Global Allocation 25/75 Portfolio - Institutional Class

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1 Global Allocation / Portfolio - Institutional Class As of February, (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 Convertible Bond..% TRANSOCEAN INC COMPANY GUAR /..% // USD $..%.% Corporate Bond,,..% SVENSKA HANDELSBANKEN AB COMPANY GUAR /..% // USD $,,,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,,,..%.% KFW GOVT GUARANT /..% // USD $,,,,..%.% COOPERAT RABOBANK UA/NY SR UNSECURED /..% // USD $,,,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,,,..%.% APPLE INC SR UNSECURED /..% // USD $,,,,..%.% ORACLE CORP SR UNSECURED /..% // USD $,,,,..%.% SWEDISH EXPORT CREDIT SR UNSECURED /..% // USD $,,,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,,,..%.% FMS WERTMANAGEMENT GOVT GUARANT /.% // USD $,,,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,,,..%.% OEKB OEST. KONTROLLBANK GOVT GUARANT /..% // USD $,,,,..%.% GE CAPITAL INTL FUNDING COMPANY GUAR /..% // USD $,,,,..%.% INTL BK RECON + DEVELOP SR UNSECURED /..% // USD $,,,,..%.% EFSF GOVT GUARANT REGS /..% // EUR,,,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,,,..%.%

2 Page of USD Corporate Bond,,..% SVENSKA HANDELSBANKEN AB COMPANY GUAR /..% // USD $,,,,..%.% TORONTO DOMINION BANK DEPOSIT NOTE REGS /..% // CAD $,,,,..%.% STATOIL ASA COMPANY GUAR /..% // USD $,,,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,,,..%.% OEKB OEST. KONTROLLBANK GOVT GUARANT /..% // USD $,,,,..%.% COMMONWEALTH BK AUSTR NY SR UNSECURED /..% // USD $,,,,..%.% KFW GOVT GUARANT /..% // EUR,,,,..%.% COUNCIL OF EUROPE SR UNSECURED /..% // USD $,,,,..%.% ROYAL BANK OF CANADA DEPOSIT NOTE REGS /..% // CAD $,,,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // AUD $,,,,..%.% EXXON MOBIL CORPORATION SR UNSECURED /..% // USD $,,,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,,,..%.% COMMONWEALTH BANK AUST SR UNSECURED A /..% // USD $,,,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,,,..%.% APPLE INC SR UNSECURED /..% // USD $,,,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,,,..%.% COUNCIL OF EUROPE SR UNSECURED /..% // USD $,,,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,,,..%.% KFW GOVT GUARANT /..% // USD $,,,,..%.% COOPERAT RABOBANK UA/NY SR UNSECURED /..% // USD $,,,,..%.% EFSF GOVT GUARANT REGS /..% // EUR,,,,..%.% COMMONWEALTH BK AUSTR NY SR UNSECURED /..% // USD $,,,,..%.% PFIZER INC SR UNSECURED /..% // USD $,,,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,,,..%.% CPPIB CAPITAL INC COMPANY GUAR REGS /..% // USD $,,,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,,,..%.% NRW.BANK LOCAL GOVT G REGS /..% // USD $,,,,..%.% ROYAL BANK OF CANADA DEPOSIT NOTE /..% // CAD $,,,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED REGS /..% // USD $,,,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,,,..%.%

3 Page of USD Corporate Bond,,..% INTER AMERICAN DEVEL BK SR UNSECURED /..% // USD $,,,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,,,..%.% TOTAL CAPITAL INTL SA COMPANY GUAR /..% // USD $,,,,..%.% UNEDIC GOVT GUARANT REGS /..% // EUR,,,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,,,..%.% TORONTO DOMINION BANK DEPOSIT NOTE /..% // CAD $,,,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,,,..%.% MICROSOFT CORP SR UNSECURED /.% // USD $,,,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,,,..%.% BANK OF MONTREAL SR UNSECURED /..% // USD $,,,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,,,..%.% ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS /..% // USD $,,,,..%.% EXXON MOBIL CORPORATION SR UNSECURED /..% // USD $,,,,..%.% APPLE INC SR UNSECURED /..% // USD $,,,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED A /..% // USD $,,,,..%.% BERKSHIRE HATHAWAY INC SR UNSECURED /..% // USD $,,,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,,,..%.% MANUF + TRADERS TRUST CO SR UNSECURED /..% // USD $,,,,..%.% EURO STABILITY MECHANISM SR UNSECURED REGS /..% // EUR,,,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED A / VAR.% // USD $,,,,..%.% PFIZER INC SR UNSECURED /..% // USD $,,,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,,,..%.% FMS WERTMANAGEMENT GOVT GUARANT /..% // USD $,,,,..%.% BARCLAYS PLC SR UNSECURED /..% // USD $,,,,..%.% AFRICAN DEVELOPMENT BANK SR UNSECURED /..% // USD $,,,,..%.% TOTAL CAPITAL INTL SA COMPANY GUAR /..% // USD $,,,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,,,..%.% INTER AMERICAN DEVEL BK SR UNSECURED /..% // USD $,,,,..%.% CPPIB CAPITAL INC COMPANY GUAR A /..% // USD $,,,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,,,..%.% ABBVIE INC SR UNSECURED /..% // USD $,,,,..%.% MONSANTO CO SR UNSECURED /..% // USD $,,,,..%.% EUROPEAN BK RECON + DEV SR UNSECURED /..% // USD $,,,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,,,..%.%

4 Page of USD Corporate Bond,,..% MERCK + CO INC SR UNSECURED /..% // USD $,,,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED REGS /..% // AUD $,,,,..%.% ASIAN DEVELOPMENT BANK SR UNSECURED /..% // JPY,,,,..%.% ASTRAZENECA PLC SR UNSECURED /..% // USD $,,,,..%.% SVENSKA HANDELSBANKEN AB COMPANY GUAR /..% // USD $,,,,..%.% NORDEA BANK AB SR UNSECURED REGS /..% // USD $,,,..%.% COOPERAT RABOBANK UA/NY SR UNSECURED /..% // USD $,,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,,..%.% DEXIA CREDIT LOCAL GOVT LIQUID REGS /.% // EUR,,..%.% KFW GOVT GUARANT /..% // EUR,,..%.% KFW GOVT GUARANT /..% // USD $,,..%.% EXXON MOBIL CORPORATION SR UNSECURED /..% // USD $,,..%.% AFRICAN DEVELOPMENT BANK SR UNSECURED /..% // USD $,,..%.% INTL BK RECON + DEVELOP SR UNSECURED /..% // USD $,,..%.% ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% HARLEY DAVIDSON FINL SER COMPANY GUAR A /..% // USD $,,..%.% COCA COLA CO/THE SR UNSECURED /..% // USD $,,..%.% JOHN DEERE CAPITAL CORP SR UNSECURED /..% // USD $,,..%.% MACQUARIE GROUP LTD SR UNSECURED A /.% // USD $,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED A /..% // USD $,,..%.% COCA COLA CO/THE SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% SCRIPPS NETWORKS INTERAC SR UNSECURED /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% KFW GOVT GUARANT /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% APACHE CORP SR UNSECURED /..% // USD $,,..%.% BIOGEN INC SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED A /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% COOPERATIEVE RABOBANK UA COMPANY GUAR /..% // USD $,,..%.% DTE ENERGY CO SR UNSECURED /..% // USD $,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.%

