american family life assurance company of columbus (aflac)

QUARTERLY STATEMENTOF THE

American Family Life AssuranceCompany of Columbus (Aflac)

Of

Omahain the state of NE

to the Insurance Departmentof the State of

For the Period EndedSeptember 30, 2019

2019

LIFE AND ACCIDENT AND HEALTH COMPANIES/FRATERNAL BENEFIT SOCIETIES-ASSOCIATION EDITION

I IIIIII IIIII IIIII IIIII IIIII IIIII IIIII IIIII IIIII IIIII IIIII IIIII IIIII IIIII IIIII IIIII IIIII IIII IIII * 6 0 3 8 0 2 0 1 9 2 0 1 0 0 1 0 3 *

QUARTERLY STATEMENT As of September 30, 2019

of the Condition and Affairs of the

American Family Life Assurance Company of Columbus (Aflac)

NAIC Group Code ..... 0370, ....... 0370 (Current Period) (Prior Period)

Organized under the Laws of ... Nebraska

NAIC Company Code ..... 60380 Employer's ID Number ..... 82-2723296

State of Domicile or Port of Entry ... Nebraska Country of Domicile ... USA

Incorporated/Organized ..... November 17, 1955 Commenced Business ..... April 1, 1956

Statutory Home Office

Main Administrative Office Mail Address Primary Location of Books and Records Internet Website Address Statutory Statement Contact

Policy Owner Relations Contact

Chairman, Chief Executive Officer ................ ..

10306 Regency Parkway Drive, Omaha, NE 68114-3743

1932 Wynnton Road, Columbus, GA 31999-0001

1932 Wynnton Road, Columbus, GA 31999-0001 1932 Wynnton Road, Columbus, GA 31999-0001 afiac.com Robert Anthony Rinaldi [email protected] 1932 Wynnton Road, Columbus, GA 31999-0001

OFFICERS

706-323-3431

706-323-3431

706-763-5218 Telephone706-596-3280 Fax1-800-992-3522

. ... Daniel Paul Amos Senior Vice President, Treasurer. .............................. : ..... Max Kristian Broden President. ..................................................................... Teresa Lynne White Senior Vice President, Chief Accounting Officer ................... June Posey Howard Executive Vice President, Chief Financial Officer ......... ... Frederick John Crawford Vice President, Corporate Secretary ....................... Joseph Matthew Loudermilk Executive Vice President, General Counsel. ....................... Audrey Boone Tillman Vice President, Appointed Actuary ................................... Stephen Fulton Smith Executive Vice President, Global Chief Investment Officer. ......... Eric Mark Kirsch

Daniel Paul Amos Francis Joseph Barrett Frederick John Crawford

State of........ Georgia . County of..... Muscogee

DIRECTORS OR TRUSTEES

June Posey Howard Karole Friday Lloyd

Joseph Lee Moskowitz Thomas Joseph Kenny

The officers of this reporting entity being duly sworn, each depose and say that they are the described officers of said reporting entity, and that on the reporting period stated above, all of the herein described assets were the absolute property of the said reporting entity, free and clear from any liens or claims thereon, except as herein stated, and that this statement, together with related exhibits, schedules and explanations therein contained, annexed or referred to, is a full and true statement of all the assets and liabilities and of the condition and affairs of the said reporting entity as of the reporting period stated above, and of its income and deductions therefrom for the period ended, and have been completed in accordance with the NAIC Annual Statement Instructions and Accounting Practices and Procedures manual except to the extent that: (1) state law may differ; or, (2) that state rules or regulations require differences in reporting not related to accounting practices and procedures, according to the best of their information, knowledge and belief, respectively. Furthermore, the scope of this attestation by the described officers also includes the relatecy;ooesponding electron

. ic filing with the NAIC, when required, that is an exact copy (except for formatting differences due to electronic filing) of the enclosed

statement. Tt\e electronic filinwrnav�ested by various regulators in lieu of or in addition to the enclosed statement.

President

Subserib� anctsweca to before me this

,,,,,��'E''''✓.,

s- �01'.4�-"-:;.

�. (_;��:) ·] �,?coR�'�,, .... ''''"''''

LISA DENTE Notary Public, Georgia

Muscogee County My Commission Expires

July 17, 2023

Vice President, Corporate Secretary Senior Vice President, Chief Accounting Officer

a. Is this an original filing?b. If no:

Yes(X) No( )

1. State the amendment number2. Date filed3. Number of pages attached

Statement as of September 30, 2019 of the American Family Life Assurance Company of Columbus (Aflac)

Q02

ASSETSCurrent Statement Date 4

1 2 3Net Admitted December 31

Nonadmitted Assets Prior Year NetAssets Assets (Cols. 1 - 2) Admitted Assets

1. Bonds....................................................................................................................................... ...........10,878,347,041 ..................................0 ...........10,878,347,041 ...........10,411,467,521

2. Stocks:

2.1 Preferred stocks............................................................................................................. ..................................0 ..................................0 ..................................0 ..................................0

2.2 Common stocks.............................................................................................................. ................404,802,292 ..................................0 ................404,802,292 ................422,573,949

3. Mortgage loans on real estate:

3.1 First liens........................................................................................................................ .............1,192,560,941 ..................................0 .............1,192,560,941 .............1,060,194,153

3.2 Other than first liens....................................................................................................... ..................................0 ..................................0 ..................................0 ..................................0

4. Real estate:

4.1 Properties occupied by the company (less $............0encumbrances)............................................................................................................... ..................11,456,227 ..................................0 ..................11,456,227 ..................11,520,838

4.2 Properties held for the production of income (less $............0encumbrances)............................................................................................................... ..................................0 ..................................0 ..................................0 ..................................0

4.3 Properties held for sale (less $..........0 encumbrances)................................................. ..................................0 ..................................0 ..................................0 ..................................0

5. Cash ($.....(86,095,966)), cash equivalents ($.....179,668,383)and short-term investments ($..........0).................................................................................... ..................93,572,417 ..................................0 ..................93,572,417 ................293,418,291

6. Contract loans (including $..........0 premium notes)................................................................. ....................8,609,289 ..................................0 ....................8,609,289 ....................7,631,300

7. Derivatives................................................................................................................................ ..................................0 ..................................0 ..................................0 ..................................0

8. Other invested assets............................................................................................................... ................373,980,754 ..................................0 ................373,980,754 ................362,622,443

9. Receivables for securities........................................................................................................ ....................3,848,227 ..................................0 ....................3,848,227 ....................4,596,098

10. Securities lending reinvested collateral assets......................................................................... ................434,857,690 ..................................0 ................434,857,690 ................360,461,421

11. Aggregate write-ins for invested assets................................................................................... ....................1,914,614 ..................................0 ....................1,914,614 ..................................0

12. Subtotals, cash and invested assets (Lines 1 to 11)................................................................ ...........13,403,949,492 ..................................0 ...........13,403,949,492 ...........12,934,486,014

13. Title plants less $..........0 charged off (for Title insurers only).................................................. ..................................0 ..................................0 ..................................0 ..................................0

14. Investment income due and accrued....................................................................................... ................227,149,083 ..................................0 ................227,149,083 ................165,172,149

15. Premiums and considerations:

15.1 Uncollected premiums and agents' balances in the course of collection....................... ................424,095,272 ..................46,060,423 ................378,034,850 ................386,820,765

15.2 Deferred premiums, agents' balances and installments booked but deferredand not yet due (including $..........0 earned but unbilled premiums).............................. ....................7,592,433 ..................................0 ....................7,592,433 ....................7,227,082

15.3 Accrued retrospective premiums ($..........0) and contracts subject toredetermination ($..........0)............................................................................................. ..................................0 ..................................0 ..................................0 ..................................0

16. Reinsurance:

16.1 Amounts recoverable from reinsurers............................................................................ ....................5,026,789 ..................................0 ....................5,026,789 ....................1,880,586

16.2 Funds held by or deposited with reinsured companies.................................................. ..................................0 ..................................0 ..................................0 ..................................0

16.3 Other amounts receivable under reinsurance contracts................................................. .......................825,743 ..................................0 .......................825,743 .......................640,945

17. Amounts receivable relating to uninsured plans....................................................................... ..................................0 ..................................0 ..................................0 ..................................0

18.1 Current federal and foreign income tax recoverable and interest thereon............................... ................346,205,167 ................203,049,567 ................143,155,600 ................155,652,928

18.2 Net deferred tax asset.............................................................................................................. ................749,450,536 ................445,730,273 ................303,720,263 ................309,629,105

19. Guaranty funds receivable or on deposit.................................................................................. ..................46,078,665 ..................................0 ..................46,078,665 ..................49,687,737

20. Electronic data processing equipment and software................................................................ ....................6,001,396 ....................3,726,539 ....................2,274,857 ....................4,839,528

21. Furniture and equipment, including health care delivery assets ($..........0)............................. ..................16,960,816 ..................16,960,816 ..................................0 ..................................0

22. Net adjustment in assets and liabilities due to foreign exchange rates.................................... ..................................0 ..................................0 ..................................0 ..................................0

23. Receivables from parent, subsidiaries and affiliates................................................................ ..................23,667,174 ..................................0 ..................23,667,174 ..................21,128,106

24. Health care ($..........0) and other amounts receivable............................................................. ....................8,178,890 ....................8,178,890 ..................................0 ..................................0

25. Aggregate write-ins for other than invested assets.................................................................. ..................34,869,714 ..................29,605,940 ....................5,263,774 ....................5,970,886

26. Total assets excluding Separate Accounts, Segregated Accounts and ProtectedCell Accounts (Lines 12 through 25)........................................................................................ ...........15,300,051,170 ................753,312,447 ...........14,546,738,723 ...........14,043,135,832

27. From Separate Accounts, Segregated Accounts and Protected Cell Accounts....................... ..................................0 ..................................0 ..................................0 ..................................0

28. Total (Lines 26 and 27)............................................................................................................ ...........15,300,051,170 ................753,312,447 ...........14,546,738,723 ...........14,043,135,832

DETAILS OF WRITE-INS

1101. Receivable for cash collateral pledged..................................................................................... ....................1,914,614 ..................................0 ....................1,914,614 ..................................0

1102. ................................................................................................................................................. ..................................0 ..................................0 ..................................0 ..................................0

1103. ................................................................................................................................................. ..................................0 ..................................0 ..................................0 ..................................0

1198. Summary of remaining write-ins for Line 11 from overflow page............................................. ..................................0 ..................................0 ..................................0 ..................................0

1199. Totals (Lines 1101 thru 1103 plus 1198) (Line 11 above)........................................................ ....................1,914,614 ..................................0 ....................1,914,614 ..................................0

