JPMORGAN INTERMEDIATE TAX FREE BOND FUND 02/28/2018 Blank Row

ADAMS & 6.25% 12/26 23,470,000.00 24,322,430.40 0.54% ADAMS & ARAPAHOE 5% 12/30 7,250,000.00 8,505,917.50 0.19% ADAMS CNTY COLO 5% 12/31 1,100,000.00 1,255,727.00 0.03% ADAMS CNTY COLO 5% 12/34 500,000.00 565,555.00 0.01% ALABAMA FED AID 5% 09/27 3,345,000.00 4,021,492.80 0.09% ALABAMA FED AID 5% 09/28 2,000,000.00 2,391,220.00 0.05% ALABAMA FED AID 5% 09/29 2,000,000.00 2,378,900.00 0.05% ALABAMA ST PUB 5% 02/23 2,000,000.00 2,270,360.00 0.05% ALABAMA ST PUB 5% 02/24 2,000,000.00 2,307,420.00 0.05% ALABAMA ST PUB 5% 02/25 2,000,000.00 2,296,280.00 0.05% ALASKA INDL 5.5% 10/41 9,000,000.00 9,763,650.00 0.22% ALASKA MUN 5.375% 09/25 30,000.00 30,589.80 0.00% ALASKA MUN 5.375% 09/25 970,000.00 989,070.20 0.02% ALASKA MUN BD 5.25% 09/23 25,000.00 25,476.25 0.00% ALASKA MUN BD 5.25% 09/23 140,000.00 142,550.80 0.00% ALASKA MUN BD 5.25% 09/23 835,000.00 850,906.75 0.02% ALASKA MUN BD 5.5% 09/27 30,000.00 30,608.40 0.00% ALASKA MUN BD 5.5% 09/27 970,000.00 989,671.60 0.02% ALEXANDRIA LA 5% 05/43 1,400,000.00 1,513,918.00 0.03% ALEXANDRIA VA RFDG-SER C 07/SEP/2017 01/JUL/2027 5% 4,200,000.00 5,081,076.00 0.11% ALEXANDRIA VA RFDG-SER C 07/SEP/2017 01/JUL/2028 5% 2,915,000.00 3,513,770.15 0.08% ALLEGHENY CNTY 5% 08/27 4,000,000.00 4,780,240.00 0.11% ALLEGHENY CNTY 5% 08/28 2,500,000.00 2,972,050.00 0.07% ANDERSON CNTY 5% 05/23 705,000.00 803,171.25 0.02% ANDERSON CNTY 5% 05/23 715,000.00 814,563.75 0.02% ANDERSON CNTY 5% 05/24 750,000.00 869,017.50 0.02% ANDERSON CNTY 5% 05/24 845,000.00 979,093.05 0.02% ANDERSON CNTY 5% 05/25 785,000.00 922,241.55 0.02% ANDERSON CNTY 5% 05/25 890,000.00 1,045,598.70 0.02% ANNE ARUNDEL 5% 10/29 1,735,000.00 2,050,752.65 0.05% ANNE ARUNDEL 5% 10/29 3,615,000.00 4,272,713.10 0.10% ANNE ARUNDEL 5% 10/30 2,125,000.00 2,504,036.25 0.06% S-478-171-953 Page 1 01-Mar-2018 01:03:09

ANNE ARUNDEL 5% 10/30 3,615,000.00 4,259,988.30 0.09% ANNE ARUNDEL 5% 10/34 2,125,000.00 2,469,972.50 0.06% ANNE ARUNDEL 5% 10/34 3,610,000.00 4,196,227.90 0.09% ANNE ARUNDEL 5% 10/35 2,125,000.00 2,463,130.00 0.05% ANNE ARUNDEL 5% 10/35 2,610,000.00 3,025,694.70 0.07% ANNE ARUNDEL 5% 10/37 3,610,000.00 4,158,503.40 0.09% ANNE ARUNDEL 5% 10/38 3,610,000.00 4,150,741.90 0.09% ARCADIA CALIF 4% 08/38 9,385,000.00 9,791,276.65 0.22% ARCADIA CALIF 4% 08/41 7,500,000.00 7,823,775.00 0.17% ARIZONA BRD 5% 06/30 1,000,000.00 1,104,760.00 0.02% ARIZONA BRD 5% 07/34 1,000,000.00 1,158,870.00 0.03% ARIZONA BRD 5% 07/35 1,000,000.00 1,155,890.00 0.03% ARIZONA BRD 5% 07/36 1,000,000.00 1,153,190.00 0.03% ARIZONA BRD 5% 07/37 1,000,000.00 1,150,160.00 0.03% ARIZONA SCH 5.25% 09/23 1,000,000.00 1,019,301.00 0.02% ARIZONA SCH 5.75% 09/18 15,000,000.00 15,324,000.00 0.34% ARIZONA SCH FACS 5% 07/18 2,700,000.00 2,732,778.00 0.06% ARIZONA ST 5.25% 10/23 2,000,000.00 2,108,820.00 0.05% ARIZONA ST 5% 07/24 2,000,000.00 2,024,120.00 0.05% ARIZONA ST CTFS 5% 09/25 4,350,000.00 5,094,589.50 0.11% ARIZONA WTR 5% 10/23 1,915,000.00 2,017,758.90 0.04% ARIZONA WTR 5% 10/24 3,025,000.00 3,087,678.00 0.07% ARIZONA WTR 5% 10/26 5,910,000.00 6,845,493.90 0.15% ARIZONA WTR 5% 10/29 2,020,000.00 2,128,393.20 0.05% ATLANTA GA ARPT 5% 01/20 9,500,000.00 10,077,410.00 0.22% ATLANTA GA WTR & 5% 11/29 2,110,000.00 2,436,628.00 0.05% ATLANTA GA WTR & 5% 11/30 4,250,000.00 4,897,912.50 0.11% AUSTIN TEX RFDG-PUB IMPT 01/NOV/2010 01/SEP/2022 5% 8,120,000.00 9,179,822.40 0.20% BAKERSFIELD 5% 09/23 300,000.00 346,620.00 0.01% BALTIMORE CNTY 5% 08/26 2,400,000.00 2,823,672.00 0.06% BARROW CNTY GA 5% 02/25 310,000.00 338,296.80 0.01% BARROW CNTY GA 5% 02/26 245,000.00 267,363.60 0.01% S-478-171-953 Page 2 01-Mar-2018 01:03:09

BENSALEM TWP PA SCH DIST 12/JUL/2017 15/OCT/2027 5% 850,000.00 980,169.00 0.02% BERKELEY CNTY S 5% 12/22 1,000,000.00 1,128,480.00 0.03% BERKELEY CNTY S 5% 12/23 1,505,000.00 1,723,691.55 0.04% BERKS CNTY PA 5% 11/28 1,550,000.00 1,782,143.50 0.04% BERKS CNTY PA 5% 11/29 350,000.00 400,148.00 0.01% BERKS CNTY PA 5% 11/30 600,000.00 682,212.00 0.02% BERKS CNTY PA BOND 31/OCT/2017 01/NOV/2027 FIXED 5% 1,150,000.00 1,329,952.00 0.03% BERNALILLO 5.7% 04/27 1,010,000.00 1,194,961.30 0.03% BETTENDORF IOWA 5% 06/27 1,955,000.00 2,293,723.30 0.05% BOLINGBROOK ZERO 01/23 2,195,000.00 1,896,392.20 0.04% BREVARD CNTY FLA 5% 04/22 1,000,000.00 1,106,210.00 0.02% BREVARD CNTY FLA 5% 04/24 1,250,000.00 1,417,975.00 0.03% BROCKPORT N Y 5.75% 06/18 100,000.00 101,200.00 0.00% BUCKS CNTY PA RFDG 08/MAR/2016 01/MAY/2025 5% 150,000.00 176,394.00 0.00% BUCKS CNTY PA RFDG 08/MAR/2016 01/MAY/2026 5% 310,000.00 367,787.10 0.01% BUCKS CNTY PA RFDG 08/MAR/2016 01/MAY/2027 5% 325,000.00 383,503.25 0.01% CALIFORNIA 3.25% 11/36 1,425,000.00 1,350,372.75 0.03% CALIFORNIA 4% 11/38 4,000,000.00 4,165,920.00 0.09% CALIFORNIA 5.125% 04/23 5,000.00 5,016.15 0.00% CALIFORNIA 5% 08/25 2,000,000.00 2,203,700.00 0.05% CALIFORNIA 5% 10/26 1,500,000.00 1,683,690.00 0.04% CALIFORNIA 5% 10/27 1,000,000.00 1,212,990.00 0.03% CALIFORNIA 5% 11/24 1,630,000.00 1,878,102.30 0.04% CALIFORNIA 5% 11/26 650,000.00 760,682.00 0.02% CALIFORNIA 5% 11/26 1,000,000.00 1,146,160.00 0.03% CALIFORNIA 5% 11/27 6,250,000.00 7,352,875.00 0.16% CALIFORNIA 5% 11/29 1,000,000.00 1,156,770.00 0.03% CALIFORNIA 5% 11/30 500,000.00 576,450.00 0.01% CALIFORNIA 5% 11/33 5,000,000.00 5,705,500.00 0.13% CALIFORNIA 6.25% 10/28 2,000,000.00 2,057,552.00 0.05% CALIFORNIA 6.5% 10/33 2,450,000.00 2,524,031.65 0.06% CALIFORNIA 6.5% 10/38 35,000.00 36,057.35 0.00% S-478-171-953 Page 3 01-Mar-2018 01:03:09