5 Page of USD Corporate Bond,,..% EURO STABILITY MECHANISM SR UNSECURED REGS /..% // EUR,,..%.% PROCTER + GAMBLE CO/THE SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% ASIAN DEVELOPMENT BANK SR UNSECURED /..% // USD $,,..%.% FORD MOTOR CREDIT CO LLC SR UNSECURED /.% // USD $,,..%.% DEUTSCHE BAHN FIN GMBH COMPANY GUAR REGS /..% // GBP,,..%.% TYSON FOODS INC COMPANY GUAR /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% NORDEA BANK AB SR UNSECURED A /..% // USD $,,..%.% SOUTHWEST AIRLINES CO SR UNSECURED /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /.% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% OEKB OEST. KONTROLLBANK GOVT GUARANT /..% // USD $,,..%.% SOCIETE GENERALE SR UNSECURED A /..% // USD $,,..%.% BEAM SUNTORY INC COMPANY GUAR /..% // USD $,,..%.% LANDWIRTSCH. RENTENBANK GOVT GUARANT REGS /..% // AUD $,,..%.% NOMURA HOLDINGS INC SR UNSECURED /..% // USD $,,..%.% GENERAL ELECTRIC CO SR UNSECURED /..% // EUR,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,..%.% HUNTINGTON BANCSHARES SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% SYSCO CORPORATION COMPANY GUAR /..% // USD $,,..%.% NISSAN MOTOR ACCEPTANCE SR UNSECURED A /..% // USD $,,..%.% BANK OF NY MELLON CORP SR UNSECURED /..% // USD $,,..%.% TOTAL CAPITAL SA COMPANY GUAR /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% LLOYDS BANKING GROUP PLC SR UNSECURED /.% // USD $,,..%.% SVENSKA HANDELSBANKEN AB SR UNSECURED REGS /..% // EUR,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.% INTER AMERICAN DEVEL BK SR UNSECURED /..% // AUD $,,..%.% DANSKE BANK A/S SR UNSECURED A /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED A /..% // USD $,,..%.% KFW GOVT GUARANT REGS /..% // AUD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.%

6 Page of USD Corporate Bond,,..% AUST + NZ BANKING GROUP SR UNSECURED REGS /..% // AUD $,,..%.% NRW.BANK LOCAL GOVT G REGS /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // GBP,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,..%.% SANTANDER UK GROUP HLDGS SR UNSECURED /..% // USD $,,..%.% EFSF GOVT GUARANT REGS /..% // EUR,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED REGS /..% // AUD $,,..%.% SUNTRUST BANKS INC SR UNSECURED /..% // USD $,,..%.% PFIZER INC SR UNSECURED /..% // USD $,,..%.% SWEDBANK AB SR UNSECURED REGS /..% // EUR,,..%.% AUTODESK INC SR UNSECURED /..% // USD $,,..%.% COCA COLA CO/THE SR UNSECURED /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED REGS /..% // JPY,,,..%.% BP CAPITAL MARKETS PLC COMPANY GUAR /..% // USD $,,..%.% CISCO SYSTEMS INC SR UNSECURED /..% // USD $,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% WEC ENERGY GROUP INC SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED REGS /.% // USD $,,..%.% GENERAL MOTORS FINL CO COMPANY GUAR /..% // USD $,,..%.% CBS CORP COMPANY GUAR /..% // USD $,,..%.% AMERICAN EXPRESS CREDIT SR UNSECURED /..% // USD $,,..%.% BANK OF AMERICA CORP SR UNSECURED /..% // USD $,,..%.% PFIZER INC SR UNSECURED /..% // EUR,,..%.% ENBRIDGE INC SR UNSECURED /..% // USD $,,..%.% NORDSTROM INC SR UNSECURED /..% // USD $,,..%.% ABBOTT LABORATORIES SR UNSECURED /.% // USD $,,..%.% EFSF GOVT GUARANT REGS /..% // EUR,,..%.% KFW GOVT GUARANT /.% // AUD $,,..%.% UNEDIC SA /.% // EUR,,..%.% CRANE CO SR UNSECURED /..% // USD $,,..%.% BPCE SA COMPANY GUAR /..% // USD $,,..%.% AUST + NZ BANKING GROUP SR UNSECURED A /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,..%.% ZOETIS INC SR UNSECURED /..% // USD $,,..%.% MONDELEZ INTL HLDINGS NE COMPANY GUAR A /.% // USD $,,..%.%

7 Page of USD Corporate Bond,,..% AMERICAN INTL GROUP SR UNSECURED /..% // USD $,,..%.% ELECTRONIC ARTS INC SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.% DEXIA CREDIT LOCAL SA NY GOVT LIQUID REGS /..% // USD $,,..%.% ANZ NEW ZEALAND INTL LTD COMPANY GUAR REGS /..% // EUR,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,..%.% MIZUHO BANK LTD COMPANY GUAR A /..% // USD $,,..%.% AT+T INC SR UNSECURED /..% // USD $,,..%.% STATOIL ASA COMPANY GUAR /..% // USD $,,..%.% PSEG POWER LLC COMPANY GUAR /..% // USD $,,..%.% KROGER CO SR UNSECURED /..% // USD $,,..%.% FORD MOTOR CREDIT CO LLC SR UNSECURED /..% // USD $,,..%.% PNC BANK NA SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK DEPOSIT NOTE /..% // CAD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED A /..% // USD $,,..%.% EXXON MOBIL CORPORATION SR UNSECURED /..% // USD $,,..%.% KEYCORP SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED A /..% // USD $,,..%.% EUROPEAN UNION GOVT GUARANT REGS /.% // EUR,,..%.% AMAZON.COM INC SR UNSECURED /..% // USD $,,..%.% JPMORGAN CHASE + CO SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.% INTL FINANCE CORP SR UNSECURED /..% // AUD $,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,..%.% DOLLAR GENERAL CORP SR UNSECURED /..% // USD $,,..%.% TELEFONICA EMISIONES SAU COMPANY GUAR /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% AMGEN INC SR UNSECURED /..% // USD $,,..%.% EUROPEAN UNION GOVT GUARANT /..% // EUR,,..%.% REGIONS FINANCIAL CORP SR UNSECURED /..% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /.% // USD $,,..%.% TOYOTA CREDIT CANADA INC SR UNSECURED REGS /..% // CAD $,,..%.% XEROX CORPORATION SR UNSECURED /..% // USD $,,..%.% CITIGROUP INC SR UNSECURED /..% // USD $,,..%.%

8 Page of USD Corporate Bond,,..% HP ENTERPRISE CO SR UNSECURED /..% // USD $,,..%.% SOLVAY FINANCE (AMERICA) COMPANY GUAR A /..% // USD $,,..%.% STATE STREET CORP SR UNSECURED /..% // USD $,,..%.% KROGER CO SR UNSECURED /..% // USD $,,..%.% PENSKE TRUCK LEASING/PTL SR UNSECURED A /..% // USD $,,..%.% SCRIPPS NETWORKS INTERAC SR UNSECURED /..% // USD $,,..%.% GENERAL ELECTRIC CO SR UNSECURED /..% // EUR,,..%.% GOLDMAN SACHS GROUP INC SR UNSECURED /..% // USD $,,..%.% DAIWA SECURITIES GROUP SR UNSECURED A /..% // USD $,,..%.% SWEDISH EXPORT CREDIT SR UNSECURED /..% // USD $,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% SWEDISH EXPORT CREDIT SR UNSECURED /..% // USD $,,..%.% EXPRESS SCRIPTS HOLDING COMPANY GUAR /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% CREDIT SUISSE NEW YORK SR UNSECURED /..% // USD $,,..%.% DEXIA CREDIT LOCAL GOVT LIQUID REGS /..% // EUR,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.% NESTLE HOLDINGS INC COMPANY GUAR REGS /..% // USD $,,..%.% GENERAL MOTORS FINL CO COMPANY GUAR /..% // USD $,,..%.% SUMITOMO MITSUI FINL GRP SR UNSECURED /..% // USD $,,..%.% DAIMLER FINANCE NA LLC COMPANY GUAR A /..% // USD $,,..%.% SOUTHERN CO SR UNSECURED /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% WALMART INC SR UNSECURED /..% // USD $,,..%.% NUVEEN FINANCE LLC SR UNSECURED A /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED REGS /..% // EUR,,..%.% FIFTH THIRD BANCORP SR UNSECURED /..% // USD $,,..%.% NORDIC INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% NEXTERA ENERGY CAPITAL COMPANY GUAR /..% // USD $,,..%.% SWEDISH EXPORT CREDIT SR UNSECURED /..% // USD $,,..%.% INTL BK RECON + DEVELOP SR UNSECURED /..% // AUD $,,..%.% BOSTON SCIENTIFIC CORP SR UNSECURED /..% // USD $,,..%.% LEGG MASON INC SR UNSECURED /..% // USD $,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.% AT+T INC SR UNSECURED /..% // USD $,,..%.%