2501. Prepaid premium tax recoverable............................................................................................ ....................5,002,203 ..................................0 ....................5,002,203 ....................5,003,353

2502. Tennessee premium tax credit................................................................................................. .......................261,571 ..................................0 .......................261,571 .......................967,533

2503. Leasehold improvements......................................................................................................... ..................14,388,927 ..................14,388,927 ..................................0 ..................................0

2598. Summary of remaining write-ins for Line 25 from overflow page............................................. ..................15,217,013 ..................15,217,013 ..................................0 ..................................0

2599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)........................................................ ..................34,869,714 ..................29,605,940 ....................5,263,774 ....................5,970,886


Q03

LIABILITIES, SURPLUS AND OTHER FUNDS1 2

Current December 31Statement Date Prior Year

1. Aggregate reserve for life contracts $.....655,217,053 less $..........0included in Line 6.3 (including $.....1,578,083 Modco Reserve)................................................................................................................ ......................655,217,053 ......................609,931,084

2. Aggregate reserve for accident and health contracts (including $.........0 Modco Reserve)...................................................................... ...................8,202,388,791 ...................7,991,006,3903. Liability for deposit-type contracts (including $..........0 Modco Reserve).................................................................................................. ......................416,503,781 ......................283,463,1734. Contract claims:

4.1 Life................................................................................................................................................................................................. ........................24,855,541 ........................24,804,9994.2 Accident and health....................................................................................................................................................................... ...................1,466,164,446 ...................1,421,759,684

5. Policyholders' dividends/refunds to members $..........0 and coupons $..........0 due and unpaid.............................................................. ........................................0 ........................................06. Provision for policyholders' dividends/refunds to members and coupons payable in following calendar year - estimated amounts:

6.1 Policyholder's dividends/refunds to members apportioned for payment (including $..........0 Modco).......................................... ........................................0 ........................................06.2 Policyholder's dividends/refunds to members not yet apportioned (including $..........0 Modco).................................................... ........................................0 ........................................06.3 Coupons and similar benefits (including $..........0 Modco)............................................................................................................ ........................................0 ........................................0

7. Amount provisionally held for deferred dividend policies not included in Line 6........................................................................................ ........................................0 ........................................08. Premiums and annuity considerations for life and accident and health contracts received in advance

less $..........0 discount; including $.....19,508,138 accident and health premiums.................................................................................... ........................20,088,971 ........................22,776,3529. Contract liabilities not included elsewhere:

9.1 Surrender values on canceled contracts........................................................................................................................................ ........................................0 ........................................09.2 Provision for experience rating refunds, including the liability of $..........0 accident and health experience rating

refunds of which $..........0 is for medical loss ratio rebate per the Public Health Service Act....................................................... ........................................0 ........................................09.3 Other amounts payable on reinsurance, including $.....27,713,267 assumed and $..........0 ceded.............................................. ........................27,713,267 ........................58,066,3279.4 Interest Maintenance Reserve....................................................................................................................................................... ........................44,759,646 ........................48,273,705

10. Commissions to agents due or accrued - life and annuity contracts $.....1,780,660, accident and health $.....28,876,718and deposit-type contract funds $..........0................................................................................................................................................. ........................30,657,378 ........................29,249,260

11. Commissions and expense allowances payable on reinsurance assumed............................................................................................... ........................................0 ........................................012. General expenses due or accrued............................................................................................................................................................ ......................213,933,225 ......................256,631,03813. Transfers to Separate Accounts due or accrued (net) (including $..........0 accrued for expense

allowances recognized in reserves, net of reinsured allowances)............................................................................................................. ........................................0 ........................................014. Taxes, licenses and fees due or accrued, excluding federal income taxes............................................................................................... ........................40,134,701 ........................51,121,943

15.1 Current federal and foreign income taxes, including $..........0 on realized capital gains (losses)............................................................. ........................................0 ........................................015.2 Net deferred tax liability............................................................................................................................................................................. ........................................0 ........................................016. Unearned investment income.................................................................................................................................................................... ........................................0 ........................................017. Amounts withheld or retained by reporting entity as agent or trustee....................................................................................................... ..........................3,359,570 ..........................3,274,98118. Amounts held for agents' account, including $.....4,560,058 agents' credit balances............................................................................... .............................851,937 ..........................1,590,19719. Remittances and items not allocated......................................................................................................................................................... ........................64,828,791 ........................54,375,93320. Net adjustment in assets and liabilities due to foreign exchange rates..................................................................................................... ........................................0 ........................................021. Liability for benefits for employees and agents if not included above....................................................................................................... ........................................0 ........................................022. Borrowed money $..........0 and interest thereon $..........0........................................................................................................................ ........................................0 ........................................023. Dividends to stockholders declared and unpaid........................................................................................................................................ ........................................0 ........................................024. Miscellaneous liabilities:

24.01 Asset valuation reserve.................................................................................................................................................................. ......................119,742,047 ........................99,955,31124.02 Reinsurance in unauthorized and certified ($..........0) companies................................................................................................. ........................................0 ........................................024.03 Funds held under reinsurance treaties with unauthorized and certified ($..........0) reinsurers...................................................... ........................................0 ........................................024.04 Payable to parent, subsidiaries and affiliates................................................................................................................................. ........................31,762,432 ........................35,572,93924.05 Drafts outstanding.......................................................................................................................................................................... ........................................0 ........................................024.06 Liability for amounts held under uninsured plans........................................................................................................................... ........................................0 ........................................024.07 Funds held under coinsurance....................................................................................................................................................... ........................................0 ........................................024.08 Derivatives..................................................................................................................................................................................... .............................111,727 ........................................024.09 Payable for securities..................................................................................................................................................................... ........................17,519,235 ........................11,266,78324.10 Payable for securities lending........................................................................................................................................................ ......................434,857,690 ......................360,461,42124.11 Capital notes $..........0 and interest thereon $..........0................................................................................................................... ........................................0 ........................................0

25. Aggregate write-ins for liabilities................................................................................................................................................................ ........................70,901,611 ........................79,914,12726. Total liabilities excluding Separate Accounts business (Lines 1 to 25)..................................................................................................... .................11,886,351,840 .................11,443,495,64527. From Separate Accounts statement.......................................................................................................................................................... ........................................0 ........................................028. Total liabilities (Lines 26 and 27)............................................................................................................................................................... .................11,886,351,840 .................11,443,495,64529. Common capital stock............................................................................................................................................................................... ..........................7,025,039 ..........................7,025,03930. Preferred capital stock............................................................................................................................................................................... ........................................0 ........................................031. Aggregate write-ins for other-than-special surplus funds.......................................................................................................................... ........................................0 ........................................032. Surplus notes............................................................................................................................................................................................. ........................................0 ........................................033. Gross paid in and contributed surplus....................................................................................................................................................... ......................588,508,552 ......................588,508,55234. Aggregate write-ins for special surplus funds............................................................................................................................................ ..........................2,730,303 ........................................035. Unassigned funds (surplus)....................................................................................................................................................................... ...................2,062,122,989 ...................2,004,106,59636. Less treasury stock, at cost:

36.1 .....0.000 shares common (value included in Line 29 $..........0).................................................................................................... ........................................0 ........................................036.2 .....0.000 shares preferred (value included in Line 30 $..........0).................................................................................................... ........................................0 ........................................0

37. Surplus (Total Lines 31 + 32 + 33 + 34 + 35 - 36) (including $..........0 in Separate Accounts Statement)............................................... ...................2,653,361,844 ...................2,592,615,14838. Totals of Lines 29, 30 and 37.................................................................................................................................................................... ...................2,660,386,883 ...................2,599,640,18739. Totals of Lines 28 and 38 (Page 2, Line 28, Col. 3).................................................................................................................................. .................14,546,738,723 .................14,043,135,832

DETAILS OF WRITE-INS2501. Other liabilities........................................................................................................................................................................................... ........................55,344,698 ........................60,721,3792502. Funds held for escheat.............................................................................................................................................................................. ........................17,061,761 ........................20,697,5962503. Pension Liability......................................................................................................................................................................................... .........................(1,504,848) .........................(1,504,848)2598. Summary of remaining write-ins for Line 25 from overflow page.............................................................................................................. ........................................0 ........................................02599. Totals (Lines 2501 thru 2503 plus 2598) (Line 25 above)......................................................................................................................... ........................70,901,611 ........................79,914,1273101. ................................................................................................................................................................................................................... ........................................0 ........................................03102. ................................................................................................................................................................................................................... ........................................0 ........................................03103. ................................................................................................................................................................................................................... ........................................0 ........................................03198. Summary of remaining write-ins for Line 31 from overflow page.............................................................................................................. ........................................0 ........................................03199. Totals (Lines 3101 thru 3103 plus 3198) (Line 31 above)......................................................................................................................... ........................................0 ........................................03401. Affordable Care Act fee special surplus.................................................................................................................................................... ..........................2,730,303 ........................................03402. ................................................................................................................................................................................................................... ........................................0 ........................................03403. ................................................................................................................................................................................................................... ........................................0 ........................................03498. Summary of remaining write-ins for Line 34 from overflow page.............................................................................................................. ........................................0 ........................................03499. Totals (Lines 3401 thru 3403 plus 3498) (Line 34 above)......................................................................................................................... ..........................2,730,303 ........................................0


Q04

SUMMARY OF OPERATIONS1 2 3

Current Prior Prior Year EndedYear to Date Year to Date December 31

1. Premiums and annuity considerations for life and accident and health contracts................................................................... ...........3,929,170,859 ...........7,177,980,893 ...........8,431,590,1142. Considerations for supplementary contracts with life contingencies....................................................................................... ................................0 ................................0 ................................03. Net investment income............................................................................................................................................................ ..............567,425,836 ...........1,163,195,271 ...........1,330,587,9244. Amortization of Interest Maintenance Reserve (IMR)............................................................................................................. ..................4,855,157 ................33,766,320 ................36,113,2705. Separate Accounts net gain from operations excluding unrealized gains or losses............................................................... ................................0 ................................0 ................................06. Commissions and expense allowances on reinsurance ceded............................................................................................... .....................117,219 ................98,466,744 ................98,507,0147. Reserve adjustments on reinsurance ceded........................................................................................................................... ......................(17,013) ......................(30,694) ......................(36,537)8. Miscellaneous Income:

8.1 Income from fees associated with investment management, administration and contract guaranteesfrom Separate Accounts................................................................................................................................................ ................................0 ................................0 ................................0

8.2 Charges and fees for deposit-type contracts................................................................................................................. ................................0 ................................0 ................................08.3 Aggregate write-ins for miscellaneous income.............................................................................................................. ..................2,160,382 ...............(12,955,371) ...............(13,652,039)