CALIFORNIA 6.5% 10/38 1,965,000.00 2,024,376.41 0.05% CALIFORNIA EDL 4% 01/33 3,000,000.00 3,184,110.00 0.07% CALIFORNIA EDL 5% 01/28 1,000,000.00 1,182,970.00 0.03% CALIFORNIA EDL 5% 01/29 880,000.00 1,037,836.80 0.02% CALIFORNIA EDL 5% 01/30 1,185,000.00 1,393,133.40 0.03% CALIFORNIA EDL 5% 01/31 2,450,000.00 2,871,057.00 0.06% CALIFORNIA EDL 5% 01/32 2,000,000.00 2,335,620.00 0.05% CALIFORNIA EDL 5% 09/24 315,000.00 355,824.00 0.01% CALIFORNIA EDL 5% 10/39 2,000,000.00 2,043,140.00 0.05% CALIFORNIA MUN 5% 02/28 1,050,000.00 1,197,703.50 0.03% CALIFORNIA MUN 5% 02/29 1,250,000.00 1,458,737.50 0.03% CALIFORNIA ST 4% 11/35 2,000,000.00 2,093,320.00 0.05% CALIFORNIA ST 5% 02/27 565,000.00 676,655.30 0.02% CALIFORNIA ST 5% 03/32 3,025,000.00 3,525,486.25 0.08% CALIFORNIA ST 5% 04/21 1,285,000.00 1,288,777.90 0.03% CALIFORNIA ST 5% 04/22 2,785,000.00 2,793,215.75 0.06% CALIFORNIA ST 5% 04/23 1,415,000.00 1,419,174.25 0.03% CALIFORNIA ST 5% 04/24 2,105,000.00 2,111,167.65 0.05% CALIFORNIA ST 5% 04/25 1,560,000.00 1,564,539.60 0.03% CALIFORNIA ST 5% 05/23 3,000,000.00 3,431,520.00 0.08% CALIFORNIA ST 5% 05/24 5,395,000.00 6,266,616.20 0.14% CALIFORNIA ST 5% 05/25 6,445,000.00 7,569,330.25 0.17% CALIFORNIA ST 5% 05/26 3,100,000.00 3,613,205.00 0.08% CALIFORNIA ST 5% 05/27 5,000,000.00 5,800,000.00 0.13% CALIFORNIA ST 5% 08/28 12,000,000.00 14,318,400.00 0.32% CALIFORNIA ST 5% 08/30 24,000,000.00 27,649,200.00 0.62% CALIFORNIA ST 5% 09/30 5,130,000.00 5,949,517.50 0.13% CALIFORNIA ST 5% 09/31 8,275,000.00 9,596,931.25 0.21% CALIFORNIA ST 5% 10/29 100,000.00 100,285.00 0.00% CALIFORNIA ST 5% 11/24 3,225,000.00 3,815,433.00 0.09% CALIFORNIA ST 5% 11/29 2,375,000.00 2,812,570.00 0.06% CALIFORNIA ST 5% 11/30 2,285,000.00 2,653,501.95 0.06% S-478-171-953 Page 4 01-Mar-2018 01:03:09

CALIFORNIA ST 5% 11/32 4,000,000.00 4,698,480.00 0.10% CALIFORNIA ST 5% 11/34 2,875,000.00 3,369,068.75 0.08% CALIFORNIA ST GO BDS 01/APR/2009 01/APR/2018 5.5% 6,790,000.00 6,813,289.70 0.15% CALIFORNIA ST GO BDS 01/APR/2009 01/APR/2026 5.625% 15,000,000.00 15,685,800.00 0.35% CALIFORNIA ST GO BDS 18/MAR/2015 01/MAR/2025 5% 4,120,000.00 4,853,978.00 0.11% CALIFORNIA ST GO BDS 18/MAR/2015 01/MAR/2025 5% 8,000,000.00 9,425,120.00 0.21% CALIFORNIA ST GO BDS 2016 17/MAR/2016 01/SEP/2030 5% 1,500,000.00 1,652,025.00 0.04% CALIFORNIA ST GO BDS 2016 17/MAR/2016 01/SEP/2031 5% 3,500,000.00 3,853,710.00 0.09% CALIFORNIA ST GO BDS 2016 17/MAR/2016 01/SEP/2033 4% 1,280,000.00 1,352,780.80 0.03% CALIFORNIA ST VAR PURP 01/APR/2009 01/APR/2021 5.5% 6,800,000.00 7,092,808.00 0.16% CALIFORNIA ST VAR PURP 01/APR/2009 01/APR/2033 6.5% 6,685,000.00 7,052,608.15 0.16% CAMDEN CNTY GA 5% 12/21 1,005,000.00 1,087,862.25 0.02% CAMDEN CNTY GA 5% 12/22 1,960,000.00 2,119,936.00 0.05% CAMDEN CNTY GA 5% 12/23 1,000,000.00 1,081,670.00 0.02% CARLSBAD CALIF ZERO 05/18 2,000,000.00 1,996,060.00 0.04% CASTAIC LAKE ZERO 08/25 10,445,000.00 8,642,924.15 0.19% CENTRAL UTAH 5.25% 04/22 1,000,000.00 1,101,540.00 0.02% CENTRAL UTAH WTR 5% 04/20 3,950,000.00 4,219,943.00 0.09% CHAMPAIGN CNTY 5% 01/31 305,000.00 344,833.00 0.01% CHANDLER ARIZ GO 5% 07/23 4,000,000.00 4,593,000.00 0.10% CHATHAM CNTY N C 5% 11/26 1,880,000.00 2,166,700.00 0.05% CHELAN CNTY ZERO 06/22 21,835,000.00 19,832,512.15 0.44% CHEROKEE CNTY GA SCH SYS 09/MAY/2017 01/FEB/2026 5% 335,000.00 396,435.65 0.01% CHEROKEE CNTY GA SCH SYS 09/MAY/2017 01/FEB/2028 5% 1,550,000.00 1,839,292.00 0.04% CHESAPEAKE VA GO BDS 2010D 24/AUG/2010 01/DEC/2024 5% 1,555,000.00 1,691,762.25 0.04% CHESTER CNTY PA 5% 11/30 4,100,000.00 4,888,225.00 0.11% CHESTERFIELD 5% 05/23 2,000,000.00 2,069,900.00 0.05% CHICAGO ILL 5% 01/20 75,000.00 77,502.00 0.00% CHICAGO ILL 5% 01/21 200,000.00 209,184.00 0.00% CHICAGO ILL 5% 01/22 20,000.00 21,076.40 0.00% CHICAGO ILL 5% 01/22 700,000.00 764,701.00 0.02% CHICAGO ILL PK 4% 01/19 150,000.00 152,545.50 0.00% S-478-171-953 Page 5 01-Mar-2018 01:03:09

CHICAGO ILL TAX 5% 06/22 1,000,000.00 1,085,880.00 0.02% CHICAGO ILL WTR 5% 11/21 1,500,000.00 1,635,510.00 0.04% CHICAGO ILL WTR 5% 11/22 600,000.00 662,232.00 0.01% CHICAGO ILL WTR 5% 11/27 1,000,000.00 1,108,080.00 0.02% CHICAGO ILL WTR 5% 11/30 500,000.00 549,225.00 0.01% CIRCLE PINES ZERO 02/22 650,000.00 597,408.50 0.01% CIRCLE PINES ZERO 02/23 800,000.00 711,408.00 0.02% CLARK CNTY NEV 5% 11/27 15,000,000.00 17,659,200.00 0.39% CLARKSVILLE TENN 5% 02/24 500,000.00 577,325.00 0.01% CLARKSVILLE TENN 5% 02/25 500,000.00 584,860.00 0.01% CLARKSVILLE TENN 5% 02/26 565,000.00 667,434.50 0.01% COASTAL WTR AUTH 5% 12/22 3,160,000.00 3,427,968.00 0.08% COASTAL WTR AUTH 5% 12/25 5,115,000.00 5,542,818.60 0.12% COBB CNTY GA WTR 5% 07/20 6,155,000.00 6,438,376.20 0.14% COBB CNTY GA WTR 5% 07/21 6,565,000.00 6,865,020.50 0.15% COLORADO 5.5% 01/35 4,500,000.00 5,124,105.00 0.11% COLORADO DEPT 5% 06/41 1,500,000.00 1,679,805.00 0.04% COLORADO ST 5.25% 11/23 5,000,000.00 5,128,815.00 0.11% COLORADO ST BRD 5% 03/30 5,790,000.00 6,843,606.30 0.15% COLUMBUS GA WTR 5% 05/22 2,000,000.00 2,246,060.00 0.05% COLUMBUS GA WTR 5% 05/27 445,000.00 510,432.80 0.01% COLUMBUS GA WTR 5% 05/28 595,000.00 680,531.25 0.02% COLUMBUS GA WTR 5% 05/31 280,000.00 323,951.60 0.01% COLUMBUS GA WTR 5% 05/34 350,000.00 402,584.00 0.01% COLUMBUS GA WTR 5% 05/35 350,000.00 400,585.50 0.01% COLUMBUS OHIO 5% 04/29 11,000,000.00 13,129,160.00 0.29% COLUMBUS OHIO 5% 12/18 100,000.00 102,665.00 0.00% COMMONWEALTH 5% 06/24 1,500,000.00 1,680,870.00 0.04% COMMONWEALTH 5% 06/25 1,870,000.00 2,104,872.00 0.05% COMMONWEALTH 5% 06/26 1,120,000.00 1,264,368.00 0.03% COMMONWEALTH 5% 06/27 1,500,000.00 1,698,510.00 0.04% COMMONWEALTH 5% 06/28 2,620,000.00 2,976,713.00 0.07% S-478-171-953 Page 6 01-Mar-2018 01:03:09

COMMONWEALTH 5% 06/29 1,120,000.00 1,267,078.40 0.03% CONNECTICUT 5.25% 06/20 6,000,000.00 6,410,400.00 0.14% CONNECTICUT 5.25% 11/22 1,030,000.00 1,115,912.30 0.02% CONNECTICUT ST 5% 04/22 7,000,000.00 7,026,390.00 0.16% CONNECTICUT ST 5% 06/18 1,320,000.00 1,324,026.00 0.03% CONNECTICUT ST 5% 08/26 5,000,000.00 5,661,200.00 0.13% CONNECTICUT ST 5% 09/30 2,000,000.00 2,207,180.00 0.05% CONNECTICUT ST 5% 11/25 4,165,000.00 4,671,339.05 0.10% CONNECTICUT ST VAR 07/35 30,000.00 30,009.90 0.00% CONTRA COSTA 5% 03/25 1,250,000.00 1,485,012.50 0.03% COOK CNTY ILL 5.5% 12/19 1,000,000.00 1,029,840.00 0.02% COOK CNTY ILL ZERO 12/21 5,000,000.00 4,593,950.00 0.10% CUYAHOGA CNTY 5% 12/24 835,000.00 950,129.80 0.02% CUYAHOGA CNTY 5% 12/25 500,000.00 566,390.00 0.01% CUYAHOGA CNTY 5% 12/26 1,000,000.00 1,129,890.00 0.03% CUYAHOGA CNTY 5% 12/27 500,000.00 563,810.00 0.01% DADE CNTY FLA 7.75% 10/18 2,095,000.00 2,172,389.30 0.05% DALLAS FORT 5% 11/24 5,000,000.00 5,691,350.00 0.13% DALLAS FORT 5% 11/30 7,000,000.00 7,123,340.00 0.16% DALLAS FORT 5% 11/35 4,000,000.00 4,291,760.00 0.10% DALLAS TEX 5% 10/29 600,000.00 702,504.00 0.02% DALLAS TEX AREA 5% 12/18 8,950,000.00 9,191,471.00 0.20% DALLAS TEX AREA 5% 12/19 1,195,000.00 1,226,559.95 0.03% DALLAS TEX AREA 5% 12/21 5,000,000.00 5,132,050.00 0.11% DALLAS TEX AREA 5% 12/21 5,000,000.00 5,214,700.00 0.12% DALLAS TEX AREA 5% 12/28 3,000,000.00 3,502,110.00 0.08% DALLAS TEX AREA 5% 12/29 1,500,000.00 1,745,445.00 0.04% DALLAS TEX AREA 5% 12/30 2,500,000.00 2,891,975.00 0.06% DALLAS TEX AREA 5% 12/36 4,250,000.00 4,803,307.50 0.11% DAVENPORT IOWA 4% 06/21 1,095,000.00 1,145,687.55 0.03% DAVIS CNTY UTAH 5% 06/21 380,000.00 418,064.60 0.01% DAVIS CNTY UTAH 5% 06/22 1,785,000.00 2,006,643.45 0.04% S-478-171-953 Page 7 01-Mar-2018 01:03:09