9 Page of USD Corporate Bond,,..% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% MYLAN INC COMPANY GUAR /..% // USD $,,..%.% AMERICAN INTL GROUP SR UNSECURED /..% // USD $,,..%.% LAM RESEARCH CORP SR UNSECURED /..% // USD $,,..%.% JOHNSON + JOHNSON SR UNSECURED /..% // USD $,,..%.% NETAPP INC SR UNSECURED /..% // USD $,,..%.% INTL BK RECON + DEVELOP SR UNSECURED /..% // AUD $,,..%.% KEYCORP SR UNSECURED /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% STATOIL ASA COMPANY GUAR /..% // USD $,,..%.% ANTHEM INC SR UNSECURED /..% // USD $,,..%.% CAPITAL ONE FINANCIAL CO SR UNSECURED /..% // USD $,,..%.% CPPIB CAPITAL INC COMPANY GUAR /..% // CAD $,,..%.% GOLDMAN SACHS GROUP INC SR UNSECURED /..% // USD $,,..%.% TIME WARNER INC COMPANY GUAR /..% // USD $,,..%.% SWEDBANK AB SR UNSECURED A /..% // USD $,,..%.% BERKSHIRE HATHAWAY INC SR UNSECURED /..% // USD $,,..%.% QUALCOMM INC SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED A /..% // USD $,,..%.% SVENSKA HANDELSBANKEN AB COMPANY GUAR /..% // USD $,,..%.% ST CENTURY FOX AMERICA COMPANY GUAR /..% // USD $,,..%.% WELLS FARGO + COMPANY SR UNSECURED /..% // USD $,,..%.% CHUBB INA HOLDINGS INC COMPANY GUAR /..% // USD $,,..%.% DOW CHEMICAL CO/THE SR UNSECURED /..% // USD $,,..%.% DOMINION ENERGY INC SR UNSECURED /..% // USD $,,..%.% VERIZON COMMUNICATIONS SR UNSECURED /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% JERSEY CENTRAL PWR + LT SR UNSECURED /..% // USD $,,..%.% ASIAN DEVELOPMENT BANK SR UNSECURED REGS /..% // AUD $,,..%.% TOYOTA CREDIT CANADA INC SR UNSECURED /..% // CAD $,,..%.% TOYOTA CREDIT CANADA INC SR UNSECURED /..% // CAD $,,..%.% ROYAL BANK OF CANADA DEPOSIT NOTE REGS /..% // CAD $,,..%.% LABORATORY CORP OF AMER SR UNSECURED /..% // USD $,,..%.% LOCKHEED MARTIN CORP SR UNSECURED /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% ASIAN DEVELOPMENT BANK SR UNSECURED /..% // USD $,,..%.% VOLKSWAGEN GROUP AMERICA COMPANY GUAR A /..% // USD $,,..%.% NORDIC INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.%

10 Page of USD Corporate Bond,,..% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,..%.% AMERIPRISE FINANCIAL INC SR UNSECURED /..% // USD $,,..%.% BAT INTL FINANCE PLC COMPANY GUAR A /..% // USD $,,..%.% PRUDENTIAL FINANCIAL INC SR UNSECURED /..% // USD $,,..%.% ERAC USA FINANCE LLC COMPANY GUAR A /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% WYNDHAM WORLDWIDE CORP SR UNSECURED /..% // USD $,,..%.% EXELON GENERATION CO LLC SR UNSECURED /..% // USD $,,..%.% RYDER SYSTEM INC SR UNSECURED /..% // USD $,,..%.% TOTAL CAPITAL INTL SA COMPANY GUAR /..% // USD $,,..%.% INTER AMERICAN DEVEL BK SR UNSECURED /..% // USD $,,..%.% IBERDROLA FIN IRELAND COMPANY GUAR A /.% // USD $,,..%.% PSEG POWER LLC COMPANY GUAR /..% // USD $,,..%.% PHILLIPS PARTNERS LP SR UNSECURED /..% // USD $,,..%.% MATTEL INC SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // EUR,,..%.% LLOYDS BANKING GROUP PLC SR UNSECURED /..% // USD $,,..%.% DEXIA CREDIT LOCAL GOVT LIQUID REGS /..% // EUR,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% NATIXIS SR UNSECURED /..% // GBP,,..%.% ORACLE CORP SR UNSECURED /..% // USD $,,..%.% FIDELITY NATIONAL INFORM SR UNSECURED /..% // USD $,,..%.% FORTUNE BRANDS HOME + SE SR UNSECURED /.% // USD $,,..%.% BANK OF MONTREAL SR UNSECURED /..% // USD $,,..%.% WALT DISNEY COMPANY/THE SR UNSECURED /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /..% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /.% // GBP,,..%.% KFW GOVT GUARANT /..% // USD $,,..%.% THOMSON REUTERS CORP SR UNSECURED /..% // USD $,,..%.% GATX CORP SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% STRYKER CORP SR UNSECURED /..% // USD $,,..%.% UBS AG STAMFORD CT SR UNSECURED /..% // USD $,,..%.% PRUDENTIAL FINANCIAL INC SR UNSECURED /..% // USD $,,..%.% TOTAL CAPITAL INTL SA COMPANY GUAR /..% // USD $,,..%.% DISCOVERY COMMUNICATIONS COMPANY GUAR /..% // USD $,,..%.% NORDEA BANK AB SR UNSECURED A /..% // USD $,,..%.% ING BANK NV SR UNSECURED A /..% // USD $,,..%.%

11 Page of USD Corporate Bond,,..% INTL BK RECON + DEVELOP SR UNSECURED /..% // USD $,,..%.% DEUTSCHE BANK AG LONDON SR UNSECURED /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% ALLERGAN FUNDING SCS COMPANY GUAR /..% // USD $,,..%.% SWEDISH EXPORT CREDIT SR UNSECURED /..% // USD $,,..%.% SUMITOMO MITSUI BANKING COMPANY GUAR /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% COOPERAT RABOBANK UA/NY SR UNSECURED /..% // USD $,,..%.% ASIAN DEVELOPMENT BANK SR UNSECURED /..% // USD $,,..%.% VOLKSWAGEN GROUP AMERICA COMPANY GUAR A /..% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% COOPERATIEVE RABOBANK UA SR UNSECURED REGS /..% // USD $,,..%.% KFW GOVT GUARANT /.% // USD $,,..%.% BAYER US FINANCE LLC COMPANY GUAR A /..% // USD $,,..%.% PERNOD RICARD SA SR UNSECURED A /..% // USD $,,..%.% GOLDMAN SACHS GROUP INC SR UNSECURED /..% // USD $,,..%.% MAXIM INTEGRATED PRODUCT SR UNSECURED /..% // USD $,,..%.% HSBC USA INC SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED A /..% // USD $,,..%.% EVERSOURCE ENERGY SR UNSECURED /..% // USD $,,..%.% SEMPRA ENERGY SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% FMS WERTMANAGEMENT GOVT GUARANT REGS /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% VALERO ENERGY CORP SR UNSECURED /..% // USD $,,..%.% COOPERATIEVE RABOBANK UA SR UNSECURED A /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% CVS HEALTH CORP SR UNSECURED /..% // USD $,,..%.% ASSURANT INC SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.% FORD MOTOR CREDIT CO LLC SR UNSECURED /..% // USD $,,..%.% ANZ NEW ZEALAND INTL/LDN COMPANY GUAR REGS /..% // USD $,,..%.% JPMORGAN CHASE + CO SR UNSECURED /..% // USD $,,..%.% AMGEN INC SR UNSECURED /..% // USD $,,..%.% INTEL CORP SR UNSECURED /..% // USD $,,..%.%