9. Totals (Lines 1 to 8.3)............................................................................................................................................................. ...........4,503,712,440 ...........8,460,423,161 ...........9,883,109,74610. Death benefits......................................................................................................................................................................... ................48,516,589 ..............148,996,592 ..............163,542,02811. Matured endowments (excluding guaranteed annual pure endowments).............................................................................. .......................22,459 ..................5,302,751 ..................5,309,75112. Annuity benefits....................................................................................................................................................................... ................................0 ..................2,271,876 ..................2,271,87613. Disability benefits and benefits under accident and health contracts...................................................................................... ...........1,676,473,535 ...........2,948,319,863 ...........3,493,388,67314. Coupons, guaranteed annual pure endowments and similar benefits.................................................................................... ................................0 ................................0 ................................015. Surrender benefits and withdrawals for life contracts............................................................................................................. ..................4,146,958 ..............197,304,170 ..............198,673,61816. Group conversions.................................................................................................................................................................. ................................0 ................................0 ................................017. Interest and adjustments on contract or deposit-type contract funds...................................................................................... .........................9,718 ..................2,199,592 ..................2,200,81718. Payments on supplementary contracts with life contingencies............................................................................................... ................................0 ................................0 ................................019. Increase in aggregate reserves for life and accident and health contracts............................................................................. ..............253,311,952 ...........1,206,229,568 ...........1,293,400,73720. Totals (Lines 10 to 19)............................................................................................................................................................ ...........1,982,481,211 ...........4,510,624,411 ...........5,158,787,49921. Commissions on premiums, annuity considerations and deposit-type contract funds (direct business only)......................... ..............584,760,824 ..............960,158,846 ...........1,180,365,28722. Commissions and expense allowances on reinsurance assumed.......................................................................................... ..............171,082,714 ................86,468,492 ..............128,977,32223. General insurance expenses and fraternal expenses............................................................................................................. ..............746,466,844 ...........1,286,103,138 ...........1,586,521,22324. Insurance taxes, licenses and fees, excluding federal income taxes...................................................................................... ................99,270,277 ................98,632,521 ..............130,027,36425. Increase in loading on deferred and uncollected premiums.................................................................................................... .....................498,358 ....................(323,019) ......................(93,260)26. Net transfers to or (from) Separate Accounts net of reinsurance............................................................................................ ................................0 ................................0 ................................027. Aggregate write-ins for deductions.......................................................................................................................................... ..................8,074,550 ..................6,813,179 ................10,225,98928. Totals (Lines 20 to 27)............................................................................................................................................................ ...........3,592,634,777 ...........6,948,477,568 ...........8,194,811,42429. Net gain from operations before dividends to policyholders and federal income taxes (Line 9 minus Line 28)...................... ..............911,077,663 ...........1,511,945,593 ...........1,688,298,32230. Dividends to policyholders and refunds to members.............................................................................................................. .........................2,659 .........................2,601 .........................3,11531. Net gain from operations after dividends to policyholders, refunds to members and

before federal income taxes (Line 29 minus Line 30)............................................................................................................. ..............911,075,004 ...........1,511,942,993 ...........1,688,295,20732. Federal and foreign income taxes incurred (excluding tax on capital gains).......................................................................... ..............169,588,755 ..............267,750,044 ..............289,250,51133. Net gain from operations after dividends to policyholders, refunds to members and federal income taxes and

before realized capital gains or (losses) (Line 31 minus Line 32)........................................................................................... ..............741,486,249 ...........1,244,192,949 ...........1,399,044,69634. Net realized capital gains (losses) (excluding gains (losses) transferred to the IMR) less capital gains

tax of $.....(6,087,495) (excluding taxes of $.....356,494 transferred to the IMR).................................................................... ................14,979,973 ...............(23,246,421) ...............(68,162,545)35. Net income (Line 33 plus Line 34).......................................................................................................................................... ..............756,466,222 ...........1,220,946,528 ...........1,330,882,151

CAPITAL AND SURPLUS ACCOUNT36. Capital and surplus, December 31, prior year......................................................................................................................... ...........2,599,640,187 .........11,003,606,496 .........11,003,606,49637. Net income (Line 35)............................................................................................................................................................... ..............756,466,222 ...........1,220,946,528 ...........1,330,882,15138. Change in net unrealized capital gains (losses) less capital gains tax of $.....1,160,864....................................................... .....................553,770 .................(1,394,663) .....................564,13339. Change in net unrealized foreign exchange capital gain (loss)............................................................................................... ......................(99,187) .................(7,471,961) .................(7,471,961)40. Change in net deferred income tax......................................................................................................................................... .................(3,291,447) ...............(61,597,346) ...............(56,726,888)41. Change in nonadmitted assets................................................................................................................................................ ................24,843,805 ................90,320,817 ...............(70,627,727)42. Change in liability for reinsurance in unauthorized and certified companies.......................................................................... ................................0 ................................0 ................................043. Change in reserve on account of change in valuation basis, (increase) or decrease............................................................. ................................0 ................................0 ................................044. Change in asset valuation reserve.......................................................................................................................................... ...............(19,786,736) ...............(13,497,620) ................19,549,07445. Change in treasury stock........................................................................................................................................................ ................................0 ................................0 ................................046. Surplus (contributed to) withdrawn from Separate Accounts during period............................................................................ ................................0 ................................0 ................................047. Other changes in surplus in Separate Accounts Statement.................................................................................................... ................................0 ................................0 ................................048. Change in surplus notes......................................................................................................................................................... ................................0 ................................0 ................................049. Cumulative effect of changes in accounting principles........................................................................................................... ................................0 ................................0 ................................050. Capital changes:

50.1 Paid in............................................................................................................................................................................ ................................0 ..................3,145,434 ..................3,145,43450.2 Transferred from surplus (Stock Dividend).................................................................................................................... ................................0 ................................0 ................................050.3 Transferred to surplus................................................................................................................................................... ................................0 ................................0 ................................0

51. Surplus adjustment:51.1 Paid in............................................................................................................................................................................ ................................0 ................18,579,022 ................18,579,02251.2 Transferred to capital (Stock Dividend)......................................................................................................................... ................................0 ................................0 ................................051.3 Transferred from capital................................................................................................................................................ ................................0 ................................0 ................................051.4 Change in surplus as a result of reinsurance................................................................................................................ ................................0 ................................0 ................................0

52. Dividends to stockholders....................................................................................................................................................... .............(697,939,732) ........(11,668,906,826) ........(12,325,574,454)53. Aggregate write-ins for gains and losses in surplus................................................................................................................ ................................0 ...........2,687,657,012 ...........2,683,714,90654. Net change in capital and surplus (Lines 37 through 53)........................................................................................................ ................60,746,695 ..........(7,732,219,602) ..........(8,403,966,309)55. Capital and surplus as of statement date (Lines 36 + 54)....................................................................................................... ...........2,660,386,883 ...........3,271,386,894 ...........2,599,640,187

DETAILS OF WRITE-INS08.301. Other income from reinsurance assumed..................................................................................................................... ..................2,483,768 ..................2,683,180 ..................3,511,74208.302. Administrative service fees from affiliates..................................................................................................................... .....................818,039 ..................1,245,976 ..................1,727,87208.303. Other income................................................................................................................................................................. .....................764,205 .....................829,850 ..................1,095,01808.398. Summary of remaining write-ins for Line 8.3 from overflow page................................................................................. .................(1,905,630) ...............(17,714,377) ...............(19,986,671)08.399. Totals (Lines 08.301 thru 08.303 plus 08.398) (Line 8.3 above)................................................................................... ..................2,160,382 ...............(12,955,371) ...............(13,652,039)2701. Reserve adjustment from reinsurance assumed........................................................................................................... ..................8,074,550 ..................6,813,179 ................10,225,9892702. ....................................................................................................................................................................................... ................................0 ................................0 ................................02703. ....................................................................................................................................................................................... ................................0 ................................0 ................................02798. Summary of remaining write-ins for Line 27 from overflow page.................................................................................. ................................0 ................................0 ................................02799. Totals (Lines 2701 thru 2703 plus 2798) (Line 27 above)............................................................................................. ..................8,074,550 ..................6,813,179 ................10,225,9895301. JLP conversion.............................................................................................................................................................. ................................0 ...........2,686,774,899 ...........2,686,774,8995302. Minimum pension liability............................................................................................................................................... ................................0 .....................882,112 .................(3,059,993)5303. ....................................................................................................................................................................................... ................................0 ................................0 ................................05398. Summary of remaining write-ins for Line 53 from overflow page.................................................................................. ................................0 ................................0 ................................05399. Totals (Lines 5301 thru 5303 plus 5398) (Line 53 above)............................................................................................. ................................0 ...........2,687,657,012 ...........2,683,714,906


Q05

CASH FLOW1 2 3

Current Year Prior Year Prior Year Endedto Date To Date December 31

CASH FROM OPERATIONS1. Premiums collected net of reinsurance.......................................................................................................................... ............3,928,921,165 ............6,766,471,679 ............8,045,780,3762. Net investment income.................................................................................................................................................. ...............514,096,553 ............1,190,275,735 ............1,416,209,3623. Miscellaneous income.................................................................................................................................................... ...................5,145,904 .................88,238,258 .................89,910,6614. Total (Lines 1 through 3)................................................................................................................................................ ............4,448,163,622 ............8,044,985,672 ............9,551,900,4005. Benefit and loss related payments................................................................................................................................. ............1,720,272,165 ............3,223,220,132 ............3,810,568,6276. Net transfers to Separate Accounts, Segregated Accounts and Protected Cell Accounts............................................ .................................0 .................................0 .................................07. Commissions, expenses paid and aggregate write-ins for deductions.......................................................................... ............1,667,265,126 ............2,595,358,433 ............3,118,719,7748. Dividends paid to policyholders..................................................................................................................................... ..........................2,659 ..........................2,601 ..........................3,1159. Federal and foreign income taxes paid (recovered) net of $.....(6,087,495) tax on capital gains (losses)..................... ...............120,137,463 ...............588,101,320 ...............690,535,489

10. Total (Lines 5 through 9)................................................................................................................................................ ............3,507,677,412 ............6,406,682,486 ............7,619,827,00411. Net cash from operations (Line 4 minus Line 10).......................................................................................................... ...............940,486,210 ............1,638,303,187 ............1,932,073,395

CASH FROM INVESTMENTS12. Proceeds from investments sold, matured or repaid:

12.1 Bonds................................................................................................................................................................... ...............552,695,919 ............1,845,413,650 ............2,485,591,73112.2 Stocks.................................................................................................................................................................. .................69,279,936 .................66,733,365 .................83,789,61512.3 Mortgage loans.................................................................................................................................................... ...............356,500,060 ...............553,947,489 ...............630,843,67912.4 Real estate........................................................................................................................................................... .................................0 .................................0 .................................012.5 Other invested assets.......................................................................................................................................... ...................1,270,132 .................52,835,094 .................48,998,54412.6 Net gains or (losses) on cash, cash equivalents and short-term investments..................................................... .................................0 .................................0 .................................012.7 Miscellaneous proceeds...................................................................................................................................... .................81,396,592 ............4,891,543,914 ............4,891,543,91412.8 Total investment proceeds (Lines 12.1 to 12.7)................................................................................................... ............1,061,142,639 ............7,410,473,512 ............8,140,767,483

13. Cost of investments acquired (long-term only):13.1 Bonds................................................................................................................................................................... ............1,024,325,936 ............4,732,025,670 ............5,010,407,67213.2 Stocks.................................................................................................................................................................. .................44,030,496 ............1,560,967,968 ............1,580,388,20213.3 Mortgage loans.................................................................................................................................................... ...............488,067,962 ............1,154,036,106 ............1,298,209,66413.4 Real estate........................................................................................................................................................... ...................1,564,139 ......................438,074 ...................1,360,52113.5 Other invested assets.......................................................................................................................................... .................10,371,045 .................89,861,411 ...............102,498,86013.6 Miscellaneous applications.................................................................................................................................. .................76,310,883 .................22,193,941 .................47,213,83513.7 Total investments acquired (Lines 13.1 to 13.6).................................................................................................. ............1,644,670,461 ............7,559,523,170 ............8,040,078,753

14. Net increase or (decrease) in contract loans and premium notes................................................................................. ......................977,990 ...................5,211,187 ...................5,496,91515. Net cash from investments (Line 12.8 minus Line 13.7 and Line 14)............................................................................ ..............(584,505,812) ..............(154,260,845) .................95,191,815

CASH FROM FINANCING AND MISCELLANEOUS SOURCES16. Cash provided (applied):

16.1 Surplus notes, capital notes................................................................................................................................. .................................0 .................................0 .................................016.2 Capital and paid in surplus, less treasury stock................................................................................................... .................................0 .................................0 .................................016.3 Borrowed funds.................................................................................................................................................... .................................0 .................................0 .................................016.4 Net deposits on deposit-type contracts and other insurance liabilities................................................................ ...............132,910,903 ...............196,199,260 ...............343,457,81916.5 Dividends to stockholders.................................................................................................................................... ...............697,939,732 ...............664,274,404 ............1,320,942,03316.6 Other cash provided (applied).............................................................................................................................. ...................9,202,557 ...........(1,085,610,086) ...........(1,235,547,017)

17. Net cash from financing and miscellaneous sources (Lines 16.1 through 16.4 minus Line 16.5 plus Line 16.6).......... ..............(555,826,272) ...........(1,553,685,230) ...........(2,213,031,231)

RECONCILIATION OF CASH, CASH EQUIVALENTS AND SHORT-TERM INVESTMENTS18. Net change in cash, cash equivalents and short-term investments (Line 11 plus Line 15 plus Line 17)....................... ..............(199,845,874) ................(69,642,888) ..............(185,766,021)19. Cash, cash equivalents and short-term investments:

19.1 Beginning of year................................................................................................................................................. ...............293,418,291 ...............479,184,312 ...............479,184,31219.2 End of period (Line 18 plus Line 19.1)................................................................................................................. .................93,572,417 ...............409,541,424 ...............293,418,291

Note: Supplemental disclosures of cash flow information for non-cash transactions:20.0001 Surplus value of entities merged on April 1, 2018............................................................................................... .................................0 .................32,495,381 .................32,495,38120.0002 Transfer of AAM to Aflac Inc................................................................................................................................ .................................0 .................13,199,372 .................................020.0003 Cash from Columbus Retrocession on November 30, 2018................................................................................ .................................0 .................................0 .................10,691,70220.0004 Pension and postretirement liability adjustment................................................................................................... .................................0 ..................(1,116,598) ...................3,873,40920.0005 Noncash JLP Dividend......................................................................................................................................... .................................0 .................................0 ..........11,004,632,421


Q06

EXHIBIT 1 DIRECT PREMIUMS AND DEPOSIT-TYPE CONTRACTS

1 2 3Current Year Prior Year Prior Year

To Date To Date Ended December 31

1. Industrial life........................................................................................................................... ................................................0 ................................................0 ................................................0

2. Ordinary life insurance........................................................................................................... ..............................193,322,401 ...........................1,110,122,348 ...........................1,172,387,081

3. Ordinary individual annuities.................................................................................................. ................................................0 ..............................148,201,055 ..............................148,201,055

4. Credit life (group and individual)............................................................................................. ................................................0 ................................................0 ................................................0

5. Group life insurance............................................................................................................... .....................................881,200 .....................................988,086 ..................................1,291,262

6. Group annuities...................................................................................................................... ................................................0 ................................................0 ................................................0

7. A&H - group............................................................................................................................ ..................................3,106,383 ..................................3,578,717 ..................................4,701,892

8. A&H - credit (group and individual)........................................................................................ ................................................0 ................................................0 ................................................0

9. A&H - other............................................................................................................................. ...........................3,423,291,278 ...........................5,909,651,216 ...........................7,041,258,482

10. Aggregate of all other lines of business................................................................................. ................................................0 ................................................0 ................................................0

11. Subtotal (Lines 1 through 10)................................................................................................. ...........................3,620,601,262 ...........................7,172,541,422 ...........................8,367,839,773

12. Fraternal ( Fraternal Benefit Societies Only).......................................................................... ................................................0 ................................................0 ................................................0

13. Subtotal (Lines 11 through 12)............................................................................................... ...........................3,620,601,262 ...........................7,172,541,422 ...........................8,367,839,773

14. Deposit-type contracts............................................................................................................ ................................................0 ................................................0 ................................................0

15. Total (Lines 13 and 14).......................................................................................................... ...........................3,620,601,262 ...........................7,172,541,422 ...........................8,367,839,773

DETAILS OF WRITE-INS

1001. ............................................................................................................................................... ................................................0 ................................................0 ................................................0

1002. ............................................................................................................................................... ................................................0 ................................................0 ................................................0

1003. ............................................................................................................................................... ................................................0 ................................................0 ................................................0

1098. Summary of remaining write-ins for Line 10 from overflow page........................................... ................................................0 ................................................0 ................................................0

1099. Total (Lines 1001 thru 1003 plus 1098) (Line 10 above)........................................................ ................................................0 ................................................0 ................................................0

NOTES TO FINANCIAL STATEMENTS

(1) Summary of Significant Accounting Policies and Going Concern

A. Accounting Practices

The financial statements of American Family Life Assurance Company of Columbus (“Aflac” or “the Company”) are presented on the basis ofaccounting practices prescribed or permitted by the Nebraska Department of Insurance (NEDOI). The NEDOI recognizes statutory accountingprinciples and practices prescribed or permitted by the state of Nebraska for determining and reporting the financial condition and results ofoperations of an insurance company, and for determining a company’s solvency under Nebraska insurance law. The National Association ofInsurance Commissioners’ (NAIC) Accounting Practices and Procedures Manual, (SAP) has been adopted by the state of Nebraska as a componentof those prescribed or permitted practices. Additionally, the Director of the NEDOI has the right to permit other specific practices which deviatefrom prescribed practices. The Company has no differences in the reported NAIC capital and surplus and the capital and surplus reported forNebraska state purposes for the periods ended September 30, 2019 and December 31, 2018.

A reconciliation of the Company’s net income and capital and surplus between NAIC SAP and practices prescribed and permitted by the state ofNebraska is shown below:

F/S F/S September DecemberSSAP # Page Line # 2019 2018

NET INCOME(1) Company state basis (Page 4, Line 35, Columns 1 & 3) xxx xxx xxx $ 756,466,222 $ 1,330,882,151(2) State Prescribed Practices that are an increase/(decrease)

from NAIC SAP — —(3) State Permitted Practices that are an increase/(decrease)

from NAIC SAP — —(4) NAIC SAP (1-2-3=4) xxx xxx xxx $ 756,466,222 $ 1,330,882,151

SURPLUS(5) Company state basis (Page 3, Line 38, Columns 1 & 2) xxx xxx xxx $ 2,660,386,883 $ 2,599,640,187(6) State Prescribed Practices that are an increase/(decrease)

from NAIC SAP — —(7) State Permitted Practices that are an increase/(decrease)

from NAIC SAP: — —(8) NAIC SAP (5-6-7=8) xxx xxx xxx $ 2,660,386,883 $ 2,599,640,187

B. Use of Estimates in the Preparation of the Financial Statements

No significant change

C. Accounting Policy

(1) - (5) No significant change (6) Loan-backed and other structured securities are valued at amortized cost. The Company recognizes income using a constant effective yield

based on anticipated prepayments and the estimated economic life of the securities. When estimates of prepayments change, the effectiveyield is recalculated to reflect actual payments to date and anticipated future payments. The amortized cost of the securities is adjusted tothe amount that would have existed had the new effective yield been applied at the time of acquisition (retrospective method). This adjustmentis reflected in net investment income. Prepayment assumptions for loan-backed and other structured securities are obtained from anindependent financial information service provider.

(7) - (13) No significant change

D. Going Concern

After evaluating the entity's ability to continue as a going concern under Statement of Statutory Accounting Principles (SSAP) No. 1, Disclosureof Accounting Policies, Risks & Uncertainties, and Other Disclosures, management was not aware of any conditions or events which raisedsubstantial doubts concerning the entity's ability to continue as a going concern as of the date of the filing of this statement.

(2) Accounting Changes and Corrections of Errors

Not applicable

(3) Business Combinations and Goodwill


(4) Discontinued Operations

Not applicable


Q07

(5) Investments


A. No significant change

B. - C. Not applicable

D. Loan-Backed Securities

(1) Prepayment Assumptions

The Company’s prepayment assumptions for loan-backed and other structured securities are determined using constant prepayment ratesobtained from an independent financial information service provider.

(2) - (3) Not applicable

(4) As of September 30, 2019, all impaired securities (fair value is less than cost or amortized cost) for which an other-than-temporary impairmenthas not been recognized in earnings as a realized loss (including securities with a recognized other-than-temporary impairment for non-interest related declines when a non-recognized interest related impairment remains):

a. The aggregate amount of unrealized losses: 1. Less than 12 months $ 96 2. 12 months or longer $ 4,031

b. The aggregate related fair value of securities with unrealized losses: 1. Less than 12 months $ 1,014,669 2. 12 months or longer $ 1,720,904

(5) Information considered in reaching the conclusion that impairments are not other than temporary

The determination of whether an impairment in value is other than temporary is based largely on the Company's evaluation of the issuer'screditworthiness. The Company's team of experienced credit professionals must apply considerable judgment in determining the likelihoodof the security recovering in value while own by the Company. Factors that may influence this include the overall level of interest rates, creditspreads, the credit quality of the underlying issuer, and other factors. This process requires consideration of risks which can be controlled toa certain extent, such as credit risk, and risks which cannot be controlled, such as interest rate risk.