DAVIS CNTY UTAH 5% 06/23 1,570,000.00 1,795,781.70 0.04% DAWSON RIDGE ZERO 10/22 1,500,000.00 1,354,500.00 0.03% DAWSON RIDGE ZERO 10/22 10,000,000.00 9,019,800.00 0.20% DEKALB CNTY 5.25% 10/22 4,800,000.00 5,485,584.00 0.12% DEKALB CNTY 5.25% 10/23 8,660,000.00 10,072,879.00 0.22% DEKALB CNTY 5.25% 10/26 5,500,000.00 6,630,030.00 0.15% DELAWARE ST FOR 5% 07/23 350,000.00 376,446.00 0.01% DELAWARE ST FOR 5% 07/23 3,211,000.00 3,451,728.67 0.08% DELAWARE ST GO BDS 2009C 22/OCT/2009 01/OCT/2025 5% 1,000,000.00 1,189,080.00 0.03% DELAWARE ST GO BDS 2010-B 28/OCT/2010 01/JUL/2022 5% 4,000,000.00 4,517,720.00 0.10% DELAWARE ST GO BDS 2010-B 28/OCT/2010 01/JUL/2023 5% 3,710,000.00 4,266,500.00 0.10% DELAWARE ST GO BDS 2018 A 21/FEB/2018 01/FEB/2024 5% 1,155,000.00 1,342,063.80 0.03% DELAWARE ST GO BDS 2018 A 21/FEB/2018 01/FEB/2025 5% 1,000,000.00 1,179,370.00 0.03% DELAWARE ST GO BDS 2018 A 21/FEB/2018 01/FEB/2026 5% 1,250,000.00 1,491,712.50 0.03% DELAWARE ST GO BDS 2018 A 21/FEB/2018 01/FEB/2027 5% 2,260,000.00 2,728,317.20 0.06% DELAWARE ST GO BDS 2018 A 21/FEB/2018 01/FEB/2028 5% 2,360,000.00 2,884,486.40 0.06% DELAWARE ST GO BDS 2018 A 21/FEB/2018 01/FEB/2029 5% 1,375,000.00 1,668,576.25 0.04% DENVER COLO 5.25% 08/20 6,845,000.00 7,196,969.90 0.16% DENVER COLO 5.5% 12/25 3,000,000.00 3,657,900.00 0.08% DENVER COLO 5.5% 12/29 1,000,000.00 1,239,780.00 0.03% DENVER COLO 5.5% 12/30 1,500,000.00 1,853,055.00 0.04% DENVER COLO 5.5% 12/36 500,000.00 615,795.00 0.01% DENVER COLO 5.5% 12/37 275,000.00 334,078.25 0.01% DENVER COLO 5.5% 12/41 1,600,000.00 1,936,528.00 0.04% DES MOINES IOWA 5% 06/21 6,850,000.00 6,912,746.00 0.15% DESERT CALIF 5% 08/30 2,500,000.00 3,001,050.00 0.07% DESERT CALIF 5% 08/31 2,250,000.00 2,688,007.50 0.06% DESERT CALIF 5% 08/33 2,500,000.00 2,962,150.00 0.07% DESERT SANDS 5% 03/22 1,250,000.00 1,398,350.00 0.03% DESERT SANDS 5% 08/25 3,750,000.00 4,436,512.50 0.10% DESERT SANDS 5% 08/26 1,750,000.00 2,055,970.00 0.05% DISTRICT 5% 06/28 1,800,000.00 2,122,938.00 0.05% S-478-171-953 Page 8 01-Mar-2018 01:03:09

DISTRICT 5% 06/29 890,000.00 1,051,944.40 0.02% DISTRICT 5% 06/30 1,325,000.00 1,559,591.25 0.03% DISTRICT 5% 06/30 4,000,000.00 4,684,840.00 0.10% DISTRICT 5% 06/33 3,050,000.00 3,548,736.00 0.08% DISTRICT 5% 06/36 4,200,000.00 4,750,284.00 0.11% DISTRICT 5% 06/38 12,300,000.00 14,141,925.00 0.32% DISTRICT 5% 10/29 1,475,000.00 1,720,558.00 0.04% DISTRICT 5% 12/22 5,000,000.00 5,358,000.00 0.12% DISTRICT COLUMBIA RFDG 01/JUN/2017 01/JUN/2031 5% 1,865,000.00 2,186,936.30 0.05% DISTRICT COLUMBIA RFDG 01/JUN/2017 01/JUN/2032 5% 2,200,000.00 2,568,192.00 0.06% DISTRICT COLUMBIA SER A 24/JUN/2015 01/JUN/2035 5% 7,175,000.00 8,136,163.00 0.18% DOUGLAS CNTY NEB 5% 12/26 6,545,000.00 7,802,098.15 0.17% DU PAGE CNTY ILL 5% 01/26 250,000.00 290,935.00 0.01% DU PAGE CNTY ILL 5% 01/27 525,000.00 607,671.75 0.01% DU PAGE CNTY ILL 5% 01/28 255,000.00 293,836.50 0.01% DU PAGE CNTY ILL 5% 01/29 730,000.00 838,353.90 0.02% DUBLIN OHIO 5% 12/25 500,000.00 592,175.00 0.01% EAST BATON 5.25% 08/19 3,490,000.00 3,667,222.20 0.08% EAST BATON 5.25% 10/39 97,500.00 99,465.60 0.00% EAST BATON ROUGE 5% 08/20 4,270,000.00 4,465,352.50 0.10% EAST BATON ROUGE 5% 08/21 2,125,000.00 2,220,497.50 0.05% EAST BATON ROUGE 5% 08/22 2,000,000.00 2,097,040.00 0.05% EAST BATON VAR 12/40 47,700,000.00 47,700,000.00 1.06% EL PASO TEX WTR 5% 03/21 1,765,000.00 1,876,777.45 0.04% ELGIN ILL GO REF BDS 2012 15/MAR/2012 15/DEC/2021 4% 1,400,000.00 1,473,990.00 0.03% ENERGY NORTHWEST 5% 07/23 3,955,000.00 4,511,112.55 0.10% EVANSVILLE IND 5% 01/22 325,000.00 361,461.75 0.01% EVANSVILLE IND 5% 01/23 375,000.00 415,511.25 0.01% FAIRFAX CNTY 5.25% 04/25 3,500,000.00 4,201,330.00 0.09% FAIRFAX CNTY VA 4% 10/32 9,775,000.00 10,614,868.00 0.24% FAIRFAX CNTY VA 4% 10/36 5,775,000.00 6,149,739.75 0.14% FAIRFAX CNTY VA 5% 07/22 3,080,000.00 3,227,408.80 0.07% S-478-171-953 Page 9 01-Mar-2018 01:03:09

FLORIDA HSG 5.375% 01/39 425,000.00 434,354.25 0.01% FLORIDA HSG FIN 5% 07/28 250,000.00 253,347.50 0.01% FLORIDA ST 5.125% 06/40 150,000.00 161,250.00 0.00% FLORIDA ST BRD 5% 06/19 4,515,000.00 4,713,976.05 0.11% FLORIDA ST BRD 5% 06/20 4,740,000.00 5,093,272.20 0.11% FLORIDA ST BRD 5% 06/23 4,500,000.00 4,867,155.00 0.11% FLORIDA ST BRD 5% 06/24 14,600,000.00 16,021,748.00 0.36% FLORIDA ST BRD 5% 06/25 1,250,000.00 1,351,087.50 0.03% FLORIDA ST MUN 5% 10/20 5,000,000.00 5,397,700.00 0.12% FORSYTH CNTY N C 5% 07/26 2,325,000.00 2,784,536.25 0.06% FORT BEND CNTY TEX GO BDS 01/MAY/2009 01/MAR/2023 5% 2,000,000.00 2,000,000.00 0.04% FORT WAYNE IND 5% 02/25 500,000.00 566,610.00 0.01% FORT WAYNE IND 5% 08/24 1,150,000.00 1,306,446.00 0.03% FOUNTAINDALE PUB 4% 02/19 35,000.00 35,665.35 0.00% FREDERICK CNTY 5% 08/27 2,440,000.00 2,908,626.40 0.06% FRISCO TEX RFDG & IMPT 01/JUL/2011 15/FEB/2023 5% 4,290,000.00 4,670,694.60 0.10% FULTON CNTY GA 5% 01/22 7,000,000.00 7,615,650.00 0.17% GARDEN GROVE 5% 08/30 1,390,000.00 1,579,498.70 0.04% GEORGIA ST GO 5% 12/25 6,880,000.00 8,184,723.20 0.18% GEORGIA ST GO BDS 2009B 01/FEB/2009 01/JAN/2020 5% 10,000,000.00 10,298,100.00 0.23% GEORGIA ST RD & 5% 06/19 2,465,000.00 2,487,357.55 0.06% GEORGIA ST RD & 5% 06/20 5,000,000.00 5,045,350.00 0.11% GILBERT ARIZ GO 5% 07/18 2,100,000.00 2,125,242.00 0.05% GLENDALE ARIZ 5% 07/28 1,000,000.00 1,108,890.00 0.02% GOLDEN ST TOB 5% 06/32 4,000,000.00 4,556,000.00 0.10% GRAND RAPIDS 5.5% 01/22 4,160,000.00 4,518,966.40 0.10% GRAND RAPIDS 5% 01/23 1,670,000.00 1,899,975.70 0.04% GRAND RAPIDS 5% 01/25 1,000,000.00 1,134,170.00 0.03% GRAND RAPIDS 5% 01/27 400,000.00 473,788.00 0.01% GRAND RAPIDS 5% 01/28 325,000.00 383,799.00 0.01% GRAND RAPIDS 5% 01/29 350,000.00 412,464.50 0.01% GRAND RAPIDS 5% 01/30 370,000.00 434,979.40 0.01% S-478-171-953 Page 10 01-Mar-2018 01:03:09