12 Page of USD Corporate Bond,,..% PERRIGO FINANCE UNLIMITE COMPANY GUAR /..% // USD $,,..%.% MICROSOFT CORP SR UNSECURED /.% // USD $,,..%.% AMGEN INC SR UNSECURED /..% // USD $,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% SUNTRUST BANKS INC SR UNSECURED /..% // USD $,,..%.% BERKSHIRE HATHAWAY FIN COMPANY GUAR /..% // USD $,,..%.% COMMONWEALTH BK AUSTR NY SR UNSECURED /..% // USD $,,..%.% MCDONALD S CORP SR UNSECURED /..% // USD $,,..%.% AIR PRODUCTS + CHEMICALS SR UNSECURED /.% // USD $,,..%.% PENSKE TRUCK LEASING/PTL SR UNSECURED A /..% // USD $,,..%.% DOMINION ENERGY GAS HLDG SR UNSECURED /..% // USD $,,..%.% ANHEUSER BUSCH INBEV FIN COMPANY GUAR /..% // USD $,,..%.% BANK OF AMERICA CORP SR UNSECURED /..% // USD $,,..%.% MIZUHO FINANCIAL GROUP SR UNSECURED A /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /.% // USD $,,..%.% IBM CORP SR UNSECURED /..% // USD $,,..%.% JOHNSON + JOHNSON SR UNSECURED /..% // USD $,,..%.% ORACLE CORP SR UNSECURED /..% // USD $,,..%.% MATTEL INC SR UNSECURED /..% // USD $,,..%.% DEUTSCHE BANK AG SR UNSECURED /..% // USD $,,..%.% USAA CAPITAL CORP SR UNSECURED A /.% // USD $,,..%.% HARTFORD FINL SVCS GRP SR UNSECURED /..% // USD $,,..%.% PROGRESS ENERGY INC SR UNSECURED /..% // USD $,,..%.% DANONE SA SR UNSECURED A /..% // USD $,,..%.% L TECHNOLOGIES INC COMPANY GUAR /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED A /.% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,..%.% INTL BK RECON + DEVELOP SR UNSECURED /..% // USD $,,..%.% CONSTELLATION BRANDS INC COMPANY GUAR /..% // USD $,,..%.% L BANK BW FOERDERBANK LOCAL GOVT G REGS /..% // USD $,,..%.% PNC BANK NA SR UNSECURED /..% // USD $,,..%.% VODAFONE GROUP PLC SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BANK SR UNSECURED REGS /.% // AUD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED REGS /..% // SEK kr,,,..%.% REPUBLIC SERVICES INC SR UNSECURED /..% // USD $,,..%.% COCA COLA EUROPEAN PARTN COMPANY GUAR /..% // USD $,,..%.% COMMONWEALTH BK AUSTR NY SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.%

13 Page of USD Corporate Bond,,..% GOLDCORP INC SR UNSECURED /..% // USD $,,..%.% BECTON DICKINSON AND CO SR UNSECURED /..% // USD $,,..%.% ZIMMER BIOMET HOLDINGS SR UNSECURED /..% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% MARSH + MCLENNAN COS INC SR UNSECURED /..% // USD $,,..%.% BK TOKYO MITSUBISHI UFJ SR UNSECURED A /..% // USD $,,..%.% ST CENTURY FOX AMERICA COMPANY GUAR /..% // USD $,,..%.% SOUTHWEST AIRLINES CO SR UNSECURED /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // USD $,,..%.% MARSH + MCLENNAN COS INC SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BK AUSTR NY SR UNSECURED /..% // USD $,,..%.% CAPITAL ONE BANK USA NA SR UNSECURED /..% // USD $,,..%.% COOPERATIEVE RABOBANK UA SR UNSECURED REGS /..% // EUR,,..%.% INTER AMERICAN DEVEL BK SR UNSECURED /..% // USD $,,..%.% MARRIOTT INTERNATIONAL SR UNSECURED /..% // USD $,,..%.% FEDEX CORP COMPANY GUAR /..% // USD $,,..%.% COOPERATIEVE RABOBANK UA SR UNSECURED REGS /..% // EUR,,..%.% BANK OF AMERICA CORP SR UNSECURED /..% // USD $,,..%.% HARRIS CORPORATION SR UNSECURED /..% // USD $,,..%.% EBAY INC SR UNSECURED /..% // USD $,,..%.% MYLAN NV COMPANY GUAR /..% // USD $,,..%.% ANHEUSER BUSCH INBEV WOR COMPANY GUAR /..% // USD $,,..%.% NOBLE ENERGY INC SR UNSECURED /..% // USD $,,..%.% SOCIETE GENERALE SR UNSECURED A /..% // USD $,,..%.% COUNCIL OF EUROPE SR UNSECURED /..% // USD $,,..%.% WELLS FARGO + COMPANY SR UNSECURED /..% // USD $,,..%.% WALGREEN CO COMPANY GUAR /..% // USD $,,..%.% SVENSKA HANDELSBANKEN AB SR UNSECURED REGS /..% // EUR,,..%.% TOTAL SYSTEM SERVICES IN SR UNSECURED /..% // USD $,,..%.% WALGREENS BOOTS ALLIANCE SR UNSECURED /..% // USD $,,..%.% BPCE SA COMPANY GUAR /..% // USD $,,..%.% XCEL ENERGY INC SR UNSECURED /..% // USD $,,..%.% BAXALTA INC COMPANY GUAR /..% // USD $,,..%.% SUMITOMO MITSUI FINL GRP SR UNSECURED /..% // USD $,,..%.% DEUTSCHE TELEKOM INT FIN COMPANY GUAR /.% // USD $,,..%.% APPLE INC SR UNSECURED /..% // USD $,,..%.% IBM CORP SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED /..% // AUD $,,..%.%

14 Page of USD Corporate Bond,,..% COMMONWEALTH BANK AUST SR UNSECURED REGS /..% // AUD $,,..%.% AT+T INC SR UNSECURED /..% // USD $,,..%.% HUMANA INC SR UNSECURED /..% // USD $,,..%.% WESTPAC BANKING CORP SR UNSECURED /..% // USD $,,..%.% EASTMAN CHEMICAL CO SR UNSECURED /..% // USD $,,..%.% PUGET ENERGY INC SR SECURED /..% // USD $,,..%.% NESTLE HOLDINGS INC COMPANY GUAR REGS /..% // GBP,,..%.% COOPERATIEVE RABOBANK UA SR UNSECURED REGS /.% // EUR,,..%.% APPLE INC SR UNSECURED /.% // USD $,,..%.% GE CAPITAL EURO FUNDING COMPANY GUAR /..% // EUR,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // AUD $,,..%.% LINCOLN NATIONAL CORP SR UNSECURED /..% // USD $,,..%.% US BANK NA CINCINNATI SR UNSECURED /..% // USD $,,..%.% COOPERATIEVE RABOBANK UA SR UNSECURED REGS /..% // EUR,,..%.% COOPERATIEVE RABOBANK UA COMPANY GUAR /..% // USD $,,..%.% TEMASEK FINANCIAL I LTD COMPANY GUAR REGS /..% // EUR,,..%.% KFW GOVT GUARANT /..% // JPY,,,..%.% VIACOM INC SR UNSECURED /..% // USD $,,..%.% E.I. DU PONT DE NEMOURS SR UNSECURED /..% // USD $,,..%.% ANGLO AMERICAN CAPITAL COMPANY GUAR A /..% // USD $,,..%.% APPLE INC SR UNSECURED REGS /..% // AUD $,,..%.% COMMONWEALTH BK AUSTR NY SR UNSECURED /..% // USD $,,..%.% ABBOTT LABORATORIES SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED REGS /..% // EUR,,..%.% AMERICAN INTL GROUP SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // USD $,,..%.% MITSUBISHI UFJ FIN GRP SR UNSECURED /..% // USD $,,..%.% AP MOLLER MAERSK A/S SR UNSECURED A /..% // USD $,,..%.% WYNDHAM WORLDWIDE CORP SR UNSECURED /..% // USD $,,..%.% SANTANDER HOLDINGS USA SR UNSECURED /..% // USD $,,..%.% ADVANCE AUTO PARTS INC COMPANY GUAR /..% // USD $,,..%.% BLACKROCK INC SR UNSECURED /..% // USD $,,..%.% CORNING INC SR UNSECURED /..% // USD $,,..%.% MOLSON COORS BREWING CO COMPANY GUAR /..% // USD $,,..%.% MARRIOTT INTERNATIONAL SR UNSECURED /.% // USD $,,..%.% SANTANDER UK PLC SR UNSECURED /..% // USD $,,..%.% UBS AG STAMFORD CT SR UNSECURED /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // GBP,,..%.%

