.% TRAVELERS COS INC/THE COMMON STOCK,..%.% CIGNA CORP COMMON STOCK USD.,..%.% VODAFONE GROUP PLC COMMON STOCK USD.,,..%.% SOUTHWEST AIRLINES CO COMMON STOCK USD.,,..%.% NORFOLK SOUTHERN CORP COMMON STOCK USD.,..%.% CONOCOPHILLIPS COMMON STOCK USD.,,..%.% CHUBB LTD COMMON STOCK,..%.% ROYAL DUTCH SHELL SPON ADR B ADR,,..%.% BRISTOL MYERS SQUIBB CO COMMON STOCK USD.,,..%.% SCHLUMBERGER LTD COMMON STOCK USD.,,..%.% CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.,,..%.% MARATHON PETROLEUM CORP COMMON STOCK,,..%.% AMERICAN INTERNATIONAL GROUP COMMON STOCK USD.,,..%.% FREEPORT MCMORAN INC COMMON STOCK USD.,,..%.% COSTCO WHOLESALE CORP COMMON STOCK USD.,..%.% HUMANA INC COMMON STOCK USD.,..%.% BASF SE COMMON STOCK,..%.% DANAHER CORP COMMON STOCK USD.,,..%.% ACCENTURE PLC CL A COMMON STOCK USD.,..%.% BLACKROCK INC COMMON STOCK USD.,..%.% BANCO SANTANDER SA COMMON STOCK EUR.,,..%.% DXC TECHNOLOGY CO COMMON STOCK USD.,,..%.% BHP BILLITON LIMITED COMMON STOCK,,..%.%

19 Page of USD HONDA MOTOR CO LTD COMMON STOCK,,..%.% ALLERGAN PLC COMMON STOCK USD.,..%.% DOLLAR TREE INC COMMON STOCK USD.,..%.% PRUDENTIAL FINANCIAL INC COMMON STOCK USD.,..%.% FIFTH THIRD BANCORP COMMON STOCK,,..%.% MOHAWK INDUSTRIES INC COMMON STOCK USD.,..%.% NIKE INC CL B COMMON STOCK USD.,,..%.% LOWE S COS INC COMMON STOCK USD.,..%.% T ROWE PRICE GROUP INC COMMON STOCK USD.,..%.% MONDELEZ INTERNATIONAL INC A COMMON STOCK,,..%.% LAM RESEARCH CORP COMMON STOCK USD.,..%.% LOCKHEED MARTIN CORP COMMON STOCK USD.,..%.% UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.,,..%.% UNITED PARCEL SERVICE CL B COMMON STOCK USD.,..%.% BNP PARIBAS COMMON STOCK EUR.,,..%.% EQUINIX INC REIT USD.,..%.% TAIWAN SEMICONDUCTOR SP ADR ADR,,..%.% BROADCOM LTD COMMON STOCK,..%.% STARBUCKS CORP COMMON STOCK USD.,,..%.% PROLOGIS INC REIT USD.,,..%.% NUCOR CORP COMMON STOCK USD.,,..%.% PROGRESSIVE CORP COMMON STOCK USD.,,..%.% PAYPAL HOLDINGS INC COMMON STOCK USD.,,..%.% SYNCHRONY FINANCIAL COMMON STOCK USD.,,..%.% HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.,,..%.% REGIONS FINANCIAL CORP COMMON STOCK USD.,,..%.% NOVARTIS AG SPONSORED ADR ADR,..%.% TYSON FOODS INC CL A COMMON STOCK USD.,,..%.% PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.,,..%.% ALLSTATE CORP COMMON STOCK USD.,..%.% EBAY INC COMMON STOCK USD.,,..%.% TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK TWD.,,..%.% VOLKSWAGEN AG PREF PREFERENCE,..%.% CELGENE CORP COMMON STOCK USD.,..%.% CENTENE CORP COMMON STOCK USD.,..%.% PUBLIC STORAGE REIT USD.,..%.% TARGET CORP COMMON STOCK USD.,,..%.% DR HORTON INC COMMON STOCK USD.,,..%.%