GRAND RAPIDS 5% 01/32 750,000.00 876,577.50 0.02% GRAND RAPIDS 5% 01/33 1,400,000.00 1,630,622.00 0.04% GRAND RAPIDS 5% 01/34 1,000,000.00 1,160,600.00 0.03% GRAND RAPIDS 5% 05/23 1,305,000.00 1,449,450.45 0.03% GRANT CNTY WASH 5% 01/19 20,000.00 20,573.20 0.00% GREATER ALBANY 5% 06/26 1,000,000.00 1,187,360.00 0.03% GREATER ALBANY 5% 06/27 1,965,000.00 2,353,500.15 0.05% GROSSMONT-CUYA ZERO 08/26 19,585,000.00 15,278,846.05 0.34% HAMILTON CNTY 5% 02/19 750,000.00 771,915.00 0.02% HAMILTON CNTY 5% 02/20 750,000.00 792,300.00 0.02% HAMILTON CNTY 5% 12/21 4,210,000.00 4,569,702.40 0.10% HAMILTON CNTY 5% 12/29 2,030,000.00 2,333,586.50 0.05% HAMPTON VA GO 5% 09/26 5,000,000.00 5,973,900.00 0.13% HARRIS CNTY TEX 5% 10/22 5,000,000.00 5,399,500.00 0.12% HARTFORD CNTY 5% 08/19 200,000.00 208,092.00 0.00% HAWAII ST FOR 5% 05/27 12,050,000.00 14,405,895.50 0.32% HAWAII ST GO BDS DK 20/MAY/2008 01/MAY/2021 5% 20,000.00 20,119.60 0.00% HAWAII ST GO BDS DK 20/MAY/2008 01/MAY/2021 5% 980,000.00 985,860.40 0.02% HAWAII ST GO BDS FG 13/OCT/2016 01/OCT/2028 5% 2,500,000.00 2,943,475.00 0.07% HAWAII ST GO REF BDS FE 14/APR/2016 01/OCT/2027 5% 1,300,000.00 1,537,965.00 0.03% HAWAII ST HWY 5.25% 01/21 5,120,000.00 5,282,816.00 0.12% HAWAII ST HWY 5% 01/20 5,915,000.00 6,085,115.40 0.14% HAWAII ST HWY 6% 01/29 2,450,000.00 2,543,026.50 0.06% HENNEPIN CNTY 5% 12/27 1,515,000.00 1,809,985.65 0.04% HENNEPIN CNTY 5% 12/28 4,190,000.00 4,985,345.80 0.11% HENNEPIN CNTY 5% 12/29 4,725,000.00 5,605,503.75 0.13% HENRY CNTY GA 5.25% 02/28 5,000,000.00 6,085,550.00 0.14% HILLSBOROUGH 5% 07/28 8,005,000.00 9,012,509.30 0.20% HONOLULU HAWAII 5% 10/25 3,000,000.00 3,541,020.00 0.08% HONOLULU HAWAII 5% 10/27 3,000,000.00 3,506,670.00 0.08% HONOLULU HAWAII 5% 10/27 8,695,000.00 10,156,455.60 0.23% HOUSTON TEX 5.75% 12/32 2,000,000.00 2,687,260.00 0.06% S-478-171-953 Page 11 01-Mar-2018 01:03:09

HOUSTON TEX 5% 02/25 5,140,000.00 5,588,619.20 0.12% HOUSTON TEX PUB 5% 03/28 2,700,000.00 3,050,352.00 0.07% HOUSTON TEX PUB 5% 03/29 2,600,000.00 2,926,560.00 0.07% HOUSTON TEX UTIL 5% 11/18 20,000.00 20,503.20 0.00% HOUSTON TEX UTIL 5% 11/36 1,535,000.00 1,752,402.05 0.04% HOWARD CNTY MD 5% 02/30 5,000,000.00 6,011,600.00 0.13% HUDSON YDS 5% 02/33 5,500,000.00 6,377,855.00 0.14% HUDSONVILLE 5.25% 05/25 1,250,000.00 1,380,112.50 0.03% HUNTINGTON PK ZERO 01/19 5,000,000.00 4,934,900.00 0.11% HUNTSVILLE ALA 5% 09/22 1,000,000.00 1,017,630.00 0.02% HUNTSVILLE ALA 5% 09/22 1,790,000.00 1,821,557.70 0.04% HUNTSVILLE ALA 5% 09/26 1,000,000.00 1,017,630.00 0.02% HUNTSVILLE ALA WTS-SER A 30/JUN/2015 01/MAY/2032 5% 3,005,000.00 3,461,008.75 0.08% HURON VALLEY 5% 05/23 4,900,000.00 5,339,285.00 0.12% IDAHO HEALTH 6% 12/23 12,000,000.00 12,408,240.00 0.28% IDAHO HSG & FIN 5% 07/25 2,550,000.00 2,967,231.00 0.07% IDAHO HSG & FIN 5% 07/26 4,800,000.00 5,618,016.00 0.13% ILLINOIS FIN 5% 01/19 20,000.00 20,577.20 0.00% ILLINOIS FIN 5% 01/24 2,595,000.00 2,975,971.95 0.07% ILLINOIS FIN 5% 03/24 100,000.00 113,393.00 0.00% ILLINOIS FIN 5% 03/25 500,000.00 571,255.00 0.01% ILLINOIS FIN 5% 07/24 1,000,000.00 1,154,370.00 0.03% ILLINOIS FIN 5% 10/29 1,750,000.00 1,909,757.50 0.04% ILLINOIS FIN 5% 11/23 2,000,000.00 2,265,160.00 0.05% ILLINOIS FIN 5% 11/24 1,000,000.00 1,143,190.00 0.03% ILLINOIS ST TOLL 5% 12/22 3,000,000.00 3,376,170.00 0.08% INDEPENDENCE 5.5% 03/32 2,000,000.00 2,413,220.00 0.05% INDIANA FIN AUTH 5% 06/30 1,500,000.00 1,798,755.00 0.04% INDIANA FIN AUTH 5% 06/31 1,500,000.00 1,791,810.00 0.04% INDIANA FIN AUTH 5% 06/32 1,250,000.00 1,487,962.50 0.03% INDIANA ST 5.25% 10/31 1,000,000.00 1,104,340.00 0.02% INDIANA ST FIN 5% 02/21 18,805,000.00 19,984,073.50 0.45% S-478-171-953 Page 12 01-Mar-2018 01:03:09

INDIANA ST FIN 5% 02/23 2,300,000.00 2,557,623.00 0.06% INDIANA ST FIN 5% 02/30 3,000,000.00 3,359,670.00 0.07% INDIANA ST FIN 5% 02/30 5,205,000.00 5,809,092.30 0.13% INDIANA ST FIN 5% 10/24 1,000,000.00 1,140,540.00 0.03% INDIANA ST FIN 5% 10/25 700,000.00 806,015.00 0.02% INDIANA UNIV 5% 06/28 2,000,000.00 2,230,060.00 0.05% INDIANA UNIV 5% 06/32 1,000,000.00 1,103,980.00 0.02% INDIANAPOLIS IND 5% 01/21 725,000.00 788,981.25 0.02% INDIANAPOLIS IND 5% 01/24 1,245,000.00 1,405,418.25 0.03% INDIANAPOLIS IND 6% 01/20 530,000.00 561,089.80 0.01% IOWA FIN AUTH 5% 08/26 5,420,000.00 5,989,045.80 0.13% IOWA FIN AUTH 5% 08/28 5,220,000.00 6,223,649.40 0.14% IOWA FIN AUTH 5% 08/29 12,905,000.00 14,259,895.95 0.32% IOWA ST SPL 5% 06/25 4,690,000.00 5,500,760.30 0.12% IOWA ST SPL 5% 06/25 5,640,000.00 6,612,561.60 0.15% IOWA ST VISION 5.5% 02/20 500,000.00 536,835.00 0.01% IRVINE RANCH 5% 03/32 2,275,000.00 2,686,024.25 0.06% JEA FLA ELEC SYS 5% 10/23 1,395,000.00 1,591,960.05 0.04% JEA FLA ELEC SYS 5% 10/24 5,500,000.00 6,366,580.00 0.14% JEA FLA ELEC SYS 5% 10/27 1,160,000.00 1,307,586.80 0.03% JEA FLA ELEC SYS 5% 10/27 2,130,000.00 2,450,927.10 0.05% JEA FLA ELEC SYS 5% 10/29 4,500,000.00 5,303,385.00 0.12% JEA FLA ELEC SYS 5% 10/30 4,000,000.00 4,694,360.00 0.10% JEA FLA WTR & 5% 10/25 3,405,000.00 4,008,638.40 0.09% JEFFERSON 4.25% 06/22 1,000,000.00 1,002,070.00 0.02% JEFFERSON CNTY 5% 12/20 18,325,000.00 19,985,978.00 0.45% JEFFERSON CNTY 5% 12/22 9,500,000.00 10,803,875.00 0.24% JOHNSON CNTY 5% 09/25 3,450,000.00 3,992,581.50 0.09% JPMORGAN US VAR 12/49 259,334,553.34 259,334,553.34 5.78% KANE COOK & DU 5% 01/27 1,500,000.00 1,676,325.00 0.04% KANE COOK & DU 5% 01/34 1,700,000.00 1,868,538.00 0.04% KANSAS CITY MO 5% 01/26 3,140,000.00 3,408,218.80 0.08% S-478-171-953 Page 13 01-Mar-2018 01:03:09