15 Page of USD Corporate Bond,,..% CANADIAN PACIFIC RR CO SR UNSECURED /..% // USD $,,..%.% SKANDINAVISKA ENSKILDA SR UNSECURED REGS /..% // GBP,,..%.% STATOIL ASA COMPANY GUAR /..% // USD $,,..%.% INTER AMERICAN DEVEL BK SR UNSECURED /..% // USD $,,..%.% ASB FINANCE LTD COMPANY GUAR REGS /..% // EUR,,..%.% AETNA INC SR UNSECURED /..% // USD $,,..%.% HSBC USA INC SR UNSECURED /..% // USD $,,..%.% SVENSKA HANDELSBANKEN AB COMPANY GUAR /..% // USD $,,..%.% LIBERTY MUTUAL GROUP INC COMPANY GUAR A /.% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED REGS /..% // EUR,,..%.% APPLIED MATERIALS INC SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST SR UNSECURED /..% // AUD $,,..%.% INTL FINANCE CORP SR UNSECURED /..% // USD $,,..%.% ABBOTT LABORATORIES SR UNSECURED /..% // USD $,,..%.% MORGAN STANLEY SR UNSECURED /..% // USD $,,..%.% DEUTSCHE TELEKOM INT FIN COMPANY GUAR A /..% // USD $,,..%.% FIDELITY NATIONAL INFORM SR UNSECURED /..% // USD $,,..%.% COCA COLA CO/THE SR UNSECURED /..% // USD $,,..%.% BANK OF NEW YORK MELLON SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED REGS /..% // SEK kr,,..%.% INDIANA MICHIGAN POWER SR UNSECURED /.% // USD $,,..%.% BLACKROCK INC SR UNSECURED /.% // USD $,,..%.% MONSANTO CO SR UNSECURED /..% // USD $,,..%.% GE CAPITAL EURO FUNDING COMPANY GUAR REGS /..% // EUR,,..%.% SVENSKA HANDELSBANKEN AB SR UNSECURED REGS /..% // AUD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED A /..% // USD $,,..%.% CITIZENS BANK NA/RI SR UNSECURED /..% // USD $,,..%.% NOVARTIS CAPITAL CORP COMPANY GUAR /..% // USD $,,..%.% UNITEDHEALTH GROUP INC SR UNSECURED /..% // USD $,,..%.% NEDER WATERSCHAPSBANK SR UNSECURED REGS /..% // EUR,,..%.% CHEVRON CORP SR UNSECURED /..% // USD $,,..%.% SHELL INTERNATIONAL FIN COMPANY GUAR /..% // USD $,,..%.% COMERICA INC SR UNSECURED /..% // USD $,,..%.% AMERISOURCEBERGEN CORP SR UNSECURED /..% // USD $,,..%.% NATIONAL AUSTRALIA BK/NY SR UNSECURED /..% // USD $,,..%.% CITIGROUP INC SR UNSECURED /..% // USD $,,..%.%

16 Page of USD Corporate Bond,,..% NORDEA BANK AB /..% // USD $,,..%.% EUROPEAN INVESTMENT BANK SR UNSECURED /.% // GBP,,..%.% ARIZONA PUBLIC SERVICE SR UNSECURED /..% // USD $,,..%.% SVENSKA HANDELSBANKEN AB COMPANY GUAR /..% // USD $,,..%.% ENTERPRISE PRODUCTS OPER COMPANY GUAR /..% // USD $,,..%.% PRUDENTIAL FINANCIAL INC SR UNSECURED /..% // USD $,,..%.% VODAFONE GROUP PLC SR UNSECURED /..% // USD $,,..%.% XILINX INC SR UNSECURED /..% // USD $,,..%.% NVIDIA CORP SR UNSECURED /..% // USD $,,..%.% TORONTO DOMINION BANK SR UNSECURED /..% // USD $,,..%.% AGILENT TECHNOLOGIES INC SR UNSECURED /.% // USD $,,..%.% APPLE INC SR UNSECURED /.% // USD $,,..%.% STARBUCKS CORP SR UNSECURED /..% // USD $,,..%.% EMD FINANCE LLC COMPANY GUAR A /..% // USD $,,..%.% CVS HEALTH CORP SR UNSECURED /..% // USD $,,..%.% EBAY INC SR UNSECURED /..% // USD $,,..%.% DEUTSCHE BANK AG LONDON SR UNSECURED /..% // USD $,,..%.% NETWORK RAIL INFRA FIN GOVT GUARANT REGS /..% // GBP,,..%.% LLOYDS BANK PLC COMPANY GUAR /..% // USD $,,..%.% MIZUHO BANK LTD COMPANY GUAR A /..% // USD $,,..%.% TOYOTA MOTOR CREDIT CORP SR UNSECURED /..% // USD $,,..%.% ROPER TECHNOLOGIES INC SR UNSECURED /..% // USD $,,..%.% DEXIA CREDIT LOCAL GOVT LIQUID REGS /..% // EUR,,..%.% WM WRIGLEY JR CO SR UNSECURED A /..% // USD $,,..%.% ELECTRICITE DE FRANCE SA SR UNSECURED A /..% // USD $,,..%.% COOPERAT RABOBANK UA/NY SR UNSECURED /..% // USD $,,..%.% EXELON CORP SR UNSECURED /..% // USD $,,..%.% COOPERATIEVE RABOBANK UA SR UNSECURED /..% // GBP,,..%.% ABBOTT LABORATORIES SR UNSECURED /..% // USD $,,..%.% LINCOLN NATIONAL CORP SR UNSECURED /..% // USD $,,..%.% E.I. DU PONT DE NEMOURS SR UNSECURED /..% // USD $,,..%.% MCDONALD S CORP SR UNSECURED /..% // USD $,,..%.% BANK OF NOVA SCOTIA SR UNSECURED /..% // USD $,,..%.% COMMONWEALTH BANK AUST CERT OF DEPO /..% // AUD $,,..%.% DXC TECHNOLOGY CO SR UNSECURED /..% // USD $,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.% GILEAD SCIENCES INC SR UNSECURED /..% // USD $,,..%.% KONINKLIJKE PHILIPS NV SR UNSECURED /..% // USD $,,..%.%