The Company believes that fluctuations in the fair values of its investment securities related to general changes in the level of credit spreadsor interest rates have little bearing on underlying credit quality of the issuer, and whether its investment is ultimately recoverable. Generally,the Company considers such declines in fair values to be temporary even in situations where an investment remains in an unrealized lossposition for a year or more.

E. Dollar Repurchase Agreements and/or Securities Lending Transactions


(3) a. No significant change (3) b. The fair value of that collateral and of the portion of that collateral that the Company has sold or repledged: $434,857,690. (3) c. No significant change



F. - K. Not applicable

L. No significant change

M. - O. Not applicable

P. No significant change

Q. Not applicable

R. No significant change

(6) Joint Ventures, Partnerships and Limited Liability Companies


(7) Investment Income



Q07.1

(8) Derivative Instruments

A. Market risk is the possibility that the value of the derivative instrument will decrease due to economic changes or other events in the market.Credit risk is the possibility that a loss may occur from the failure of another party to perform in accordance with the terms of the contract. TheCompany mitigates these risks by entering into Over-the-Counter (OTC) - cleared derivatives that are transacted through a central clearinghouse.These positions are marked to market and margined on a daily basis (both initial margin and variation margin). The Company therefore hasminimal exposure to credit-related losses in the event of nonperformance by counterparties to these derivatives. The Company adheres to thecash requirements and posts or receives cash as needed (See Schedule DB for further details of the Company's derivative transactions andcounterparty exposures). The Company does not have cash proceeds or cash applications reflected in the cash flow statement for the settlementof derivative strategies in the Third Quarter of 2019.

Cash for initial margin and variation margin is received or paid on open derivative positions, and are disclosed as collateral. Changes to variationmargin is recognized as unrealized gains (losses) until the derivative contract has matured, been terminated or expires. Cash received ascollateral is reported as an asset with a corresponding liability for the return of the collateral. Cash pledged as collateral is recorded as areduction to cash, and a corresponding receivable is recognized for the return of the cash collateral.

B. The Company enters into interest rate swaps to economically convert the variable rate investment income to a fixed rate on certain variable-rate investments. In an interest rate swap, the Company agrees with another party to exchange, at specified intervals, the difference betweenfixed rate and floating rate interest amounts as calculated by reference to an agreed notional amount. The interest rate swaps currently heldby the Company do not qualify for hedge accounting under SSAP No. 86, Derivatives.

See Schedule DB for additional details

C. The Company's derivatives are carried at fair value with changes in fair value recorded to surplus. Upon termination, the net unrealized gain(loss) reflected in surplus is reclassified to realized investments gains (losses) and may be subject to IMR.

D. - H. Not applicable


(9) Income Taxes


(10) Information Concerning Parent, Subsidiaries, Affiliates and Other Related Parties

A. - C. American Family Life Assurance Company of New York, a subsidiary of the Company declared an ordinary dividend of $66 million on June 18,2019. This dividend was recorded as net investment income in Q2 2019 and resulted in a corresponding decrease in the investment in this subsidiary.The $66 million ordinary dividend was received on November 1, 2019.

D. No significant change

E. Not applicable

F. - G. No significant change

H. Not applicable

I. No significant change

J. - L. Not applicable

M. - O. No significant change

(11) Debt

A. No significant change

B. (1) During the Third Quarter of 2017, the Company became a member of the Federal Home Loan Bank (FHLB) of Atlanta. Through its FHLB membership,the Company has access to low cost funding. The Company's strategy is to utilize these funds for liquidity or spread investment purposes. AdditionalFHLB stock purchases are required based upon the amount of funds borrowed from the FHLB. The Company will be required to post acceptableforms of collateral for any borrowings it makes from the FHLB.


Q07.2

(2) FHLB Capital Stock

a. Aggregate Totals

1. Current Year

1 2 3Total2 + 3

GeneralAccount

SeparateAccount

(a) Membership Stock – Class A $ — $ — $ —(b) Membership Stock – Class B 12,638,900 12,638,900 —(c) Activity Stock 17,669,100 17,669,100 —(d) Excess Stock — — —(e) Aggregate Total (a+b+c+d) $ 30,308,000 $ 30,308,000 $ —(f) Actual or estimated borrowing capacity as determined by the insurer $ 500,000,000 XXX XXX

2. Prior Year-end

1 2 3Total2 + 3

GeneralAccount

SeparateAccount

(a) Membership Stock – Class A $ — $ — $ —(b) Membership Stock – Class B 13,719,300 13,719,300 —(c) Activity Stock 12,020,400 12,020,400 —(d) Excess Stock — — —(e) Aggregate Total (a+b+c+d) $ 25,739,700 $ 25,739,700 $ —(f) Actual or estimated borrowing capacity as determined by the insurer $ 500,000,000 XXX XXX

b. Membership Stock (Class A and B) Eligible and Not Eligible for Redemption

1 2 Eligible for Redemption3 4 5 6

MembershipStock

Current YearTotal

(2+3+4+5+6)Not Eligible forRedemption

Less than6 Months

6 Months to LessThan 1 Year

1 to Less Than3 Years 3 to 5 Years

1. Class A $ — $ — $ — $ — $ — $ —2. Class B $ 12,638,900 $ 12,638,900 $ — $ — $ — $ —

(3) Collateral Pledged to FHLB

a. Amount Pledged as of Reporting Date

1 2 3

Fair Value Carrying ValueAggregate Total

BorrowingCurrent Year Total General and Separate Accounts Total Collateral Pledged (Lines 2+3) $ 926,046,069 $ 834,066,436 $ 415,741,853Current Year General Account Total Collateral Pledged 926,046,069 834,066,436 415,741,853Current Year Separate AccountsTotal Collateral Pledged — — —Prior Year-End Total General and Separate Accounts Total Collateral Pledged $ 628,399,773 $ 626,731,340 $ 282,830,950

b. Maximum Amount Pledged During Reporting Period

1 2 3

Fair Value Carrying Value

Amount of Borrowedat Time of Maximum

CollateralCurrent Year Total General and Separate Accounts Maximum Collateral Pledged (Lines 2+3) $ 1,011,464,189 $ 933,181,700 $ 484,312,679Current Year General Account Maximum Collateral Pledged 1,011,464,189 933,181,700 484,312,679Current Year Separate AccountsMaximum Collateral Pledged — — —Prior Year-End Total General and Separate Accounts Maximum Collateral Pledged $ 658,438,812 $ 650,683,102 $ 151,500,935



Q07.3

(4) Borrowing from FHLB

a. Amount as of the Reporting Date

1. Current Year

1 2 3 4Total2 + 3

GeneralAccount

SeparateAccount

Funding AgreementsReserves Established

(a) Debt $ — $ — $ — XXX(b) Funding Agreements 415,741,853 415,741,853 — 415,741,853(c) Other — — — XXX

(d) Aggregate Total (a+b+c) $ 415,741,853 $ 415,741,853 $ — $ 415,741,853

2. Prior Year-end

1 2 3 4Total2 + 3

GeneralAccount

SeparateAccount

Funding AgreementsReserves Established

(a) Debt $ — $ — $ — XXX(b) Funding Agreements 282,830,950 282,830,950 — 282,830,950(c) Other — — — XXX

(d) Aggregate Total (a+b+c) $ 282,830,950 $ 282,830,950 $ — $ 282,830,950

b. Maximum Amount During Reporting Period (Current Year)

1 2 3Total2 + 3

GeneralAccount

SeparateAccount

1. Debt $ — $ — $ —2. Funding Agreements 484,312,679 484,312,679 —3. Other — — —4. Aggregate Total (Lines 1+2+3) $ 484,312,679 $ 484,312,679 $ —

c. FHLB - Prepayment Obligations

Does the Company havePrepayment Obligations under theFollowing Arrangements (YES/NO)

1. Debt NO2. Funding Agreements NO3. Other NO


(12) Retirement Plans, Deferred Compensation, Postemployment Benefits and Compensated Absences, and Other Postretirement Benefit Plans

A. Defined Benefit Plan and Other Postretirement Benefits

No significant change except for (4) below:(4) Components of net periodic benefit cost Special or Contractual

Japan Pension Benefits U.S. Pension Benefits U.S. Postretirement Benefits Benefits per SSAP No. 11September December September December September December September December

2019 2018 2019 2018 2019 2018 2019 2018a. Service cost $ — $ 4,605,835 $ 420,801 $ 617,198 $ — $ 64,503 $ — $ —b. Interest cost — 1,501,843 1,027,631 1,161,738 752,476 851,022 — —c. Expected return on plan assets — (1,452,649) — — — — — —d. Transition asset or obligation — — — — — — — —e. Gains and losses — 263,929 — — (638,775) (1,596,797) — —f. Prior service cost or credit — (89,289) — — 582,737 776,983 — —g. Gain or loss recognized due to a settlement or curtailment — — — — — — — —h. Total net periodic benefit cost $ — $ 4,829,669 $ 1,448,432 $ 1,778,936 $ 696,438 $ 95,711 $ — $ —

B. - E. No significant change F. Not applicable

G. - H. No significant change


Q07.4

I. Not applicable


(13) Capital and Surplus, Shareholders’ Dividend Restrictions and Quasi-Reorganizations

(1) No significant change

(2) Not applicable




(11) - (13) Not applicable (14) Liabilities, Contingencies and Assessments

A. - B. No significant change

C. Not applicable

D. No significant change

E. Not applicable

F. No significant change

(15) Leases


(16) Information About Financial Instruments with Off-Balance-Sheet Risk And Financial Instruments with Concentrations of Credit Risk

(1) The table below summarizes the face (notional) amount of the Company's financial instruments with off-balance sheet risk. The Company entered into derivative contracts during the Third Quarter of 2019.The amount below represents the notional at inception.

Assets LiabilitiesSeptember December September December

2019 2018 2019 2018Swaps $ — $ — $ 670,000,000 $ —Futures — — — —Options — — — —Total $ — $ — $ 670,000,000 $ —

See Schedule DB for additional detail.

(2) See Note 8 for a description of the nature and terms of the Company's derivatives, including market risks, cash requirements, and related accounting policy.