KANSAS CITY MO 5% 02/23 620,000.00 674,708.80 0.02% KANSAS ST DEPT 5% 09/18 2,500,000.00 2,545,350.00 0.06% KANSAS ST DEPT 5% 09/19 7,000,000.00 7,363,020.00 0.16% KANSAS ST DEPT 5% 09/20 7,000,000.00 7,568,750.00 0.17% KANSAS ST DEPT 5% 09/29 5,140,000.00 5,974,273.40 0.13% KANSAS ST DEPT 5% 09/30 8,000,000.00 9,282,080.00 0.21% KANSAS ST DEPT 5% 09/35 4,190,000.00 4,881,391.90 0.11% KANSAS ST DEPT 5% 09/35 4,625,000.00 5,302,192.50 0.12% KANSAS ST TPK 5% 09/21 2,000,000.00 2,153,840.00 0.05% KANSAS ST TPK 5% 09/22 3,800,000.00 4,090,320.00 0.09% KASSON & 5% 02/21 40,000.00 43,615.20 0.00% KENTUCKY 4% 06/37 1,750,000.00 1,735,510.00 0.04% KENTUCKY 5% 06/37 2,795,000.00 2,991,684.15 0.07% KENTUCKY ST 5.25% 10/18 1,500,000.00 1,529,400.00 0.03% KENTUCKY ST 5.375% 11/23 115,000.00 117,924.45 0.00% KENTUCKY ST 5.375% 11/23 885,000.00 907,505.55 0.02% KENTUCKY ST PPTY 5% 08/21 1,000,000.00 1,092,070.00 0.02% KENTUCKY ST PPTY 5% 08/22 1,175,000.00 1,309,666.75 0.03% KENTUCKY ST PPTY 5% 11/21 1,500,000.00 1,534,455.00 0.03% KENTUCKY ST TPK 5% 07/27 5,145,000.00 5,654,869.50 0.13% KILLEEN TEX GO 5% 08/29 1,505,000.00 1,768,119.15 0.04% KING CNTY WASH 5% 01/22 1,825,000.00 2,037,941.00 0.05% KING CNTY WASH 5% 01/23 1,150,000.00 1,307,780.00 0.03% KING CNTY WASH 5% 07/26 2,295,000.00 2,706,264.00 0.06% KING CNTY WASH 5% 12/30 14,785,000.00 17,307,321.00 0.39% KINGSPORT TENN 5% 03/25 110,000.00 129,087.20 0.00% LANCASTER CNTY 5% 01/26 1,700,000.00 2,007,275.00 0.04% LANSING MICH 5.5% 07/41 1,000,000.00 1,082,880.00 0.02% LANSING MICH 5% 05/30 750,000.00 875,385.00 0.02% LANSING MICH 5% 05/32 885,000.00 1,022,475.90 0.02% LANSING MICH BRD 5% 07/19 1,445,000.00 1,462,051.00 0.03% LANSING MICH BRD 5% 07/26 1,000,000.00 1,089,870.00 0.02% S-478-171-953 Page 14 01-Mar-2018 01:03:09

LAWRENCEBURG 6.625% 07/18 330,000.00 335,316.30 0.01% LENEXA KANS SER B 15/DEC/2015 01/SEP/2025 5% 1,000,000.00 1,184,040.00 0.03% LEWISVILLE TEX 5% 08/19 1,000,000.00 1,033,460.00 0.02% LEWISVILLE TEX 5% 08/20 3,000,000.00 3,100,380.00 0.07% LEXINGTON CNTY S 4% 11/30 750,000.00 793,695.00 0.02% LEXINGTON CNTY S 4% 11/31 500,000.00 523,630.00 0.01% LEXINGTON CNTY S 4% 11/32 525,000.00 544,278.00 0.01% LEXINGTON CNTY S 4% 11/33 200,000.00 205,342.00 0.00% LEXINGTON CNTY S 4% 11/34 250,000.00 255,447.50 0.01% LEXINGTON CNTY S 5% 11/29 700,000.00 813,176.00 0.02% LONG BEACH 5.25% 11/21 2,500,000.00 2,775,200.00 0.06% LONG BEACH 5.25% 11/22 9,545,000.00 10,753,492.45 0.24% LONG BEACH ZERO 05/20 3,265,000.00 3,146,513.15 0.07% LONG BEACH ZERO 05/21 4,365,000.00 4,107,246.75 0.09% LONG BEACH ZERO 05/22 5,265,000.00 4,817,369.70 0.11% LONGVIEW TEX 5% 02/20 335,000.00 340,423.65 0.01% LOS ANGELES 4% 08/33 2,300,000.00 2,439,978.00 0.05% LOS ANGELES 4% 08/39 10,430,000.00 10,834,579.70 0.24% LOS ANGELES 5.25% 07/23 6,120,000.00 6,429,855.60 0.14% LOS ANGELES 5% 06/26 2,000,000.00 2,246,460.00 0.05% LOS ANGELES 5% 06/26 12,500,000.00 14,268,625.00 0.32% LOS ANGELES 5% 07/24 11,670,000.00 13,689,960.30 0.31% LOS ANGELES 5% 07/25 36,915,000.00 43,071,683.70 0.96% LOS ANGELES 5% 07/26 5,505,000.00 6,386,570.70 0.14% LOS ANGELES 5% 07/26 14,150,000.00 16,970,944.00 0.38% LOS ANGELES 5% 07/27 3,000,000.00 3,473,130.00 0.08% LOS ANGELES 5% 07/27 6,650,000.00 8,046,766.00 0.18% LOS ANGELES 5% 07/28 1,250,000.00 1,449,437.50 0.03% LOS ANGELES 5% 07/29 1,545,000.00 1,700,921.40 0.04% LOS ANGELES 5% 07/29 10,000,000.00 11,854,500.00 0.26% LOS ANGELES 5% 07/30 2,710,000.00 3,123,193.70 0.07% LOS ANGELES 5% 07/31 1,350,000.00 1,572,925.50 0.04% S-478-171-953 Page 15 01-Mar-2018 01:03:09

LOS ANGELES 5% 07/31 1,365,000.00 1,500,599.10 0.03% LOS ANGELES 5% 07/31 2,055,000.00 2,412,282.30 0.05% LOS ANGELES 5% 07/31 2,500,000.00 2,871,575.00 0.06% LOS ANGELES 5% 07/31 3,400,000.00 3,859,272.00 0.09% LOS ANGELES 5% 07/31 4,675,000.00 5,548,804.25 0.12% LOS ANGELES 5% 07/32 2,155,000.00 2,544,106.80 0.06% LOS ANGELES 5% 07/32 2,550,000.00 2,987,911.50 0.07% LOS ANGELES 5% 07/32 2,560,000.00 2,973,542.40 0.07% LOS ANGELES 5% 07/32 3,075,000.00 3,478,378.50 0.08% LOS ANGELES 5% 07/33 390,000.00 447,361.20 0.01% LOS ANGELES 5% 07/33 1,360,000.00 1,574,295.20 0.04% LOS ANGELES 5% 07/33 4,555,000.00 5,357,909.85 0.12% LOS ANGELES 5% 07/33 5,000,000.00 5,826,850.00 0.13% LOS ANGELES 5% 07/34 1,250,000.00 1,441,187.50 0.03% LOS ANGELES 5% 07/34 4,750,000.00 5,404,170.00 0.12% LOS ANGELES 5% 07/35 250,000.00 285,582.50 0.01% LOS ANGELES 5% 07/35 1,125,000.00 1,297,597.50 0.03% LOS ANGELES 5% 07/36 2,000,000.00 2,311,920.00 0.05% LOS ANGELES 5% 08/23 425,000.00 489,770.00 0.01% LOS ANGELES 5% 08/24 450,000.00 526,468.50 0.01% LOS ANGELES 5% 08/30 9,000,000.00 10,418,580.00 0.23% LOS ANGELES 5% 08/31 15,000,000.00 17,345,400.00 0.39% LOS ANGELES 5% 10/30 1,250,000.00 1,398,412.50 0.03% LOS ANGELES CNTY 5% 07/26 1,770,000.00 2,098,476.60 0.05% LOS ANGELES CNTY 5% 07/30 5,000,000.00 5,980,600.00 0.13% LOUDOUN CNTY VA 5% 12/26 3,930,000.00 4,640,504.70 0.10% LOUISIANA 5.125% 06/41 290,000.00 294,866.20 0.01% LOUISIANA 5.625% 01/20 1,275,000.00 1,317,177.00 0.03% LOUISIANA PUB ZERO 02/20 18,150,000.00 17,561,395.50 0.39% LOUISIANA PUB ZERO 12/19 18,000,000.00 17,472,420.00 0.39% LOUISIANA ST 3.75% 07/36 75,000.00 74,705.25 0.00% LOUISVILLE & 5% 05/22 1,500,000.00 1,510,830.00 0.03% S-478-171-953 Page 16 01-Mar-2018 01:03:09

LOWER COLO RIV 5% 05/28 3,800,000.00 4,123,038.00 0.09% LOWER NECHES VAR 05/46 43,470,000.00 43,470,000.00 0.97% LUBBOCK TEX FOR 5% 02/26 2,765,000.00 3,183,676.30 0.07% LYNCHBURG VA GO 5% 12/22 1,000,000.00 1,085,140.00 0.02% MAIN STR NAT 5.5% 09/21 1,475,000.00 1,634,196.75 0.04% MAINE MUN BD BK 5% 11/29 625,000.00 740,275.00 0.02% MAINE MUN BD BK 5% 11/30 1,095,000.00 1,291,793.40 0.03% MAINE MUN BD BK 5% 11/32 465,000.00 543,743.10 0.01% MAINE MUN BD BK 5% 11/34 800,000.00 928,784.00 0.02% MANATEE CNTY FLA 5% 10/28 535,000.00 635,836.80 0.01% MANATEE CNTY FLA 5% 10/29 1,150,000.00 1,359,725.50 0.03% MANATEE CNTY FLA 5% 10/30 1,130,000.00 1,330,055.20 0.03% MANATEE CNTY FLA 5% 10/31 815,000.00 954,422.05 0.02% MANATEE CNTY FLA 5% 10/32 350,000.00 408,341.50 0.01% MARICOPA CNTY 5.25% 07/19 1,000,000.00 1,049,570.00 0.02% MARICOPA CNTY 5.25% 07/20 905,000.00 975,771.00 0.02% MARICOPA CNTY 5% 07/28 450,000.00 521,676.00 0.01% MARICOPA CNTY 5% 07/29 500,000.00 577,465.00 0.01% MARSHALL MINN GO 5% 02/23 1,170,000.00 1,326,826.80 0.03% MARYLAND ST 4% 07/35 1,000,000.00 1,022,840.00 0.02% MARYLAND ST 4% 07/36 1,000,000.00 1,020,930.00 0.02% MARYLAND ST DEPT 5% 09/30 5,000,000.00 5,933,550.00 0.13% MARYLAND ST FOR 5% 03/26 1,745,000.00 1,987,083.85 0.04% MARYLAND ST FOR 5% 03/28 5,280,000.00 6,312,662.40 0.14% MARYLAND ST GO BDS 2010B 09/MAR/2010 01/MAR/2021 5% 5,000,000.00 5,327,850.00 0.12% MARYLAND ST GO BDS 2015 03/AUG/2015 01/AUG/2024 5% 500,000.00 573,560.00 0.01% MARYLAND ST ST 4% 03/30 27,225,000.00 29,872,903.50 0.67% MASSACHUSETTS 5.25% 07/25 2,250,000.00 2,697,727.50 0.06% MASSACHUSETTS 5.25% 07/25 4,070,000.00 4,897,390.30 0.11% MASSACHUSETTS 5.25% 07/27 10,530,000.00 12,913,570.80 0.29% MASSACHUSETTS 5.25% 07/29 2,100,000.00 2,605,743.00 0.06% MASSACHUSETTS 5.25% 07/29 5,000,000.00 6,198,300.00 0.14% S-478-171-953 Page 17 01-Mar-2018 01:03:09