20 Page of USD ANGLO AMERICAN PLC COMMON STOCK USD.,,..%.% FIDELITY NATIONAL INFO SERV COMMON STOCK USD.,..%.% AFLAC INC COMMON STOCK USD.,..%.% THOR INDUSTRIES INC COMMON STOCK USD.,..%.% METLIFE INC COMMON STOCK USD.,,..%.% TE CONNECTIVITY LTD COMMON STOCK CHF.,..%.% DISCOVER FINANCIAL SERVICES COMMON STOCK USD.,,..%.% XPO LOGISTICS INC COMMON STOCK USD.,..%.% PHILLIPS COMMON STOCK,..%.% KRAFT HEINZ CO/THE COMMON STOCK USD.,..%.% KINDER MORGAN INC COMMON STOCK USD.,,..%.% BANK OF MONTREAL COMMON STOCK,..%.% HUNTSMAN CORP COMMON STOCK USD.,,..%.% CME GROUP INC COMMON STOCK USD.,..%.% DAVITA INC COMMON STOCK USD.,,..%.% PRICELINE GROUP INC/THE COMMON STOCK USD.,..%.% CENTURYLINK INC COMMON STOCK USD.,,..%.% REPUBLIC SERVICES INC COMMON STOCK USD.,,..%.% OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.,..%.% LEAR CORP COMMON STOCK USD.,..%.% ROCKWELL COLLINS INC COMMON STOCK USD.,..%.% WESTERN DIGITAL CORP COMMON STOCK USD.,..%.% PACCAR INC COMMON STOCK USD.,..%.% BB+T CORP COMMON STOCK USD.,,..%.% LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.,..%.% DOLLAR GENERAL CORP COMMON STOCK USD.,..%.% GENERAL DYNAMICS CORP COMMON STOCK USD.,..%.% COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.,..%.% EATON CORP PLC COMMON STOCK USD.,..%.% MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK,,..%.% BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR.,..%.% BIOGEN INC COMMON STOCK USD.,..%.% NRG ENERGY INC COMMON STOCK USD.,,..%.% DEERE + CO COMMON STOCK USD.,..%.% UNITED THERAPEUTICS CORP COMMON STOCK USD.,..%.% OLD DOMINION FREIGHT LINE COMMON STOCK USD.,..%.% ELI LILLY + CO COMMON STOCK,..%.% STATE STREET CORP COMMON STOCK USD.,..%.%

21 Page of USD NORTHROP GRUMMAN CORP COMMON STOCK USD.,..%.% RIO TINTO PLC SPON ADR ADR,,..%.% ALLY FINANCIAL INC COMMON STOCK USD.,,..%.% RAYTHEON COMPANY COMMON STOCK USD.,..%.% APPLIED MATERIALS INC COMMON STOCK USD.,,..%.% EASTMAN CHEMICAL CO COMMON STOCK USD.,..%.% GAP INC/THE COMMON STOCK USD.,,..%.% ORANGE COMMON STOCK EUR.,,..%.% EOG RESOURCES INC COMMON STOCK USD.,..%.% DEUTSCHE TELEKOM AG REG COMMON STOCK,,..%.% ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.,..%.% SKYWORKS SOLUTIONS INC COMMON STOCK USD.,..%.% QUEST DIAGNOSTICS INC COMMON STOCK USD.,..%.% AUST AND NZ BANKING GROUP COMMON STOCK,,..%.% OWENS CORNING COMMON STOCK USD.,..%.% TWENTY FIRST CENTURY FOX A COMMON STOCK USD.,,..%.% AMERICAN TOWER CORP REIT USD.,..%.% HARRIS CORP COMMON STOCK USD.,..%.% STANLEY BLACK + DECKER INC COMMON STOCK USD.,..%.% CONCHO RESOURCES INC COMMON STOCK USD.,..%.% UNITED RENTALS INC COMMON STOCK USD.,..%.% AVALONBAY COMMUNITIES INC REIT USD.,..