17 Page of USD Corporate Bond,,..% EUROPEAN INVESTMENT BANK SR UNSECURED /..% // JPY,,,..%.% UNION PACIFIC CORP SR UNSECURED /..% // USD $,,..%.% CNA FINANCIAL CORP SR UNSECURED /..% // USD $,,..%.% TELEFONICA EMISIONES SAU COMPANY GUAR /..% // USD $,,..%.% ALPHABET INC SR UNSECURED /..% // USD $,,..%.% COCA COLA CO/THE SR UNSECURED /..% // USD $,,..%.% INTEGRYS HOLDING INC SR UNSECURED /..% // USD $,,..%.% ALTRIA GROUP INC COMPANY GUAR /..% // USD $,,..%.% EXPRESS SCRIPTS HOLDING COMPANY GUAR /..% // USD $,,..%.% EXXON MOBIL CORPORATION SR UNSECURED /..% // USD $,,..%.% AMEREN CORP SR UNSECURED /..% // USD $,,..%.% UNUM GROUP SR UNSECURED /.% // USD $,,..%.% AUST + NZ BANKING GRP NY SR UNSECURED /..% // USD $,,..%.% MARSH + MCLENNAN COS INC SR UNSECURED /..% // USD $,,..%.% ROPER TECHNOLOGIES INC SR UNSECURED /..% // USD $,,..%.% TELEFONICA EMISIONES SAU COMPANY GUAR /..% // USD $,,..%.% DR PEPPER SNAPPLE GROUP COMPANY GUAR /..% // USD $,,..%.% JPMORGAN CHASE + CO SR UNSECURED /..% // USD $,,..%.% DEXIA CREDIT LOCAL GOVT LIQUID REGS /..% // EUR,,..%.% PACIFIC GAS + ELECTRIC SR UNSECURED /..% // USD $,,..%.% BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS /..% // EUR,,..%.% ROYAL BANK OF CANADA SR UNSECURED /..% // USD $,,..%.% BUCKEYE PARTNERS LP SR UNSECURED /..% // USD $,,..%.% PENSKE TRUCK LEASING/PTL SR UNSECURED A /..% // USD $,,..%.% ANZ NEW ZEALAND INTL/LDN COMPANY GUAR A /..% // USD $,,..%.% DR PEPPER SNAPPLE GROUP COMPANY GUAR /.% // USD $,,..%.% HERSHEY COMPANY SR UNSECURED /..% // USD $,,..%.% PROGRESSIVE CORP SR UNSECURED /..% // USD $,,..%.% PERNOD RICARD SA SR UNSECURED A /..% // USD $,,..%.% DUKE ENERGY CORP SR UNSECURED /..% // USD $,,..%.% OMNICOM GROUP INC COMPANY GUAR /..% // USD $,,..%.% OCCIDENTAL PETROLEUM COR SR UNSECURED /..% // USD $,,..%.% MANUF + TRADERS TRUST CO SR UNSECURED /..% // USD $,,..%.% GOLDMAN SACHS GROUP INC SR UNSECURED /..% // USD $,,..%.% NATIONWIDE BLDG SOCIETY SR UNSECURED A /..% // USD $,,..%.% AMPHENOL CORP SR UNSECURED /..% // USD $,,..%.% ASSOC BANC CORP SR UNSECURED /..% // USD $,,..%.% EXELON CORP SR UNSECURED /..% // USD $,,..%.%

18 Page of USD Corporate Bond,,..% OP CORPORATE BANK PLC SR UNSECURED REGS /..% // EUR,,..%.% KFW GOVT GUARANT /..% // JPY,,,..%.% APACHE CORP SR UNSECURED /..% // USD $,,..%.% PNC BANK NA SR UNSECURED /..% // USD $,,..%.% TD AMERITRADE HOLDING CO SR UNSECURED /..% // USD $,,..%.% COSTCO WHOLESALE CORP SR UNSECURED /..% // USD $..%.% Currency Forward Contract,,..% AUD // -,,,,.,..%.% CAD // -,,,,.,..%.% CAD // -,,,,.,..%.% CAD // -,,,,.,..%.% CAD // -,,,,.,..%.% CAD // -,,,,.,..%.% EUR // -,,,,.,..%.% CAD // -,,,,.,..%.% CAD // -,,,,.,..%.% CAD // -,,,,.,..%.% EUR // -,,,,.,..%.% SEK // -,,,,.,..%.% SEK // -,,,,.,..%.% SEK // -,,,,.,..%.% SEK // -,,,,.,..%.% SEK // -,,,,.,..%.% GBP // -,,,,.,..%.% DKK // -,,,,.,..%.% EUR // -,,,,.,..%.% EUR // -,,,,.,..%.% GBP // -,,,,.,..%.% EUR // -,,,,.,..%.% AUD // -,,,.,..%.% SGD // -,,,,.,..%.% EUR // -,,,,.,..%.% SGD // -,,,.,..%.% SGD // -,,,,.,..%.% SGD // -,,,,.,..%.% AUD // -,,,.,..%.% GBP // -,,,.,..%.% SGD // -,,,,.,..%.%

19 Page of USD Currency Forward Contract,,..% SGD // -,,,.,..%.% SGD // -,,,.,..%.% SGD // -,,,,.,..%.% EUR // -,,,,. -,..%.% NOK // -,,,,. -,. -.%.% GBP // -,,,,. -,. -.%.% EUR // -,,,,. -,. -.%.% JPY // -,,,,. -,. -.%.% EUR // -,,,,. -,. -.%.% Equity,,..% APPLE INC COMMON STOCK USD.,,,..%.% MICROSOFT CORP COMMON STOCK USD.,,,..%.% AMAZON.COM INC COMMON STOCK USD.,,,..%.% JPMORGAN CHASE + CO COMMON STOCK USD.,,,..%.% AT+T INC COMMON STOCK USD.,,,..%.% INTEL CORP COMMON STOCK USD.,,,..%.% WELLS FARGO + CO COMMON STOCK USD.,,,..%.% BANK OF AMERICA CORP COMMON STOCK USD.,,,..%.% EXXON MOBIL CORP COMMON STOCK,,,..%.% COMCAST CORP CLASS A COMMON STOCK USD.,,,..%.% PFIZER INC COMMON STOCK USD.,,,..%.% CISCO SYSTEMS INC COMMON STOCK USD.,,,..%.% JOHNSON + JOHNSON COMMON STOCK USD.,,,..%.% WALMART INC COMMON STOCK USD.,,..%.% FACEBOOK INC A COMMON STOCK USD.,,..%.% UNITEDHEALTH GROUP INC COMMON STOCK USD.,,..%.% CITIGROUP INC COMMON STOCK USD.,,..%.% CHEVRON CORP COMMON STOCK USD.,,..%.% VERIZON COMMUNICATIONS INC COMMON STOCK USD.,,..%.% BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.,,..%.% ALPHABET INC CL C COMMON STOCK USD.,..%.% HOME DEPOT INC COMMON STOCK USD.,,..%.% ALPHABET INC CL A COMMON STOCK USD.,..%.% BOEING CO/THE COMMON STOCK USD.,,..%.% NVIDIA CORP COMMON STOCK USD.,,..%.% PROCTER + GAMBLE CO/THE COMMON STOCK,,..%.% WALT DISNEY CO/THE COMMON STOCK USD.,,..%.% SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW.,..%.%

20 Page of USD Equity,,..% ABBVIE INC COMMON STOCK USD.,,..%.% VISA INC CLASS A SHARES COMMON STOCK USD.,,..%.% COCA COLA CO/THE COMMON STOCK USD.,,..%.% DOWDUPONT INC COMMON STOCK USD.,,..%.% MASTERCARD INC A COMMON STOCK USD.,,..%.% UNION PACIFIC CORP COMMON STOCK USD.,,..%.% INTL BUSINESS MACHINES CORP COMMON STOCK USD.,,..%.% QUALCOMM INC COMMON STOCK USD.,,..%.% UNITED TECHNOLOGIES CORP COMMON STOCK USD.,,..%.% MICRON TECHNOLOGY INC COMMON STOCK USD.,,..%.% PEPSICO INC COMMON STOCK USD.,,..%.% AMERICAN EXPRESS CO COMMON STOCK USD.,,..%.% GOLDMAN SACHS GROUP INC COMMON STOCK USD.,,..%.% MERCK + CO. INC. COMMON STOCK USD.,,..%.% ORACLE CORP COMMON STOCK USD.,,..%.% TIME WARNER INC COMMON STOCK USD.,,..%.% CHARTER COMMUNICATIONS INC A COMMON STOCK USD.,,..%.% M CO COMMON STOCK USD.,,..%.% CATERPILLAR INC COMMON STOCK USD.,,..%.% FEDEX CORP COMMON STOCK USD.,,..%.% GILEAD SCIENCES INC COMMON STOCK USD.,,..%.% CVS HEALTH CORP COMMON STOCK USD.,,..%.% AMGEN INC COMMON STOCK USD.,,..%.% US BANCORP COMMON STOCK USD.,,..%.% GENERAL MOTORS CO COMMON STOCK USD.,,..%.% HONEYWELL INTERNATIONAL INC COMMON STOCK USD.,,..%.% NESTLE SA REG COMMON STOCK CHF.,,..%.% TEXAS INSTRUMENTS INC COMMON STOCK USD.,,..%.% MORGAN STANLEY COMMON STOCK USD.,,..%.% TENCENT HOLDINGS LTD COMMON STOCK HKD.,,..%.% DELTA AIR LINES INC COMMON STOCK USD.,,..%.% TOYOTA MOTOR CORP COMMON STOCK,,..%.% ALTRIA GROUP INC COMMON STOCK USD.,,..%.% MCDONALD S CORP COMMON STOCK USD.,,..%.% BEST BUY CO INC COMMON STOCK USD.,,..%.% AETNA INC COMMON STOCK USD.,,..%.% EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.,,..%.% PHILIP MORRIS INTERNATIONAL COMMON STOCK,,..%.%