(3) The Company attempts to limit its credit exposure by entering in OTC - cleared derivatives that are transacted through a central clearinghouse.These positions are marked to market and margined on a daily basis (both initial margin and variation margin). The Company therefore has minimalexposure to credit-related losses in the event of nonperformance by counterparties to these derivatives. The Company adheres to the cashrequirements and posts or receives cash as needed. The Company has not incurred any losses on derivative financial instruments due to counterpartynonperformance for the period ended September 30, 2019. See Schedule DB Part D for further detail of the Company's counterparty exposures.

(4) At September 30, 2019, the counterparties and the Company have posted cash to satisfy the collateral requirements of the clearinghouse.

(17) Sale, Transfer, and Servicing of Financial Assets and Extinguishments of Liabilities

A. Not applicable

B. (1) No significant change

B. (2) - (4) Not applicable

B. (5) No significant change

B. (6) - (7) Not applicable


Q07.5

C. Wash Sales

The Company had no wash sales involving securities that are either unrated or have an NAIC designation of 3 or below.


(18) Gain or Loss to the Reporting Entity from Uninsured Plans and the Uninsured Portion of Partially Insured Plans

Not applicable

(19) Direct Premium Written/Produced by Managing General Agents/Third Party Administrators


(20) Fair Value Measurement

A. Assets and Liabilities Measured and Reported at Fair Value

(1) Fair value measurements at September 30, 2019

Description for each class of asset or liability (Level 1) (Level 2) (Level 3)Net Asset Value

(NAV) Total

a. Assets at fair value:

Common Stock: Industrial and Misc. $ 71,004,267 $ — $ — $ — $ 71,004,267 Total Common Stocks 71,004,267 — — — 71,004,267

Derivative assets: Interest rate contracts — — — — — Total Derivatives — — — — — Total assets at fair value/NAV $ 71,004,267 $ — $ — $ — $ 71,004,267

b. Liabilities at fair value: Derivative liabilities: Interest rate contracts — 111,727 — — 111,727 Total liabilities at fair value/NAV $ — $ 111,727 $ — $ — $ 111,727

(2) Fair value measurements in (Level 3) of the Fair Value Hierarchy

Not applicable

(3) The Company reviews the pricing sources and methodologies to determine if a transfer between levels is necessary. If securities are transferredbetween levels, the Company uses the fair value of the security at the end of the period to report the transfer.

(4) The following describes the valuation methodology for assets and liabilities carried at fair value and classified as Level 2

The Company holds unlisted common stock that are valued using inputs that are market observable and are classified as Level 2.

To determine the fair value of its interest rate derivatives, the Company uses inputs that are generally observable in the market or can bederived from observable market data. Interest rate swaps are cleared trades. In a cleared swap contract, the clearinghouse providesbenefits to the counterparties similar to contracts listed for investment traded on an exchange since it maintains a daily margin to mitigatecounterparties' credit risk. These derivatives are priced using observable inputs, accordingly, they are classified as Level 2.

(5) All derivative positions disclosed above are reported on a gross basis

B. Not applicable


Q07.6

C. Fair Value of All Financial Instruments at September 30, 2019

Type of Financial Aggregate Fair Admitted Net Asset Not Practicable

Instrument Value Assets (Level 1) (Level 2) (Level 3)Value(NAV) (Carrying Value)

Assets:Bonds $ 12,861,402,949 $10,878,347,041 $ 13,109,886 $12,314,053,537 $ 534,239,526 $ — $ —Common Stock (1) 101,312,267 101,312,267 71,004,267 30,308,000 — — —Mortgage Loans 1,215,473,555 1,192,560,941 — — 1,215,473,555 — —Cash, Cash Equivalents andShort-Term Investments 93,572,417 93,572,417 93,572,417 — — — —Contract Loans — 8,609,289 — — — — 8,609,289Derivative Assets — — — — — — —Other Invested Assets (1) 344,939,341 324,664,353 — 344,939,341 — — 50,000,000Securities LendingReinvested Collateral 434,842,936 434,857,690 434,842,936 — — — —

Liabilities:Deposit-Type Contracts 416,503,781 416,503,781 — — 416,503,781 — —Derivative Liabilities 111,727 111,727 — 111,727 — — —(1) Excluding equity method investments

The Company determines the fair values of bonds, preferred stocks, and public and privately issued common stock using the following approachesor techniques: price quotes and valuations from third party pricing vendors (including quoted market prices readily available from public exchangemarkets) and non-binding price quotes obtained from outside brokers.

A third party pricing vendor has developed valuation models to determine fair values of privately issued securities to reflect the impact of thepersistent economic environment and the changing regulatory framework. These models are discounted cash flow (DCF) valuation models butalso use information from related markets, specifically the credit default swap (CDS) market to estimate expected cash flows. These models takeinto consideration any unique characteristics of the securities and make various adjustments to arrive at an appropriate issuer-specific loss adjustedcredit curve. This credit curve is then used with the relevant recovery rates to estimate expected cash flows and modeling of additional features,including illiquidity adjustments, if necessary, to price the bond by discounting those loss adjusted cash flows. In cases where a credit curve cannotbe developed from the specific security features, the valuation methodology takes into consideration other market observable inputs, including: 1)the most appropriate comparable security (ies) of the issuer; 2) issuer-specific CDS spreads; 3) bonds or CDS spreads of comparable issuers withsimilar characteristics such as rating, geography, or sector; or 4) bond indices that are comparative in rating, industry, maturity and region.

The pricing data and market quotes the Company obtains from outside sources, including third party pricing services, are reviewed internally forreasonableness. If a fair value appears unreasonable, the Company will re-examine the inputs and assess the reasonableness of the pricing datawith the vendor. Additionally, the Company may compare the inputs to relevant market indices and other performance measurements. Based onmanagement's analysis, the valuation is confirmed or may be revised if there is evidence of a more appropriate estimate of fair value based onavailable market data. The Company has performed verification of the inputs and calculations in any valuation models to confirm that the valuationsrepresent reasonable estimates of fair value.

The securities whose fair values are classified as Level 3 consist of securities with limited or no observable valuation inputs. Level 3 valuations forthese assets are comprised of either 1) prices provided by the security’s arranger or broker or 2) prices determined by an external manager.Securities whose prices are provided by an arranger or broker are typically of a securitized or index-linked nature requiring a more specializedvaluation. The Company assigns the fair value of these securities by obtaining non-binding broker or arranger quotes. The arrangers and/or brokersbase their quotes on a combination of their knowledge of each security’s terms and conditions, the current pricing environment and market conditions.The Company considers these inputs to be unobservable.

Securities whose fair values are determined by an external manager where one or more of the significant inputs are not observable in an activemarket are also considered to have valuations that are categorized as Level 3. These securities are typically secured by an underlying asset (orassets) and the cash flows generated from those projects require valuations which are more specialized in nature. The Company utilizes the markprovided by the manager which is a determination based in part on a combination of their specialized knowledge of the underlying asset, the currentpricing environment and market conditions. The Company considers these inputs to be unobservable and, therefore, treats the valuations as Level3 valuations.

The Company also considers a variety of significant valuation inputs in the valuation process, including dollar swap rates, interest rate volatilities,credit spread data on specific issuers, assumed default and default recovery rates, and certain probability assumptions. In obtaining these valuationinputs, the Company has determined that certain pricing assumptions and data used by the Company’s pricing sources are difficult to validate orcorroborate by the market and/or appear to be internally developed rather than observed in or corroborated by the market. The use of theseunobservable valuation inputs causes more subjectivity in the valuation process for these securities.

Deposit-type contracts are categorized under Level 3 fair value assessment given no readily available market values.

For the periods presented, the Company has not adjusted the quotes or prices it obtains from the pricing services and brokers it uses.

See A(4) for the description of valuation methodology for equity securities and derivatives.



Q07.7

D. Not Practicable to Estimate Fair Value

Type or Class of FinancialInstrument Carrying Value

Effective InterestRate

MaturityDate Explanation

Contract Loans $ 8,609,289 Various Various No readily available market data to estimateOther Invested Assets 50,000,000 2.75% 9/1/2022 No readily available market data to estimate

E. Not Applicable


(21) Other Items


(22) Events Subsequent

Subsequent events have been considered through 11/06/2019 for the statutory statement issued on 11/07/2019. There were no events occurringsubsequent to the end of the quarter that merited recognition or disclosure in this statement.

(23) Reinsurance


(24) Retrospectively Rated Contracts and Contracts Subject to Redetermination

A - D. Not applicable

E. The Company is not subject to the risk sharing provision of the Affordable Care Act.

(25) Change in Incurred Losses and Loss Adjustment Expenses

A. Changes in the liability for unpaid policy claims are presented using a constant yen/dollar exchange rate and summarized on a Schedule H basis asfollows:

September December2019 2018

Unpaid supplemental health claims – beginning of year $ 1,518,026,113 $ 3,763,319,410Add claims incurred during the year related to:

Current year 1,770,964,720 3,779,342,168Prior years (90,200,189) (282,289,626)

Total incurred 1,680,764,531 3,497,052,542Less claims paid during the year:

On claims incurred during current year 1,042,725,591 2,082,049,102On claims incurred during prior years 593,009,134 1,372,271,860

Total paid 1,635,734,725 3,454,320,962Effect of foreign exchange rate changes on unpaid claims 428,209 145,364,678Novation Transfer In — 15,042,195Unpaid supplemental health claims prior to Japan A&H transfer 1,563,484,128 3,966,457,863Japan A&H transfer out — 2,448,431,750Unpaid supplemental health claims - end of year 1,563,484,128 1,518,026,113Unpaid claims for life and other business prior to Japan Life transfer 24,855,541 189,769,016Japan Life transfer out — 164,964,017Total liability for unpaid policy claims $ 1,588,339,669 $ 1,542,831,112

Amounts shown for prior-year claims incurred during the year primarily result from actual claim settlements at less than the original estimates, whichincluded a provision for adverse deviation.

B. There were no significant changes in methods or assumptions.

(26) Intercompany Pooling Arrangements

Not applicable

(27) Structured Settlements

Not applicable

(28) Health Care Receivables

Not applicable


Q07.8

(29) Participating Policies


(30) Premium Deficiency Reserves

Not applicable

(31) Reserves for Life Contracts and Annuity Contracts


(32) Analysis of Annuity Actuarial Reserves and Deposit Type Liabilities by Withdrawal Characteristics


(33) Premium and Annuity Consideration Deferred and Uncollected


(34) Separate Accounts

Not applicable

(35) Loss/Claim Adjustment Expenses




Q07.9


Q08

GENERAL INTERROGATORIESPART 1 - COMMON INTERROGATORIES

GENERAL1.1 Did the reporting entity experience any material transactions requiring the filing of Disclosure of Material Transactions with the State of Domicile,

as required by the Model Act? Yes [ ] No [ X ]

1.2 If yes, has the report been filed with the domiciliary state? Yes [ ] No [ ]

2.1 Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of thereporting entity? Yes [ ] No [ X ]

2.2 If yes, date of change:

3.1 Is the reporting entity a member of an Insurance Holding Company System consisting of two or more affiliated persons, one or more of which is an insurer? Yes [ X ] No [ ]If yes, complete Schedule Y, Parts 1 and 1A.