%.% KOHLS CORP COMMON STOCK USD.,,..%.% HUNTINGTON BANCSHARES INC COMMON STOCK USD.,,..%.% DOVER CORP COMMON STOCK USD.,..%.% MOLSON COORS BREWING CO B COMMON STOCK USD.,..%.% HP INC COMMON STOCK USD.,,..%.% INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.,..%.% CORNING INC COMMON STOCK USD.,,..%.% ALIGN TECHNOLOGY INC COMMON STOCK USD.,..%.% MCKESSON CORP COMMON STOCK USD.,..%.% TEXTRON INC COMMON STOCK USD.,,..%.% KEYCORP COMMON STOCK USD.,,..%.% WHIRLPOOL CORP COMMON STOCK USD.,..%.% LINCOLN NATIONAL CORP COMMON STOCK,..%.% SCHWAB (CHARLES) CORP COMMON STOCK USD.,,..%.% INGREDION INC COMMON STOCK USD.,..%.% EQUITY RESIDENTIAL REIT USD.,..%.%

22 Page of USD WELLTOWER INC REIT USD.,..%.% EMERSON ELECTRIC CO COMMON STOCK USD.,..%.% SUNTRUST BANKS INC COMMON STOCK USD.,..%.% GENUINE PARTS CO COMMON STOCK USD.,..%.% LLOYDS BANKING GROUP PLC COMMON STOCK,,..%.% CITIZENS FINANCIAL GROUP COMMON STOCK USD.,,..%.% DIGITAL REALTY TRUST INC REIT USD.,..%.% HOLOGIC INC COMMON STOCK USD.,,..%.% LYONDELLBASELL INDU CL A COMMON STOCK EUR.,..%.% AMERIPRISE FINANCIAL INC COMMON STOCK USD.,..%.% CHINA CONSTRUCTION BANK H COMMON STOCK CNY.,,..%.% SK HYNIX INC COMMON STOCK KRW.,..%.% INGERSOLL RAND PLC COMMON STOCK USD.,..%.% ZURICH INSURANCE GROUP AG COMMON STOCK CHF.,..%.% CUMMINS INC COMMON STOCK USD.,..%.% MYLAN NV COMMON STOCK EUR.,,..%.% ILLINOIS TOOL WORKS COMMON STOCK USD.,..%.% T MOBILE US INC COMMON STOCK USD.,..%.% CA INC COMMON STOCK USD.,,..%.% MONSANTO CO COMMON STOCK USD.,..%.% STEEL DYNAMICS INC COMMON STOCK USD.,,..%.% PARKER HANNIFIN CORP COMMON STOCK USD.,..%.% ON SEMICONDUCTOR CORP COMMON STOCK USD.,,..%.% PULTEGROUP INC COMMON STOCK USD.,,..%.% FLEX LTD COMMON STOCK,,..%.% MICHELIN (CGDE) COMMON STOCK EUR.,..%.% JM SMUCKER CO/THE COMMON STOCK,..%.% FIAT CHRYSLER AUTOMOBILES NV COMMON STOCK EUR.,,..%.% WASTE MANAGEMENT INC COMMON STOCK USD.,..%.% AUTOMATIC DATA PROCESSING COMMON STOCK USD.,..%.% VENTAS INC REIT USD.,..%.% ENGIE COMMON STOCK EUR.,,..%.% MICHAEL KORS HOLDINGS LTD COMMON STOCK,..%.% HITACHI LTD COMMON STOCK,,..%.% NEXTERA ENERGY INC COMMON STOCK USD.,..%.% NEWMONT MINING CORP COMMON STOCK USD.,,..%.% OLIN CORP COMMON STOCK USD.,,..%.% HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.,,..%.%