MASSACHUSETTS 5.25% 07/33 5,000,000.00 6,254,350.00 0.14% MASSACHUSETTS 5.25% 08/23 10,000,000.00 11,607,400.00 0.26% MASSACHUSETTS 5.25% 08/24 3,110,000.00 3,679,409.90 0.08% MASSACHUSETTS 5% 07/21 1,925,000.00 2,126,971.00 0.05% MASSACHUSETTS 5% 07/31 1,255,000.00 1,531,501.60 0.03% MASSACHUSETTS ST 4% 09/29 9,460,000.00 10,269,113.80 0.23% MASSACHUSETTS ST 4% 12/39 13,125,000.00 13,599,993.75 0.30% MASSACHUSETTS ST 5% 01/27 10,000,000.00 11,943,900.00 0.27% MASSACHUSETTS ST 5% 02/33 10,950,000.00 12,595,237.50 0.28% MASSACHUSETTS ST 5% 03/31 2,250,000.00 2,558,250.00 0.06% MASSACHUSETTS ST 5% 03/32 1,000,000.00 1,133,320.00 0.03% MASSACHUSETTS ST 5% 04/32 9,345,000.00 10,927,108.50 0.24% MASSACHUSETTS ST 5% 04/33 10,000,000.00 11,638,300.00 0.26% MASSACHUSETTS ST 5% 06/35 2,500,000.00 2,846,450.00 0.06% MASSACHUSETTS ST 5% 06/36 3,300,000.00 3,752,232.00 0.08% MASSACHUSETTS ST 5% 06/37 1,500,000.00 1,707,195.00 0.04% MASSACHUSETTS ST 5% 07/21 1,500,000.00 1,660,305.00 0.04% MASSACHUSETTS ST 5% 08/22 1,000,000.00 1,014,770.00 0.02% MASSACHUSETTS ST 5% 08/26 2,000,000.00 2,342,920.00 0.05% MASSACHUSETTS ST 5% 08/28 10,000,000.00 11,188,800.00 0.25% MASSACHUSETTS ST 5% 09/26 480,000.00 488,620.80 0.01% MASSACHUSETTS ST 5% 09/26 1,020,000.00 1,037,941.80 0.02% MASSACHUSETTS ST 5% 10/24 11,890,000.00 13,195,522.00 0.29% MASSACHUSETTS ST 5% 10/27 5,000,000.00 6,007,000.00 0.13% MASSACHUSETTS ST 5% 11/25 5,000,000.00 5,908,350.00 0.13% MASSACHUSETTS ST 5% 11/41 1,000,000.00 1,145,650.00 0.03% MASSACHUSETTS ST 5% 11/42 10,000,000.00 11,443,400.00 0.26% MASSACHUSETTS ST GO BDS F 29/OCT/2014 01/NOV/2026 5% 10,000,000.00 11,340,400.00 0.25% MASSACHUSETTS ST GO BDS F 29/OCT/2014 01/NOV/2027 5% 32,950,000.00 37,414,395.50 0.83% MATANUSKA-SUSI 5.5% 09/23 12,275,000.00 12,991,062.13 0.29% MECKLENBURG CNTY 5% 03/23 3,000,000.00 3,103,860.00 0.07% MEMPHIS TENN GO 5% 07/23 4,000,000.00 4,303,880.00 0.10% S-478-171-953 Page 18 01-Mar-2018 01:03:09

MENLO PK CALIF ZERO 07/33 1,000,000.00 561,550.00 0.01% MENLO PK CALIF ZERO 07/34 190,000.00 75,291.30 0.00% MENLO PK CALIF ZERO 07/35 725,000.00 365,994.50 0.01% MENLO PK CALIF ZERO 07/36 1,150,000.00 557,888.00 0.01% MENLO PK CALIF ZERO 07/37 1,950,000.00 891,774.00 0.02% MENLO PK CALIF ZERO 07/41 1,250,000.00 484,625.00 0.01% MERCER CNTY N J 4% 09/19 25,000.00 25,825.25 0.00% MESA ARIZ UTIL 5% 07/20 3,000,000.00 3,219,960.00 0.07% METROPOLITAN 5.25% 11/29 6,000,000.00 7,084,140.00 0.16% METROPOLITAN 5% 07/30 5,500,000.00 6,364,215.00 0.14% METROPOLITAN 5% 11/35 3,000,000.00 3,412,170.00 0.08% METROPOLITAN 6.25% 07/18 340,000.00 345,412.80 0.01% METROPOLITAN ST 5% 05/31 530,000.00 612,218.90 0.01% METROPOLITAN ST 5% 05/32 1,900,000.00 2,188,211.00 0.05% METROPOLITAN ST 5% 05/33 4,430,000.00 5,090,247.20 0.11% METROPOLITAN ST 5% 05/34 2,000,000.00 2,292,180.00 0.05% METROPOLITAN ST 5% 05/35 2,125,000.00 2,426,835.00 0.05% METROPOLITAN WTR 5% 07/29 2,000,000.00 2,212,500.00 0.05% MIAMI-DADE CNTY 5% 07/33 2,835,000.00 3,249,363.60 0.07% MIAMI-DADE CNTY 5% 07/34 5,355,000.00 6,113,160.90 0.14% MICHIGAN FIN 5% 12/31 1,000,000.00 1,081,410.00 0.02% MICHIGAN FIN 5% 12/34 5,000,000.00 5,692,050.00 0.13% MICHIGAN FIN 5% 12/37 5,000,000.00 5,652,800.00 0.13% MICHIGAN MUN BD 5% 10/24 5,000,000.00 5,410,150.00 0.12% MICHIGAN ST 5.25% 10/20 1,500,000.00 1,535,115.00 0.03% MICHIGAN ST 7% 05/21 1,170,000.00 1,342,294.20 0.03% MICHIGAN ST FOR 5% 12/28 4,300,000.00 4,948,311.00 0.11% MICHIGAN ST TRUNK LINE 20/DEC/2011 15/NOV/2025 5% 1,150,000.00 1,270,577.50 0.03% MICHIGAN ST TRUNK LINE 20/DEC/2011 15/NOV/2026 5% 610,000.00 672,329.80 0.01% MICHIGAN ST TRUNK LINE 20/DEC/2011 15/NOV/2027 5% 1,035,000.00 1,138,955.40 0.03% MICHIGAN ST TRUNK LINE 20/DEC/2011 15/NOV/2030 5% 2,185,000.00 2,387,287.30 0.05% MINNESOTA ST 3% 03/30 1,500,000.00 1,491,015.00 0.03% S-478-171-953 Page 19 01-Mar-2018 01:03:09

MINNESOTA ST 5% 03/26 870,000.00 1,024,668.60 0.02% MINNESOTA ST 5% 03/27 725,000.00 861,343.50 0.02% MINNESOTA ST 5% 03/28 1,000,000.00 1,181,590.00 0.03% MINNESOTA ST GO 5% 08/20 10,000,000.00 10,791,400.00 0.24% MINNESOTA ST GO 5% 11/19 10,000,000.00 10,571,400.00 0.24% MISSISSIPPI VAR 11/35 7,000,000.00 7,000,000.00 0.16% MISSISSIPPI VAR 11/35 7,800,000.00 7,800,000.00 0.17% MISSOURI ST 5% 01/20 10,000.00 10,604.00 0.00% MISSOURI ST 5% 07/21 385,000.00 424,604.95 0.01% MISSOURI ST 5% 07/22 3,645,000.00 3,963,901.05 0.09% MISSOURI ST 5% 07/24 660,000.00 717,862.20 0.02% MISSOURI ST 5% 07/24 3,080,000.00 3,352,918.80 0.07% MISSOURI ST 5% 07/29 175,000.00 189,215.25 0.00% MISSOURI ST 5% 07/29 3,730,000.00 4,060,515.30 0.09% MISSOURI ST 5% 07/30 65,000.00 70,177.25 0.00% MISSOURI ST 5% 07/30 1,985,000.00 2,160,890.85 0.05% MISSOURI ST HSG 5% 11/27 160,000.00 163,555.20 0.00% MISSOURI ST HWYS 5% 02/22 16,815,000.00 18,782,523.15 0.42% MISSOURI ST HWYS 5% 05/20 4,065,000.00 4,224,876.45 0.09% MISSOURI ST HWYS 5% 05/26 25,750,000.00 30,692,712.50 0.68% MOBILE CNTY ALA 5% 08/29 25,000.00 28,206.25 0.00% MONROE CNTY N Y 5% 05/32 675,000.00 787,873.50 0.02% MONROE CNTY N Y 5% 05/33 810,000.00 941,625.00 0.02% MONTANA ST DEPT 5% 06/21 1,600,000.00 1,614,240.00 0.04% MONTANA ST DEPT 5% 06/23 1,500,000.00 1,513,350.00 0.03% MONTGOMERY CNTY 5% 03/26 1,735,000.00 1,968,184.00 0.04% MONTGOMERY CNTY 5% 03/27 3,590,000.00 4,069,336.80 0.09% MONTGOMERY CNTY 5% 03/29 3,910,000.00 4,401,878.00 0.10% MONTGOMERY CNTY 5% 10/26 5,000,000.00 5,994,050.00 0.13% MONTGOMERY CNTY TENN RFDG 01/APR/2010 01/APR/2022 5% 7,330,000.00 8,212,898.50 0.18% MOUNTAIN VIEW ZERO 08/23 2,000,000.00 1,768,700.00 0.04% MOUNTAIN VIEW ZERO 08/27 1,000,000.00 761,770.00 0.02% S-478-171-953 Page 20 01-Mar-2018 01:03:09