21 Page of USD Equity,,..% HSBC HOLDINGS PLC SPONS ADR ADR,,..%.% ABBOTT LABORATORIES COMMON STOCK,,..%.% ANTHEM INC COMMON STOCK USD.,,..%.% CSX CORP COMMON STOCK USD.,,..%.% DAIMLER AG REGISTERED SHARES COMMON STOCK,,..%.% WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.,,..%.% BRISTOL MYERS SQUIBB CO COMMON STOCK USD.,,..%.% BP PLC SPONS ADR ADR,,..%.% GENERAL ELECTRIC CO COMMON STOCK USD.,,..%.% PNC FINANCIAL SERVICES GROUP COMMON STOCK USD.,,..%.% BROADCOM LTD COMMON STOCK,,..%.% SIMON PROPERTY GROUP INC REIT USD.,,..%.% FORD MOTOR CO COMMON STOCK USD.,,..%.% BLACKROCK INC COMMON STOCK USD.,..%.% BANK OF NEW YORK MELLON CORP COMMON STOCK USD.,,..%.% TRAVELERS COS INC/THE COMMON STOCK,,..%.% CIGNA CORP COMMON STOCK USD.,,..%.% COSTCO WHOLESALE CORP COMMON STOCK USD.,,..%.% ACCENTURE PLC CL A COMMON STOCK USD.,,..%.% THERMO FISHER SCIENTIFIC INC COMMON STOCK USD.,,..%.% MEDTRONIC PLC COMMON STOCK USD.,,..%.% VALERO ENERGY CORP COMMON STOCK USD.,,..%.% LOCKHEED MARTIN CORP COMMON STOCK USD.,..%.% NIKE INC CL B COMMON STOCK USD.,,..%.% SOUTHWEST AIRLINES CO COMMON STOCK USD.,,..%.% CHUBB LTD COMMON STOCK,,..%.% T ROWE PRICE GROUP INC COMMON STOCK USD.,,..%.% BASF SE COMMON STOCK,,..%.% HUMANA INC COMMON STOCK USD.,..%.% TAIWAN SEMICONDUCTOR SP ADR ADR,,..%.% AMERICAN TOWER CORP REIT USD.,,..%.% FREEPORT MCMORAN INC COMMON STOCK USD.,,..%.% PAYPAL HOLDINGS INC COMMON STOCK USD.,,..%.% SCHLUMBERGER LTD COMMON STOCK USD.,,..%.% EBAY INC COMMON STOCK USD.,,..%.% TARGET CORP COMMON STOCK USD.,,..%.% NORFOLK SOUTHERN CORP COMMON STOCK USD.,,..%.% MARATHON PETROLEUM CORP COMMON STOCK,,..%.%

22 Page of USD Equity,,..% CONOCOPHILLIPS COMMON STOCK USD.,,..%.% LOWE S COS INC COMMON STOCK USD.,,..%.% AMERICAN INTERNATIONAL GROUP COMMON STOCK USD.,,..%.% BOOKING HOLDINGS INC COMMON STOCK USD.,..%.% CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.,,..%.% UNITED CONTINENTAL HOLDINGS COMMON STOCK USD.,,..%.% STARBUCKS CORP COMMON STOCK USD.,,..%.% DOLLAR TREE INC COMMON STOCK USD.,,..%.% CME GROUP INC COMMON STOCK USD.,,..%.% ANDEAVOR COMMON STOCK USD.,,..%.% TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK TWD.,,..%.% DANAHER CORP COMMON STOCK USD.,,..%.% TOTAL SA COMMON STOCK EUR.,,..%.% DXC TECHNOLOGY CO COMMON STOCK USD.,,..%.% PROGRESSIVE CORP COMMON STOCK USD.,,..%.% COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.,,..%.% DISCOVER FINANCIAL SERVICES COMMON STOCK USD.,,..%.% ALLERGAN PLC COMMON STOCK USD.,,..%.% FIFTH THIRD BANCORP COMMON STOCK,,..%.% SYNCHRONY FINANCIAL COMMON STOCK USD.,,..%.% UNITED PARCEL SERVICE CL B COMMON STOCK USD.,,..%.% RAYTHEON COMPANY COMMON STOCK USD.,..%.% BIOGEN INC COMMON STOCK USD.,..%.% GENERAL DYNAMICS CORP COMMON STOCK USD.,..%.% TE CONNECTIVITY LTD COMMON STOCK CHF.,,..%.% NORTHROP GRUMMAN CORP COMMON STOCK USD.,..%.% REGIONS FINANCIAL CORP COMMON STOCK USD.,,..%.% PRUDENTIAL FINANCIAL INC COMMON STOCK USD.,,..%.% XPO LOGISTICS INC COMMON STOCK USD.,,..%.% SKYWORKS SOLUTIONS INC COMMON STOCK USD.,,..%.% PROLOGIS INC REIT USD.,,..%.% ROYAL DUTCH SHELL SPON ADR A ADR,,..%.% LENNAR CORP A COMMON STOCK USD.,,..%.% APPLIED MATERIALS INC COMMON STOCK USD.,,..%.% MONDELEZ INTERNATIONAL INC A COMMON STOCK,,..%.% ROCKWELL COLLINS INC COMMON STOCK USD.,,..%.% ALIGN TECHNOLOGY INC COMMON STOCK USD.,..%.% BHP BILLITON LIMITED COMMON STOCK,,..%.%

23 Page of USD Equity,,..% HONDA MOTOR CO LTD COMMON STOCK,,..%.% HUNTSMAN CORP COMMON STOCK USD.,,..%.% OLD DOMINION FREIGHT LINE COMMON STOCK USD.,,..%.% DOLLAR GENERAL CORP COMMON STOCK USD.,,..%.% LEAR CORP COMMON STOCK USD.,..%.% NUCOR CORP COMMON STOCK USD.,,..%.% EQUINIX INC REIT USD.,..%.% HARRIS CORP COMMON STOCK USD.,,..%.% LAM RESEARCH CORP COMMON STOCK USD.,..%.% FIDELITY NATIONAL INFO SERV COMMON STOCK USD.,,..%.% DEERE + CO COMMON STOCK USD.,,..%.% ANGLO AMERICAN PLC COMMON STOCK USD.,,..%.% RIO TINTO PLC SPON ADR ADR,,..%.% BANCO SANTANDER SA COMMON STOCK EUR.,,..%.% CENTURYLINK INC COMMON STOCK USD.,,..%.% PACCAR INC COMMON STOCK USD.,,..%.% PUBLIC STORAGE REIT USD.,..%.% TWENTY FIRST CENTURY FOX A COMMON STOCK USD.,,..%.% WESTERN DIGITAL CORP COMMON STOCK USD.,,..%.% THOR INDUSTRIES INC COMMON STOCK USD.,,..%.% CELGENE CORP COMMON STOCK USD.,,..%.% VODAFONE GROUP PLC COMMON STOCK USD.,,..%.% ALLSTATE CORP COMMON STOCK USD.,,..%.% KOHLS CORP COMMON STOCK USD.,,..%.% STATE STREET CORP COMMON STOCK USD.,,..%.% DAVITA INC COMMON STOCK USD.,,..%.% CENTENE CORP COMMON STOCK USD.,,..%.% ROYAL DUTCH SHELL SPON ADR B ADR,,..%.% AFLAC INC COMMON STOCK USD.,,..%.% INTERCONTINENTAL EXCHANGE IN COMMON STOCK USD.,,..%.% HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.,,..%.% UNITED RENTALS INC COMMON STOCK USD.,..%.% TYSON FOODS INC CL A COMMON STOCK USD.,,..%.% ON SEMICONDUCTOR CORP COMMON STOCK USD.,,..%.% METLIFE INC COMMON STOCK USD.,,..%.% PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.,,..%.% SCHWAB (CHARLES) CORP COMMON STOCK USD.,,..%.% BNP PARIBAS COMMON STOCK EUR.,,..%.%