23 Page of USD KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.,,..%.% LPL FINANCIAL HOLDINGS INC COMMON STOCK,..%.% IPG PHOTONICS CORP COMMON STOCK USD.,..%.% WESTROCK CO COMMON STOCK,..%.% BOSTON PROPERTIES INC REIT USD.,..%.% GOODYEAR TIRE + RUBBER CO COMMON STOCK,,..%.% NORTHERN TRUST CORP COMMON STOCK USD.,..%.% HOLLYFRONTIER CORP COMMON STOCK USD.,,..%.% MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.,..%.% L TECHNOLOGIES INC COMMON STOCK USD.,..%.% JETBLUE AIRWAYS CORP COMMON STOCK USD.,,..%.% WELLCARE HEALTH PLANS INC COMMON STOCK USD.,..%.% CREDIT ACCEPTANCE CORP COMMON STOCK USD.,..%.% VODAFONE GROUP PLC SP ADR ADR,,..%.% ADOBE SYSTEMS INC COMMON STOCK USD.,..%.% AMERICAN FINANCIAL GROUP INC COMMON STOCK,..%.% COLGATE PALMOLIVE CO COMMON STOCK USD.,..%.% CELANESE CORP SERIES A COMMON STOCK USD.,..%.% OSHKOSH CORP COMMON STOCK USD.,..%.% SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.,..%.% VIACOM INC CLASS B COMMON STOCK USD.,,..%.% VULCAN MATERIALS CO COMMON STOCK USD.,..%.% INVESCO LTD COMMON STOCK USD.,,..%.% COMERICA INC COMMON STOCK USD.,..%.% TJX COMPANIES INC COMMON STOCK USD.,..%.% SUMITOMO MITSUI FINANCIAL GR COMMON STOCK,,..%.% LOEWS CORP COMMON STOCK USD.,..%.% AMETEK INC COMMON STOCK USD.,..%.% POST HOLDINGS INC COMMON STOCK USD.,..%.% ALASKA AIR GROUP INC COMMON STOCK USD.,..%.% TECK RESOURCES LTD CLS B COMMON STOCK,,..%.% NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK USD.,..%.% INTERNATIONAL PAPER CO COMMON STOCK USD.,..%.% CARMAX INC COMMON STOCK USD.,..%.% XYLEM INC COMMON STOCK,..%.% VALE SA COMMON STOCK,,..%.% HILL ROM HOLDINGS INC COMMON STOCK,..%.% ALIBABA GROUP HOLDING SP ADR ADR USD.,..%.%

24 Page of USD HORMEL FOODS CORP COMMON STOCK USD.,,..%.% KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK EUR.,,..%.% MGM RESORTS INTERNATIONAL COMMON STOCK USD.,,..%.% TAPESTRY INC COMMON STOCK USD.,,..%.% CROWN CASTLE INTL CORP REIT USD.,..%.% CARNIVAL CORP COMMON STOCK USD.,..%.% PING AN INSURANCE GROUP CO H COMMON STOCK CNY.,,..%.% ACTIVISION BLIZZARD INC COMMON STOCK USD.,..%.% UPM KYMMENE OYJ COMMON STOCK,,..%.% CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.,,..%.% LENNAR CORP A COMMON STOCK USD.,..%.% KAR AUCTION SERVICES INC COMMON STOCK USD.,..%.% CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD.,,..%.% POLARIS INDUSTRIES INC COMMON STOCK USD.,..%.% ORBITAL ATK INC COMMON STOCK USD.,..%.% MARSH + MCLENNAN COS COMMON STOCK USD.,..%.% UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.,..%.% FIRST AMERICAN FINANCIAL COMMON STOCK USD.,..%.% GLENCORE PLC COMMON STOCK USD.,,..%.% ABB LTD REG COMMON STOCK CHF.,,..%.% BANK OF NOVA SCOTIA COMMON STOCK,..%.% HON HAI PRECISION INDUSTRY COMMON STOCK TWD.,,..%.% TOTAL SYSTEM SERVICES INC COMMON STOCK USD.,..%.% NISSAN MOTOR CO LTD COMMON STOCK,,..%.% ALBEMARLE CORP COMMON STOCK USD.,..%.% GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.,,..%.% NOVARTIS AG REG COMMON STOCK CHF.,..%.