3.2 Have there been any substantial changes in the organizational chart since the prior quarter end? Yes [ ] No [ X ]

3.3 If the response to 3.2 is yes, provide a brief description of those changes.

3.4 Is the reporting entity publicly traded or a member of a publicly traded group? Yes [ X ] No [ ]

3.5 If the response to 3.4 is yes, provide the CIK (Central Index Key) code issued by the SEC for the entity/group. 4977

4.1 Has the reporting entity been a party to a merger or consolidation during the period covered by this statement? Yes [ ] No [ X ]If yes, complete and file the merger history data file with the NAIC for the annual filing corresponding to this period.

4.2 If yes, provide name of entity, NAIC Company Code, and state of domicile (use two letter state abbreviation) for any entity that has ceased to exist as aresult of the merger or consolidation.

1 2 3

Name of Entity

NAICCompany

CodeState ofDomicile

0

5. If the reporting entity is subject to a management agreement, including third-party administrator(s), managing general agent(s), attorney-in-fact, orsimilar agreement, have there been any significant changes regarding the terms of the agreement or principals involved?If yes, attach an explanation. Yes [ ] No [X ] N/A [ ]

6.1 State as of what date the latest financial examination of the reporting entity was made or is being made. 12/31/2015

6.2 State the as of date that the latest financial examination report became available from either the state of domicile or the reporting entity. This dateshould be the date of the examined balance sheet and not the date the report was completed or released. 12/31/2015

6.3 State as of what date the latest financial examination report became available to other states or the public from either the state of domicile or thereporting entity. This is the release date or completion date of the examination report and not the date of the examination (balance sheet date). 01/05/2017

6.4 By what department or departments?

Nebraska

6.5 Have all financial statement adjustments within the latest financial examination report been accounted for in a subsequent financial statement filedwith Departments? Yes [ ] No [ ] N/A [ X ]

6.6 Have all of the recommendations within the latest financial examination report been complied with? Yes [ X ] No [ ] N/A [ ]

7.1 Has this reporting entity had any Certificates of Authority, licenses or registrations (including corporate registration, if applicable) suspended or revokedby any governmental entity during the reporting period? Yes [ ] No [ X ]

7.2 If yes, give full information:

8.1 Is the company a subsidiary of a bank holding company regulated with the Federal Reserve Board? Yes [ ] No [ X ]

8.2 If response to 8.1 is yes, please identify the name of the bank holding company.

8.3 Is the company affiliated with one or more banks, thrifts or securities firms? Yes [ ] No [ X ]

8.4 If the response to 8.3 is yes, please provide below the names and location (city and state of the main office) of any affiliates regulated by a federalregulatory services agency [i.e. the Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC), the Federal Deposit InsuranceCorporation (FDIC) and the Securities Exchange Commission (SEC)] and identify the affiliate’s primary federal regulator].

1 2 3 4 5 6Affiliate Name Location (City, State) FRB OCC FDIC SEC

9.1 Are the senior officers (principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similarfunctions) of the reporting entity subject to a code of ethics, which includes the following standards? Yes [ X ] No [ ]

(a) Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships;

(b) Full, fair, accurate, timely and understandable disclosure in the periodic reports required to be filed by the reporting entity;

(c) Compliance with applicable governmental laws, rules and regulations;

(d) The prompt internal reporting of violations to an appropriate person or persons identified in the code; and

(e) Accountability for adherence to the code.

9.11 If the response to 9.1 is No, please explain:

9.2 Has the code of ethics for senior managers been amended? Yes [ ] No [ X ]

9.21 If the response to 9.2 is Yes, provide information related to amendment(s).

9.3 Have any provisions of the code of ethics been waived for any of the specified officers? Yes [ ] No [ X ]

9.31 If the response to 9.3 is Yes, provide the nature of any waiver(s).


Q08.1


FINANCIAL10.1 Does the reporting entity report any amounts due from parent, subsidiaries or affiliates on Page 2 of this statement? Yes [ X ] No [ ]

10.2 If yes, indicate any amounts receivable from parent included in the Page 2 amount: $ 8,844,054

INVESTMENT11.1 Were any of the stocks, bonds, or other assets of the reporting entity loaned, placed under option agreement, or otherwise made available for

use by another person? (Exclude securities under securities lending agreements.) Yes [ X ] No [ ]

11.2 If yes, give full and complete information relating thereto:

As part of the Company's collateral requirements it has pledged $17 million for the middle market loan program and $834 million to FHLB as of September 30, 2019.

12. Amount of real estate and mortgages held in other invested assets in Schedule BA: $ 0

13. Amount of real estate and mortgages held in short-term investments: $ 0

14.1 Does the reporting entity have any investments in parent, subsidiaries and affiliates? Yes [ X ] No [ ]

14.2 If yes, please complete the following:1 2

Prior Year End Book/AdjustedCarrying Value

Current Quarter Book/AdjustedCarrying Value

14.21 Bonds $ 0 $ 014.22 Preferred Stock 0 014.23 Common Stock 310,148,521 303,490,02514.24 Short-Term Investments 0 014.25 Mortgage Loans on Real Estate 0 014.26 All Other 50,000,000 50,000,00014.27 Total Investment in Parent, Subsidiaries and Affiliates (Subtotal Lines 14.21 to 14.26) $ 360,148,521 $ 353,490,02514.28 Total Investment in Parent included in Lines 14.21 to 14.26 above $ 0 $ 0

15.1 Has the reporting entity entered into any hedging transactions reported on Schedule DB? Yes [ X ] No [ ]

15.2 If yes, has a comprehensive description of the hedging program been made available to the domiciliary state? Yes [ X ] No [ ]

If no, attach a description with this statement.

16. For the reporting entity's security lending program, state the amount of the following as of current statement date:

16.1 Total fair value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2: $ 434,842,936

16.2 Total book adjusted/carrying value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2: $ 434,857,690

16.3 Total payable for securities lending reported on the liability page: $ 434,857,690

17. Excluding items in Schedule E-Part 3-Special Deposits, real estate, mortgage loans and investments held physically in the reporting entity'soffices, vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held pursuant to acustodial agreement with a qualified bank or trust company in accordance with Section 1, III - General Examination Considerations, F. Outsourcingof Critical Functions, Custodial or Safekeeping Agreements of the NAIC Financial Condition Examiners Handbook? Yes [ X ] No [ ]

17.1 For all agreements that comply with the requirements of the NAIC Financial Condition Examiners Handbook, complete the following:1 2

Name of Custodian(s) Custodian AddressBank of New York Mellon One Wall Street, New York, NY 10286

17.2 For all agreements that do not comply with the requirements of the NAIC Financial Condition Examiners Handbook, provide the name,location and a complete explanation:

1 2 3Name(s) Location(s) Complete Explanation(s)

17.3 Have there been any changes, including name changes, in the custodian(s) identified in 17.1 during the current quarter? Yes [ ] No [ X ]

17.4 If yes, give full and complete information relating thereto:1 2 3 4

Old Custodian New CustodianDate ofChange Reason

17.5 Investment management – Identify all investment advisors, investment managers, broker/dealers, including individuals that have the authority to make investment decisions on behalfof the reporting entity. For assets that are managed internally by employees of the reporting entity, note as such ["…that have access to the investment accounts", "handlesecurities"].

1 2Name of Firm or Individual Affiliation

Aflac Asset Management LLC AAriel Investments LLC UGoldman Sachs Asset Management, L.P. UBarings LLC UPrincipal Real Estate Investors, LLC UVoya Investment Management Co. LLC UNXT Capital Investment Advisers, LLC UAcore Capital, LP UKohlberg Kravis Roberts & Co. L.P. UNB Alternatives Advisers LLC UJ.P. Morgan Investment Management Inc. U

17.5097 For those firms/individuals listed in the table for Question 17.5, do any firms/individuals unaffiliated with the reporting entity (i.e., designated with a "U")manage more than 10% of the reporting entity's assets? Yes [ ] No [ X ]

17.5098 For firms/individuals unaffiliated with the reporting entity (i.e., designated with a "U") listed in the table for Question 17.5, does the total assets undermanagement aggregate to more than 50% of the reporting entity's assets? Yes [ ] No [ X ]


Q08.2


17.6 For those firms or individuals listed in the table for 17.5 with an affiliation code of "A" (affiliated) or "U" (unaffiliated), provide the information for the table below.1 2 3 4 5

Central Registration DepositoryNumber Name of Firm or Individual Legal Entity Identifier (LEI) Registered With

InvestmentManagement

Agreement (IMA) FiledAflac Asset Management LLC 549300282HBRKF96QS61 Not registered DS

108211 Ariel Investments LLC 5493007TOVD6LN5SJS12 SEC NO107738 Goldman Sachs Asset Management,

L.P.CF5M58QA35CFPUX70H17 SEC NO

106006 Barings LLC ANDKRHQKPRRG4Q2KLR05 SEC NO109008 Principal Real Estate Investors, LLC 549300MQOXJ8V8FMMS34 SEC NO106494 Voya Investment Management Co.