24 Page of USD Equity,,..% MOHAWK INDUSTRIES INC COMMON STOCK USD.,..%.% BB+T CORP COMMON STOCK USD.,,..%.% ELI LILLY + CO COMMON STOCK,,..%.% EOG RESOURCES INC COMMON STOCK USD.,,..%.% GAP INC/THE COMMON STOCK USD.,,..%.% CROWN CASTLE INTL CORP REIT USD.,,..%.% EMERSON ELECTRIC CO COMMON STOCK USD.,,..%.% ADOBE SYSTEMS INC COMMON STOCK USD.,..%.% IPG PHOTONICS CORP COMMON STOCK USD.,..%.% NOVARTIS AG SPONSORED ADR ADR,,..%.% HUNTINGTON BANCSHARES INC COMMON STOCK USD.,,..%.% LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.,..%.% PHILLIPS COMMON STOCK,,..%.% KRAFT HEINZ CO/THE COMMON STOCK USD.,,..%.% DEUTSCHE TELEKOM AG REG COMMON STOCK,,..%.% LPL FINANCIAL HOLDINGS INC COMMON STOCK,,..%.% MONSANTO CO COMMON STOCK USD.,,..%.% MICHELIN (CGDE) COMMON STOCK EUR.,..%.% REPUBLIC SERVICES INC COMMON STOCK USD.,,..%.% EASTMAN CHEMICAL CO COMMON STOCK USD.,,..%.% VOLKSWAGEN AG PREF PREFERENCE,..%.% KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.,,..%.% CHINA CONSTRUCTION BANK H COMMON STOCK CNY.,,..%.% GENUINE PARTS CO COMMON STOCK USD.,,..%.% LYONDELLBASELL INDU CL A COMMON STOCK EUR.,,..%.% INGREDION INC COMMON STOCK USD.,,..%.% QUEST DIAGNOSTICS INC COMMON STOCK USD.,,..%.% CITIZENS FINANCIAL GROUP COMMON STOCK USD.,,..%.% NETFLIX INC COMMON STOCK USD.,..%.% OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.,,..%.% TAPESTRY INC COMMON STOCK USD.,,..%.% ACTIVISION BLIZZARD INC COMMON STOCK USD.,,..%.% NORTHERN TRUST CORP COMMON STOCK USD.,,..%.% WASTE MANAGEMENT INC COMMON STOCK USD.,,..%.% EATON CORP PLC COMMON STOCK USD.,,..%.% COMERICA INC COMMON STOCK USD.,,..%.% SK HYNIX INC COMMON STOCK KRW.,,..%.% LINCOLN NATIONAL CORP COMMON STOCK,,..%.%

25 Page of USD Equity,,..% ILLINOIS TOOL WORKS COMMON STOCK USD.,..%.% AMERIPRISE FINANCIAL INC COMMON STOCK USD.,..%.% MICHAEL KORS HOLDINGS LTD COMMON STOCK,,..%.% XYLEM INC COMMON STOCK,,..%.% DOVER CORP COMMON STOCK USD.,,..%.% HOLOGIC INC COMMON STOCK USD.,,..%.% AUTOMATIC DATA PROCESSING COMMON STOCK USD.,,..%.% TJX COMPANIES INC COMMON STOCK USD.,,..%.% BIOVERATIV INC COMMON STOCK USD.,,..%.% MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.,..%.% FLEX LTD COMMON STOCK,,..%.% KINDER MORGAN INC COMMON STOCK USD.,,..%.% MACY S INC COMMON STOCK USD.,,..%.% SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.,,..%.% ALLY FINANCIAL INC COMMON STOCK USD.,,..%.% ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.,,..%.% CUMMINS INC COMMON STOCK USD.,..%.% VALE SA COMMON STOCK,,..%.% AMETEK INC COMMON STOCK USD.,,..%.% SUNTRUST BANKS INC COMMON STOCK USD.,,..%.% CONCHO RESOURCES INC COMMON STOCK USD.,..%.% TOTAL SYSTEM SERVICES INC COMMON STOCK USD.,,..%.% STEEL DYNAMICS INC COMMON STOCK USD.,,..%.% KAR AUCTION SERVICES INC COMMON STOCK USD.,,..%.% HEWLETT PACKARD ENTERPRISE COMMON STOCK USD.,,..%.% NEXTERA ENERGY INC COMMON STOCK USD.,..%.% GLOBAL PAYMENTS INC COMMON STOCK,,..%.% INGERSOLL RAND PLC COMMON STOCK USD.,,..%.% NRG ENERGY INC COMMON STOCK USD.,,..%.% KEYCORP COMMON STOCK USD.,,..%.% INTERNATIONAL PAPER CO COMMON STOCK USD.,,..%.% DR HORTON INC COMMON STOCK USD.,,..%.% ALIBABA GROUP HOLDING SP ADR ADR USD.,..%.% PARKER HANNIFIN CORP COMMON STOCK USD.,..%.% TEXTRON INC COMMON STOCK USD.,,..%.% HP INC COMMON STOCK USD.,,..%.% CREDIT ACCEPTANCE CORP COMMON STOCK USD.,..%.% MCKESSON CORP COMMON STOCK USD.,..%.%

26 Page of USD Equity,,..% UNITED THERAPEUTICS CORP COMMON STOCK USD.,,..%.% BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR.,,..%.% AVALONBAY COMMUNITIES INC REIT USD.,..%.% FISERV INC COMMON STOCK USD.,..%.% AKZO NOBEL COMMON STOCK EUR.,,..%.% S+P GLOBAL INC COMMON STOCK USD.,..%.% IAC/INTERACTIVECORP COMMON STOCK USD.,..%.% NETAPP INC COMMON STOCK USD.,,..%.% WHIRLPOOL CORP COMMON STOCK USD.,..%.% VIACOM INC CLASS B COMMON STOCK USD.,,..%.% WELLCARE HEALTH PLANS INC COMMON STOCK USD.,..%.% SVB FINANCIAL GROUP COMMON STOCK USD.,..%.% OWENS CORNING COMMON STOCK USD.,,..%.% HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.,..%.% INTERACTIVE BROKERS GRO CL A COMMON STOCK USD.,,..%.% HILL ROM HOLDINGS INC COMMON STOCK,,..%.% EQUITY RESIDENTIAL REIT USD.,,..%.% MOLSON COORS BREWING CO B COMMON STOCK USD.,,..%.% CELANESE CORP SERIES A COMMON STOCK USD.,,..%.% ORANGE COMMON STOCK EUR.,,..%.% NASDAQ INC COMMON STOCK USD.,,..%.% BANK OF MONTREAL COMMON STOCK,,..%.% NEWMONT MINING CORP COMMON STOCK USD.,,..%.% CARMAX INC COMMON STOCK USD.,,..%.% MARSH + MCLENNAN COS COMMON STOCK USD.,,..%.% AMERICAN FINANCIAL GROUP INC COMMON STOCK,,..%.% CA INC COMMON STOCK USD.,,..%.% GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.,,..%.% DIGITAL REALTY TRUST INC REIT USD.,,..%.% MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK,,..%.% FIRST AMERICAN FINANCIAL COMMON STOCK USD.,,..%.% NATIONAL AUSTRALIA BANK LTD COMMON STOCK,,..%.% T MOBILE US INC COMMON STOCK USD.,,..%.% CBRE GROUP INC A COMMON STOCK USD.,,..%.% ORBITAL ATK INC COMMON STOCK USD.,..%.% WESTROCK CO COMMON STOCK,,..%.% MICROSEMI CORP COMMON STOCK USD.,,..%.% FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.,..%.%