% PENTAIR PLC COMMON STOCK USD.,..%.% NIELSEN HOLDINGS PLC COMMON STOCK EUR.,,..%.% ARCONIC INC COMMON STOCK,,..%.% TD AMERITRADE HOLDING CORP COMMON STOCK USD.,..%.% SBA COMMUNICATIONS CORP REIT USD.,..%.% FISERV INC COMMON STOCK USD.,..%.% GLOBAL PAYMENTS INC COMMON STOCK,..%.% SVB FINANCIAL GROUP COMMON STOCK USD.,..%.% NASDAQ INC COMMON STOCK USD.,..%.% TIFFANY + CO COMMON STOCK USD.,..%.% RENAULT SA COMMON STOCK EUR.,..%.%

25 Page of USD UNUM GROUP COMMON STOCK USD.,..%.% REINSURANCE GROUP OF AMERICA COMMON STOCK USD.,..%.% VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV,,..%.% IBERDROLA SA COMMON STOCK EUR.,,..%.% NETAPP INC COMMON STOCK USD.,..%.% ANALOG DEVICES INC COMMON STOCK USD.,..%.% MACY S INC COMMON STOCK USD.,,..%.% COTY INC CL A COMMON STOCK USD.,,..%.% GENTEX CORP COMMON STOCK USD.,,..%.% HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.,..%.% FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.,..%.% S+P GLOBAL INC COMMON STOCK USD.,..%.% CONSTELLATION BRANDS INC A COMMON STOCK USD.,..%.% ARAMARK COMMON STOCK USD.,,..%.% AKZO NOBEL COMMON STOCK EUR.,..%.% TELEFLEX INC COMMON STOCK USD.,..%.% CALATLANTIC GROUP INC COMMON STOCK USD.,..%.% LKQ CORP COMMON STOCK USD.,,..%.% AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD.,..%.% SYNNEX CORP COMMON STOCK USD.,..%.% DANA INC COMMON STOCK USD.,,..%.% ALLIANZ SE REG COMMON STOCK,..%.% E.ON SE COMMON STOCK,,..%.% FIRST SOLAR INC COMMON STOCK USD.,..%.% AIA GROUP LTD COMMON STOCK,,..%.% SONOCO PRODUCTS CO COMMON STOCK,..%.% KANSAS CITY SOUTHERN COMMON STOCK USD.,..%.% RYDER SYSTEM INC COMMON STOCK USD.,..%.% NATIONAL OILWELL VARCO INC COMMON STOCK USD.,,..%.% CBRE GROUP INC A COMMON STOCK USD.,..%.% WILLIAMS SONOMA INC COMMON STOCK USD.,..%.% PACKAGING CORP OF AMERICA COMMON STOCK USD.,..%.% PVH CORP COMMON STOCK USD.,..%.% PRAXAIR INC COMMON STOCK USD.,..%.% JABIL INC COMMON STOCK USD.,,..%.% TRINITY INDUSTRIES INC COMMON STOCK USD.,,..%.% ROYAL BANK OF CANADA COMMON STOCK,..%.% IQVIA HOLDINGS INC COMMON STOCK USD.,..%.%

26 Page of USD JONES LANG LASALLE INC COMMON STOCK USD.,..%.% BORGWARNER INC COMMON STOCK USD.,..%.% ARCHER DANIELS MIDLAND CO COMMON STOCK,,..%.% TOLL BROTHERS INC COMMON STOCK USD.,..%.% SYNOVUS FINANCIAL CORP COMMON STOCK USD.,..%.% DUKE ENERGY CORP COMMON STOCK USD.,..%.% HEXCEL CORP COMMON STOCK USD.,..%.% KROGER CO COMMON STOCK USD.,,..%.% AXA SA COMMON STOCK EUR.,,..%.% AGCO CORP COMMON STOCK USD.,..%.% SERVICE CORP INTERNATIONAL COMMON STOCK USD.,,..%.% NOBLE ENERGY INC COMMON STOCK USD.,,..%.% SENSATA TECHNOLOGIES HOLDING COMMON STOCK EUR.,..%.% NVR INC COMMON STOCK USD.,..%.