MTA HUDSON RAIL 5% 11/46 8,470,000.00 8,845,221.00 0.20% MULTNOMAH-CLACKA 5% 06/30 16,695,000.00 19,759,200.30 0.44% MURRIETA VY 5% 09/25 1,400,000.00 1,632,064.00 0.04% NAZARETH PA AREA 5% 11/30 900,000.00 1,036,809.00 0.02% NAZARETH PA AREA 5% 11/35 1,390,000.00 1,583,835.50 0.04% NAZARETH PA AREA 5% 11/36 1,250,000.00 1,424,375.00 0.03% NAZARETH PA AREA 5% 11/37 550,000.00 623,177.50 0.01% NAZARETH PA AREA 5% 11/38 810,000.00 920,127.60 0.02% NEW JERSEY 5% 06/21 9,500,000.00 10,165,855.00 0.23% NEW JERSEY ST 5.25% 12/22 5,000,000.00 5,491,800.00 0.12% NEW JERSEY ST 5% 06/20 2,500,000.00 2,525,725.00 0.06% NEW JERSEY ST 5% 06/21 3,300,000.00 3,333,957.00 0.07% NEW JERSEY ST 5% 06/22 990,000.00 1,000,018.80 0.02% NEW JERSEY ST 5% 06/36 5,000,000.00 5,175,150.00 0.12% NEW JERSEY ST 5% 06/42 500,000.00 518,145.00 0.01% NEW JERSEY VAR 07/43 27,885,000.00 27,885,000.00 0.62% NEW MEXICO 5.35% 09/40 410,000.00 425,051.10 0.01% NEW MEXICO 5.65% 09/39 65,000.00 66,214.20 0.00% NEW MEXICO FIN 5% 06/20 1,775,000.00 1,790,691.00 0.04% NEW MEXICO FIN 5% 06/20 10,000,000.00 10,758,800.00 0.24% NEW MEXICO FIN 5% 06/21 1,645,000.00 1,659,640.50 0.04% NEW MEXICO FIN 5% 06/26 1,890,000.00 1,906,480.80 0.04% NEW MEXICO FIN 5% 06/28 2,050,000.00 2,067,056.00 0.05% NEW MEXICO FIN 5% 12/21 1,500,000.00 1,628,400.00 0.04% NEW MEXICO MTG 5.7% 09/40 275,000.00 284,372.00 0.01% NEW MEXICO ST 5% 07/24 180,000.00 208,900.80 0.00% NEW YORK 5% 11/24 4,610,000.00 5,316,252.00 0.12% NEW YORK 5% 11/25 2,250,000.00 2,632,680.00 0.06% NEW YORK N Y 5.5% 01/39 2,000,000.00 2,067,420.00 0.05% NEW YORK N Y 5% 02/24 1,230,000.00 1,340,146.50 0.03% NEW YORK N Y 5% 02/25 3,000,000.00 3,332,520.00 0.07% NEW YORK N Y 5% 02/26 3,835,000.00 4,177,810.65 0.09% S-478-171-953 Page 21 01-Mar-2018 01:03:09

NEW YORK N Y 5% 02/31 1,460,000.00 1,704,155.80 0.04% NEW YORK N Y 5% 02/32 7,000,000.00 8,137,920.00 0.18% NEW YORK N Y 5% 02/33 10,000,000.00 11,569,200.00 0.26% NEW YORK N Y 5% 02/35 7,295,000.00 8,305,065.70 0.19% NEW YORK N Y 5% 02/39 2,525,000.00 2,860,471.50 0.06% NEW YORK N Y 5% 06/22 4,000,000.00 4,505,960.00 0.10% NEW YORK N Y 5% 06/24 16,555,000.00 17,765,832.70 0.40% NEW YORK N Y 5% 06/27 1,275,000.00 1,411,616.25 0.03% NEW YORK N Y 5% 06/31 5,000,000.00 5,758,800.00 0.13% NEW YORK N Y 5% 06/32 2,000,000.00 2,338,240.00 0.05% NEW YORK N Y 5% 07/19 3,000,000.00 3,143,160.00 0.07% NEW YORK N Y 5% 11/21 10,000.00 10,569.00 0.00% NEW YORK N Y G O 6% 01/21 3,665,000.00 3,679,256.85 0.08% NEW YORK N Y GO BDS 2010 E 22/DEC/2009 01/AUG/2023 5% 5,000,000.00 5,238,950.00 0.12% NEW YORK N Y GO BDS G 19/DEC/2013 01/AUG/2025 5% 9,520,000.00 10,909,729.60 0.24% NEW YORK N Y VAR 06/34 15,000,000.00 15,000,000.00 0.33% NEW YORK ST 4% 06/28 10,000,000.00 10,783,100.00 0.24% NEW YORK ST 5.25% 01/25 5,000,000.00 5,061,850.00 0.11% NEW YORK ST 5.25% 02/27 55,000.00 56,944.25 0.00% NEW YORK ST 5.25% 02/27 1,370,000.00 1,419,374.80 0.03% NEW YORK ST 5.25% 03/19 17,000,000.00 17,677,620.00 0.39% NEW YORK ST 5.25% 07/20 2,370,000.00 2,564,316.30 0.06% NEW YORK ST 5.25% 12/19 7,265,000.00 7,739,695.10 0.17% NEW YORK ST 5.5% 01/19 7,820,000.00 8,083,455.80 0.18% NEW YORK ST 5.5% 03/21 17,770,000.00 19,733,940.40 0.44% NEW YORK ST 5.5% 04/19 10,000,000.00 10,443,700.00 0.23% NEW YORK ST 5% 03/27 6,000,000.00 7,177,680.00 0.16% NEW YORK ST 5% 03/31 2,340,000.00 2,534,968.80 0.06% NEW YORK ST 5% 03/32 5,990,000.00 6,995,541.30 0.16% NEW YORK ST 5% 06/25 5,635,000.00 6,556,097.10 0.15% NEW YORK ST 5% 06/25 7,280,000.00 8,173,037.60 0.18% NEW YORK ST 5% 06/27 4,345,000.00 4,776,067.45 0.11% S-478-171-953 Page 22 01-Mar-2018 01:03:09

NEW YORK ST 5% 06/27 5,325,000.00 5,971,082.25 0.13% NEW YORK ST 5% 06/29 900,000.00 1,072,494.00 0.02% NEW YORK ST 5% 12/22 1,500,000.00 1,542,435.00 0.03% NEW YORK ST 5% 12/23 2,250,000.00 2,313,652.50 0.05% NEW YORK ST DORM 5% 02/27 20,000,000.00 22,906,200.00 0.51% NEW YORK ST DORM 5% 02/28 10,000,000.00 11,396,000.00 0.25% NEW YORK ST DORM 5% 02/29 5,000,000.00 5,686,650.00 0.13% NEW YORK ST DORM 5% 02/43 3,000,000.00 3,336,990.00 0.07% NEW YORK ST DORM 5% 03/21 5,000,000.00 5,007,000.00 0.11% NEW YORK ST DORM 5% 03/24 9,000,000.00 10,013,130.00 0.22% NEW YORK ST DORM 5% 03/25 12,400,000.00 14,308,980.00 0.32% NEW YORK ST DORM 5% 03/27 7,000,000.00 8,103,130.00 0.18% NEW YORK ST DORM 5% 03/27 14,815,000.00 17,359,772.55 0.39% NEW YORK ST DORM 5% 03/30 5,500,000.00 6,265,435.00 0.14% NEW YORK ST DORM 5% 03/30 8,000,000.00 9,265,440.00 0.21% NEW YORK ST DORM 5% 03/31 5,000,000.00 5,685,150.00 0.13% NEW YORK ST DORM 5% 03/31 6,600,000.00 7,630,722.00 0.17% NEW YORK ST DORM 5% 03/32 20,210,000.00 22,854,074.30 0.51% NEW YORK ST DORM 5% 03/33 20,000,000.00 22,530,800.00 0.50% NEW YORK ST DORM 5% 03/34 18,050,000.00 20,597,216.00 0.46% NEW YORK ST DORM 5% 03/36 15,000,000.00 17,178,000.00 0.38% NEW YORK ST DORM 5% 03/39 13,080,000.00 14,657,317.20 0.33% NEW YORK ST DORM 5% 05/23 675,000.00 754,933.50 0.02% NEW YORK ST DORM 5% 05/25 2,000,000.00 2,234,240.00 0.05% NEW YORK ST DORM 5% 05/28 2,000,000.00 2,223,580.00 0.05% NEW YORK ST DORM 5% 07/18 7,825,000.00 7,920,699.75 0.18% NEW YORK ST DORM 5% 07/19 40,000.00 41,928.00 0.00% NEW YORK ST DORM 5% 07/23 5,920,000.00 6,190,958.40 0.14% NEW YORK ST DORM 5% 07/26 1,820,000.00 2,150,275.40 0.05% NEW YORK ST DORM 5% 07/27 2,000,000.00 2,382,740.00 0.05% NEW YORK ST DORM 5% 07/28 1,730,000.00 2,050,551.70 0.05% NEW YORK ST DORM 5% 07/29 1,100,000.00 1,298,484.00 0.03% S-478-171-953 Page 23 01-Mar-2018 01:03:09

NEW YORK ST DORM 5% 07/30 550,000.00 608,916.00 0.01% NEW YORK ST DORM 5% 07/30 1,000,000.00 1,175,740.00 0.03% NEW YORK ST DORM 5% 10/24 2,000,000.00 2,247,060.00 0.05% NEW YORK ST DORM 5% 10/28 750,000.00 890,310.00 0.02% NEW YORK ST DORM 5% 10/29 665,000.00 789,248.60 0.02% NEW YORK ST DORM 5% 10/31 500,000.00 590,510.00 0.01% NEW YORK ST DORM 5% 12/28 20,000,000.00 22,463,800.00 0.50% NEW YORK ST DORM 5% 12/29 4,900,000.00 5,498,290.00 0.12% NEW YORK ST LOC 5% 04/20 1,000,000.00 1,003,030.00 0.02% NEW YORK ST TWY 5% 03/26 11,025,000.00 11,902,590.00 0.27% NEW YORK ZERO 11/25 1,000,000.00 803,910.00 0.02% NEW YORK ZERO 11/26 1,500,000.00 1,154,685.00 0.03% NEW YORK ZERO 11/27 1,500,000.00 1,104,570.00 0.02% NEW YORK ZERO 11/28 2,000,000.00 1,406,920.00 0.03% NEW YORK ZERO 11/29 2,500,000.00 1,673,350.00 0.04% NEW YORK ZERO 11/30 3,650,000.00 2,324,940.50 0.05% NEW YORK ZERO 11/31 2,035,000.00 1,230,788.35 0.03% NEW YORK ZERO 11/32 2,000,000.00 1,142,980.00 0.03% NEW YORK ZERO 11/52 10,625,000.00 2,541,393.75 0.06% NORTH CAROLINA 5% 01/28 1,500,000.00 1,732,470.00 0.04% NORTH CAROLINA 5% 05/24 5,000,000.00 5,199,750.00 0.12% NORTH CAROLINA VAR 10/35 16,050,000.00 16,050,000.00 0.36% NORTH TEX MUN 5% 06/25 2,290,000.00 2,310,358.10 0.05% NORTH TEX MUN 5% 09/27 2,900,000.00 3,419,390.00 0.08% NORTH TEX TWY 5.5% 09/36 1,000,000.00 1,120,800.00 0.02% NORTH TEX TWY 5.5% 09/41 3,000,000.00 3,366,606.00 0.08% NORTH TEX TWY 5% 01/26 550,000.00 613,701.00 0.01% NORTH TEX TWY 5% 01/26 700,000.00 782,964.00 0.02% NORTH TEX TWY 5% 01/27 950,000.00 1,094,267.00 0.02% NORTH TEX TWY 5% 01/27 1,700,000.00 1,967,274.00 0.04% NORTH TEX TWY 5% 01/27 3,000,000.00 3,384,210.00 0.08% NORTH TEX TWY 5% 01/30 1,100,000.00 1,248,346.00 0.03% S-478-171-953 Page 24 01-Mar-2018 01:03:09