% PRIMERICA INC COMMON STOCK,..%.% WR BERKLEY CORP COMMON STOCK USD.,..%.% MANPOWERGROUP INC COMMON STOCK USD.,..%.% FIRST HORIZON NATIONAL CORP COMMON STOCK USD.,,..%.% QUANTA SERVICES INC COMMON STOCK USD.,,..%.% DEUTSCHE LUFTHANSA REG COMMON STOCK,,..%.% RELIANCE STEEL + ALUMINUM COMMON STOCK,..%.% ESSEX PROPERTY TRUST INC REIT USD.,..%.% ENCOMPASS HEALTH CORP COMMON STOCK USD.,..%.% ROSS STORES INC COMMON STOCK USD.,..%.% TOYOTA MOTOR CORP SPON ADR ADR,..%.% JOHNSON CONTROLS INTERNATION COMMON STOCK USD.,,..%.% HARLEY DAVIDSON INC COMMON STOCK USD.,..%.% STRYKER CORP COMMON STOCK USD.,..%.% M + T BANK CORP COMMON STOCK USD.,..%.% WESTERN ALLIANCE BANCORP COMMON STOCK USD.,..%.% NASPERS LTD N SHS COMMON STOCK ZAR.,..%.% INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.,..%.% MARATHON OIL CORP COMMON STOCK USD.,,..%.% AUTOLIV INC COMMON STOCK USD.,..%.% MICROCHIP TECHNOLOGY INC COMMON STOCK USD.,..%.% WYNDHAM WORLDWIDE CORP COMMON STOCK USD.,..%.% NORDEA BANK AB COMMON STOCK SEK.,,..%.% IAC/INTERACTIVECORP COMMON STOCK USD.,..%.%

27 Page of USD GENERAL MILLS INC COMMON STOCK USD.,..%.% HALLIBURTON CO COMMON STOCK USD.,..%.% ARROW ELECTRONICS INC COMMON STOCK USD.,..%.% SOCIETE GENERALE SA COMMON STOCK EUR.,..%.% MSCI INC COMMON STOCK USD.,..%.% SOLVAY SA COMMON STOCK EUR.,..%.% DEVON ENERGY CORP COMMON STOCK USD.,..%.% HESS CORP COMMON STOCK USD.,..%.% E TRADE FINANCIAL CORP COMMON STOCK USD.,..%.% APACHE CORP COMMON STOCK USD.,..%.% MARKEL CORP COMMON STOCK,..%.% WESTLAKE CHEMICAL CORP COMMON STOCK USD.,..%.% NEWFIELD EXPLORATION CO COMMON STOCK USD.,,..%.% WESTPAC BANKING CORP COMMON STOCK,,..%.% ECOLAB INC COMMON STOCK USD.,..%.% TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.,..%.% KBC GROEP NV COMMON STOCK,..%.% DENTSPLY SIRONA INC COMMON STOCK USD.,..%.% SUNCOR ENERGY INC COMMON STOCK,,..%.% JXTG HOLDINGS INC COMMON STOCK,,..%.% ING GROEP NV COMMON STOCK EUR.,,..%.% TAKE TWO INTERACTIVE SOFTWRE COMMON STOCK USD.,..%.% BECTON DICKINSON AND CO COMMON STOCK USD.,..%.% SUNCOR ENERGY INC COMMON STOCK,,..%.% LEIDOS HOLDINGS INC COMMON STOCK USD.,..%.% IND + COMM BK OF CHINA H COMMON STOCK CNY.,,..%.% CURTISS WRIGHT CORP COMMON STOCK USD.,..%.% COHERENT INC COMMON STOCK USD.,..%.% CIE FINANCIERE RICHEMONT REG COMMON STOCK CHF.,..%.% UBS GROUP AG REG COMMON STOCK CHF.,,..%.% RWE AG COMMON STOCK,,..%.% MICROSEMI CORP COMMON STOCK USD.,..%.% BUNGE LTD COMMON STOCK USD.,..%.% CHARLES RIVER LABORATORIES COMMON STOCK USD.,..%.% HOST HOTELS + RESORTS INC REIT USD.,,..%.% REALTY INCOME CORP REIT USD.,..%.% ORIX CORP COMMON STOCK,,..%.% EAST WEST BANCORP INC COMMON STOCK USD.,..%.%