NORTH TEX TWY 5% 01/30 1,140,000.00 1,302,404.40 0.03% NORTH TEX TWY 5% 01/35 1,900,000.00 2,150,629.00 0.05% NORTH TEX TWY 6% 09/41 3,000,000.00 3,417,153.00 0.08% NORTHEAST OHIO 4% 11/49 45,000.00 45,822.15 0.00% NORTHEAST OHIO 5% 11/26 1,500,000.00 1,737,210.00 0.04% NORTHERN VA 5% 06/23 500,000.00 573,130.00 0.01% NORTHERN VA 5% 06/24 400,000.00 465,912.00 0.01% NORTHERN VA 5% 06/33 2,035,000.00 2,313,672.90 0.05% NORTHERN VA 5% 06/34 2,285,000.00 2,592,332.50 0.06% OCTORARA PA AREA 4% 06/20 3,120,000.00 3,203,272.80 0.07% OHIO ST BLDG 5% 10/23 2,510,000.00 2,640,294.10 0.06% OHIO ST BLDG 5% 10/24 2,000,000.00 2,102,820.00 0.05% OHIO ST CAP FACS 5% 04/29 1,800,000.00 2,141,046.00 0.05% OHIO ST SPL 5% 10/29 1,495,000.00 1,663,591.15 0.04% OHIO ST TPK 5% 02/25 2,000,000.00 2,129,420.00 0.05% OHIO ST WTR DEV 5% 06/26 4,135,000.00 4,925,529.30 0.11% OHIO ST WTR DEV 5% 06/30 10,000,000.00 11,860,800.00 0.26% OHIO ST WTR DEV 5% 12/24 3,360,000.00 3,936,542.40 0.09% OHIO ST WTR DEV 5% 12/32 1,230,000.00 1,429,653.60 0.03% OKLAHOMA CNTY 5% 09/21 1,110,000.00 1,215,594.30 0.03% OKLAHOMA CNTY 5% 10/22 250,000.00 278,557.50 0.01% OKLAHOMA CNTY 5% 10/23 180,000.00 203,193.00 0.00% OKLAHOMA CNTY 5% 10/25 500,000.00 574,445.00 0.01% OKLAHOMA CNTY 5% 10/26 500,000.00 577,720.00 0.01% OKLAHOMA ST TPK 5% 01/38 2,000,000.00 2,250,660.00 0.05% OKLAHOMA TRANSN 5% 01/23 4,000,000.00 4,339,520.00 0.10% OKLAHOMA TRANSN 5% 01/25 5,000,000.00 5,424,150.00 0.12% OKLAHOMA TRANSN 5% 01/35 3,500,000.00 4,013,520.00 0.09% OKLAHOMA TRANSN 5% 01/36 1,420,000.00 1,623,542.80 0.04% OLDHAM CNTY KY 5% 06/27 525,000.00 608,606.25 0.01% OMAHA NEB SAN SEW REV SYS 04/DEC/2014 15/NOV/2031 5% 1,820,000.00 2,069,740.40 0.05% OMAHA PUB PWR 5% 02/35 1,500,000.00 1,746,375.00 0.04% S-478-171-953 Page 25 01-Mar-2018 01:03:09

OMAHA PUB PWR 5% 02/36 2,000,000.00 2,320,920.00 0.05% OMAHA PUB PWR 5% 02/37 2,000,000.00 2,315,540.00 0.05% ONSLOW CNTY N C 4% 10/32 340,000.00 357,792.20 0.01% ORANGE CNTY 5% 08/32 1,235,000.00 1,460,819.75 0.03% ORANGE CNTY 5% 08/34 650,000.00 763,243.00 0.02% ORANGE CNTY FLA 5% 08/28 5,020,000.00 5,997,042.60 0.13% ORANGE CNTY FLA 5% 08/29 10,000,000.00 12,004,700.00 0.27% OREGON ST DEPT 5% 04/31 2,000,000.00 2,354,280.00 0.05% OREGON ST DEPT 5% 04/32 2,000,000.00 2,350,260.00 0.05% OREGON ST DEPT 5% 04/33 3,500,000.00 4,093,145.00 0.09% OREGON ST DEPT 5% 05/24 1,685,000.00 1,754,051.30 0.04% OREGON ST DEPT 5% 05/25 2,200,000.00 2,290,156.00 0.05% OREGON ST FOR 5% 05/21 25,000.00 27,498.50 0.00% OREGON ST FOR 5% 08/35 2,000,000.00 2,336,220.00 0.05% OREGON ST FOR 5% 08/36 2,000,000.00 2,330,480.00 0.05% OREGON ST FOR 5% 12/29 2,390,000.00 2,824,095.70 0.06% ORLANDO & ORANGE 5% 07/19 100,000.00 104,528.00 0.00% PALM BEACH 5.375% 11/28 150,000.00 153,863.55 0.00% PALM BEACH CNTY 5% 05/38 1,920,000.00 2,195,059.20 0.05% PALM BEACH CNTY 5% 08/29 16,000,000.00 18,989,440.00 0.42% PENNSYLVANIA ST 5% 09/19 5,000,000.00 5,264,300.00 0.12% PENNSYLVANIA ST 5% 09/25 900,000.00 972,189.00 0.02% PENNSYLVANIA ST 5% 11/26 100,000.00 111,250.00 0.00% PHOENIX ARIZ 5.5% 07/20 2,000,000.00 2,027,140.00 0.05% PHOENIX ARIZ 5% 07/23 1,000,000.00 1,076,500.00 0.02% PHOENIX ARIZ 5% 07/25 2,000,000.00 2,092,880.00 0.05% PHOENIX ARIZ 5% 07/27 2,000,000.00 2,153,000.00 0.05% PIEDMONT MUN 6.75% 01/20 8,125,000.00 8,855,600.00 0.20% PIMA CNTY ARIZ 5% 07/22 770,000.00 849,240.70 0.02% PIMA CNTY ARIZ 5% 07/22 1,380,000.00 1,519,449.00 0.03% PIMA CNTY ARIZ 5% 07/24 1,000,000.00 1,102,910.00 0.02% PLAINFIELD IND 5% 01/22 285,000.00 316,426.95 0.01% S-478-171-953 Page 26 01-Mar-2018 01:03:09

PLAINFIELD IND 5% 07/23 750,000.00 853,080.00 0.02% PLAINFIELD IND 5% 07/24 1,255,000.00 1,447,065.20 0.03% PLANO TEX 21/MAR/2017 01/SEP/2028 5% 2,210,000.00 2,609,479.60 0.06% PLANO TEX 21/MAR/2017 01/SEP/2029 5% 2,055,000.00 2,417,625.30 0.05% PLANO TEX INDPT 5% 02/21 2,250,000.00 2,392,425.00 0.05% POLK GA SCH DIST 5% 03/24 175,000.00 202,139.00 0.00% POLK GA SCH DIST 5% 03/25 350,000.00 409,853.50 0.01% PORT AUTH N 6.125% 06/94 12,000,000.00 14,393,640.00 0.32% PORT AUTH N Y & 5% 05/31 3,105,000.00 3,314,121.75 0.07% PORT AUTH N Y & 5% 05/33 5,000,000.00 5,331,500.00 0.12% PORT AUTH N Y & 5% 10/22 3,000,000.00 3,329,820.00 0.07% PORT SEATTLE 5% 01/35 3,100,000.00 3,599,317.00 0.08% PORT SEATTLE 5% 03/32 4,000,000.00 4,508,040.00 0.10% PORT SEATTLE 5% 03/34 1,000,000.00 1,118,760.00 0.02% PORTLAND ORE SWR 5% 06/26 2,545,000.00 2,571,289.85 0.06% PORTLAND ORE SWR 5% 06/26 5,350,000.00 6,268,167.00 0.14% PORTSMOUTH N H 4% 06/19 135,000.00 139,314.60 0.00% PORTSMOUTH VA GO 5% 07/30 5,110,000.00 6,057,802.80 0.14% PRINCETON OHIO 3% 12/18 25,000.00 25,294.00 0.00% PRIVATE COLLEGES 5% 10/43 2,000,000.00 2,251,580.00 0.05% PUERTO RICO PUB 6% 08/26 10,000,000.00 12,288,700.00 0.27% RALEIGH N C LTD 5% 02/24 495,000.00 572,343.75 0.01% RALEIGH N C LTD 5% 02/29 305,000.00 356,108.85 0.01% RED LION PA AREA 5% 05/24 1,000,000.00 1,005,900.00 0.02% REGIONAL PUB 5.25% 07/25 1,000,000.00 1,172,150.00 0.03% REGIONAL TRANSN 5% 06/18 250,000.00 252,082.50 0.01% RHODE ISLAND 5% 10/23 1,750,000.00 1,969,520.00 0.04% RHODE ISLAND ST 5% 11/25 1,000,000.00 1,139,540.00 0.03% RICHLAND CNTY S 5% 03/25 4,000,000.00 4,645,720.00 0.10% RICHMOND VA GO 5% 03/29 7,750,000.00 9,434,385.00 0.21% RICHMOND VA GO 5% 03/32 700,000.00 862,883.00 0.02% RIVERSIDE 5.25% 06/33 4,525,000.00 5,270,901.00 0.12% S-478-171-953 Page 27 01-Mar-2018 01:03:09