LLCL1XJE5NM4QE6WXSI2J24 SEC NO

160569 NXT Capital Investment Advisers, LLC SEC NO175054 Acore Capital, LP SEC NO144533 Kohlberg Kravis Roberts & Co. L.P. K3NEK11EF7N3JVJE7V46 SEC NO149822 NB Alternatives Advisers LLC 549300DBQULCAC1K1E25 SEC NO107038 J.P. Morgan Investment Management

Inc.549300W78QHV4XMM6K69 SEC NO

18.1 Have all the filing requirements of the Purposes and Procedures Manual of the NAIC Investment Analysis Office been followed? Yes [ X ] No [ ]

18.2 If no, list exceptions:

19. By self-designating 5GI securities, the reporting entity is certifying the following elements for each self-designated 5GI security:a. Documentation necessary to permit a full credit analysis of the security does not exist or an NAIC CRP credit rating for an

FE or PL security is not available.b. Issuer or obligor is current on all contracted interest and principal payments.c. The insurer has an actual expectation of ultimate payment of all contracted interest and principal.Has the reporting entity self-designated 5GI securities? Yes [ ] No [ X ]

20. By self-designating PLGI securities, the reporting entity is certifying the following elements for each self-designated PLGI security:a. The security was purchased prior to January 1, 2018.b. The reporting entity is holding capital commensurate with the NAIC Designation reported for the security.c. The NAIC Designation was derived from the credit rating assigned by an NAIC CRP in its legal capacity as a NRSRO which is

shown on a current private letter rating held by the insurer and available for examination by state insurance regulators.d. The reporting entity is not permitted to share this credit rating of the PL security with the SVO.Has the reporting entity self-designated PLGI securities? Yes [ ] No [ X ]


Q09

GENERAL INTERROGATORIES (continued) PART 2 - LIFE AND ACCIDENT AND HEALTH COMPANIES/FRATERNAL BENEFIT SOCIETIES

Life and Accident and Health Companies/Fraternal Benefit Societies1. Report the statement value of mortgage loans at the end of this reporting period for the following categories:1.1 Long-term mortgages in good standing Amount

1.11 Farm mortgages........................................................................................................................................................................................................................ $..........................................01.12 Residential mortgages............................................................................................................................................................................................................... $..........................................01.13 Commercial mortgages............................................................................................................................................................................................................. $.....................1,192,560,9411.14 Total mortgages in good standing............................................................................................................................................................................................. $.....................1,192,560,941

1.2 Long-term mortgages in good standing with restructured terms1.21 Total mortgages in good standing with restructured terms........................................................................................................................................................ $..........................................0

1.3 Long-term mortgage loans upon which interest is overdue more than three months1.31 Farm mortgages........................................................................................................................................................................................................................ $..........................................01.32 Residential mortgages............................................................................................................................................................................................................... $..........................................01.33 Commercial mortgages............................................................................................................................................................................................................. $..........................................01.34 Total mortgages with interest overdue more than three months............................................................................................................................................... $..........................................0

1.4 Long-term mortgage loans in process of foreclosure1.41 Farm mortgages........................................................................................................................................................................................................................ $..........................................01.42 Residential mortgages............................................................................................................................................................................................................... $..........................................01.43 Commercial mortgages............................................................................................................................................................................................................. $..........................................01.44 Total mortgages in process of foreclosure................................................................................................................................................................................ $..........................................0

1.5 Total mortgage loans (Lines 1.14 + 1.21 + 1.34 + 1.44) (Page 2, Column 3, Lines 3.1 + 3.2) .......................................................................................................... $.....................1,192,560,9411.6 Long-term mortgages foreclosed, properties transferred to real estate in current quarter

1.61 Farm mortgages........................................................................................................................................................................................................................ $..........................................01.62 Residential mortgages............................................................................................................................................................................................................... $..........................................01.63 Commercial mortgages............................................................................................................................................................................................................. $..........................................01.64 Total mortgages foreclosed and transferred to real estate........................................................................................................................................................ $..........................................0

2. Operating Percentages:2.1 A&H loss percent....................................................................................................................................................................................................................... .........................................0.02.2 A&H cost containment percent.................................................................................................................................................................................................. .........................................0.02.3 A&H expense percent excluding cost containment expenses................................................................................................................................................... .........................................0.0

3.1 Do you act as a custodian for health savings accounts?...................................................................................................................................................................... Yes [ ] No [ X ]3.2 If yes, please provide the amount of custodial funds held as of the reporting date.............................................................................................................................. $..........................................03.3 Do you act as an administrator for health savings accounts?............................................................................................................................................................... Yes [ ] No [ X ]3.4 If yes, please provide the balance of the funds administered as of the reporting date......................................................................................................................... $..........................................04. Is the reporting entity licensed or chartered, registered, qualified, eligible or writing business in at least two states?......................................................................... Yes [ X ] No [ ]4.1 If no, does the reporting entity assume reinsurance business that covers risks residing in at least one state other than the state of domicile

of the reporting entity?.......................................................................................................................................................................................................................... Yes [ ] No [ ]

Fraternal Benefit Societies Only:5.1 In all cases where the reporting entity has assumed accident and health risks from another company, provisions should be made in this statement

on account of such reinsurance for reserve equal to that which the original company would have been required to establish had it retained therisks. Has this been done? Yes [ ] No [ ] N/A [ ]

5.2 If no, explain:

6.1 Does the reporting entity have outstanding assessments in the form of liens against policy benefits that have increased surplus? Yes [ ] No [ ]6.2 If yes, what is the date(s) of the original lien and the total outstanding balance of liens that remain in surplus?

Date Outstanding Lien Amount................................................................0


Q10

SCHEDULE S - CEDED REINSURANCE Showing All New Reinsurance Treaties - Current Year to Date

1 2 3 4 5 6 7 8 9

NAICCompany

Code ID NumberEffective

Date Name of ReinsurerDomiciliaryJurisdiction

Type ofReinsurance

CededType of

Reinsurer

CertifiedReinsurer Rating

(1 through 6)

Effective Dateof CertifiedReinsurer

Rating

NONE


Q11

SCHEDULE T - PREMIUMS AND ANNUITY CONSIDERATIONS Current Year to Date - Allocated by States and Territories

1 Direct Business OnlyLife Contracts 4 5 6 7

2 3

States, Etc.

ActiveStatus

(a)Life Insurance

PremiumsAnnuity

Considerations

A&H InsurancePremiums,

Including PolicyMembership and

Other FeesOther

ConsiderationsTotal Columns 2

through 5Deposit-Type

Contracts1. Alabama.......................................................................................AL ......L.... ...........7,600,911 .........................0 .........92,385,419 .......................0 ...........99,986,330 .....................02. Alaska..........................................................................................AK ......L.... ..............343,834 .........................0 ...........7,348,526 .......................0 .............7,692,360 .....................03. Arizona.........................................................................................AZ ......L.... ...........2,531,851 .........................0 .........50,878,722 .......................0 ...........53,410,573 .....................04. Arkansas.....................................................................................AR ......L.... ...........3,118,252 .........................0 .........46,833,285 .......................0 ...........49,951,537 .....................05. California.....................................................................................CA ......L.... .........20,950,903 .........................0 .......293,505,412 .......................0 .........314,456,315 .....................06. Colorado.....................................................................................CO ......L.... ...........2,122,375 .........................0 .........50,646,882 .......................0 ...........52,769,257 .....................07. Connecticut..................................................................................CT ......L.... ...........2,527,783 .........................0 .........34,675,073 .......................0 ...........37,202,856 .....................08. Delaware.....................................................................................DE ......L.... ..............877,969 .........................0 .........10,806,082 .......................0 ...........11,684,051 .....................09. District of Columbia.....................................................................DC ......L.... ..............169,422 .........................0 ...........8,222,482 .......................0 .............8,391,904 .....................010. Florida..........................................................................................FL ......L.... .........11,118,422 .........................0 .......246,951,298 .......................0 .........258,069,720 .....................011. Georgia.......................................................................................GA ......L.... .........10,098,841 .........................0 .......145,170,660 .......................0 .........155,269,501 .....................012. Hawaii...........................................................................................HI ......L.... ..............741,699 .........................0 .........26,215,603 .......................0 ...........26,957,302 .....................013. Idaho.............................................................................................ID ......L.... ..............530,828 .........................0 .........24,497,659 .......................0 ...........25,028,487 .....................014. Illinois.............................................................................................IL ......L.... ...........4,295,876 .........................0 .........97,160,712 .......................0 .........101,456,588 .....................015. Indiana..........................................................................................IN ......L.... ...........3,561,470 .........................0 .........72,563,082 .......................0 ...........76,124,552 .....................016. Iowa...............................................................................................IA ......L.... ...........1,465,668 .........................0 .........46,658,041 .......................0 ...........48,123,709 .....................017. Kansas.........................................................................................KS ......L.... ...........2,159,381 .........................0 .........45,665,006 .......................0 ...........47,824,387 .....................018. Kentucky......................................................................................KY ......L.... ...........2,954,907 .........................0 .........51,589,562 .......................0 ...........54,544,469 .....................019. Louisiana......................................................................................LA ......L.... ...........6,858,932 .........................0 .........82,422,921 .......................0 ...........89,281,853 .....................020. Maine..........................................................................................ME ......L.... ..............513,326 .........................0 .........12,911,658 .......................0 ...........13,424,984 .....................021. Maryland.....................................................................................MD ......L.... ...........2,788,844 .........................0 .........79,587,914 .......................0 ...........82,376,758 .....................022. Massachusetts............................................................................MA ......L.... ...........5,493,634 .........................0 .........43,933,022 .......................0 ...........49,426,656 .....................023. Michigan.......................................................................................MI ......L.... ...........4,777,196 .........................0 .......112,064,180 .......................0 .........116,841,376 .....................024. Minnesota...................................................................................MN ......L.... ...........2,831,237 .........................0 .........49,710,128 .......................0 ...........52,541,365 .....................025. Mississippi...................................................................................MS ......L.... ...........5,591,492 .........................0 .........66,070,890 .......................0 ...........71,662,382 .....................026. Missouri......................................................................................MO ......L.... ...........3,033,106 .........................0 .........75,767,434 .......................0 ...........78,800,540 .....................027. Montana......................................................................................MT ......L.... ..............721,623 .........................0 .........21,056,417 .......................0 ...........21,778,040 .....................028. Nebraska.....................................................................................NE ......L.... ..............756,225 .........................0 .........35,569,855 .......................0 ...........36,326,080 .....................029. Nevada........................................................................................NV ......L.... ...........1,336,547 .........................0 .........33,990,143 .......................0 ...........35,326,690 .....................030. New Hampshire..........................................................................NH ......L.... ..............945,920 .........................0 .........15,546,473 .......................0 ...........16,492,393 .....................031. New Jersey..................................................................................NJ ......L.... ...........4,147,833 .........................0 .........82,877,544 .......................0 ...........87,025,377 .....................032. New Mexico................................................................................NM ......L.... ...........1,844,680 .........................0 .........22,342,615 .......................0 ...........24,187,295 .....................033. New York.....................................................................................NY ......N... ..............280,871 .........................0 ...........4,527,079 .......................0 .............4,807,950 .....................034. North Carolina.............................................................................NC ......L.... ...........8,798,780 .........................0 .......121,464,300 .......................0 .........130,263,080 .....................035. North Dakota...............................................................................ND ......L.... ...........1,053,921 .........................0 .........39,003,149 .......................0 ...........40,057,070 .....................036. Ohio.............................................................................................OH ......L.... ...........6,143,121 .........................0 .........85,082,183 .......................0 ...........91,225,304 .....................037. Oklahoma....................................................................................OK ......L.... ...........2,321,861 .........................0 .........48,310,855 .......................0 ...........50,632,716 .....................038. Oregon........................................................................................OR ......L.... ...........1,369,363 .........................0 .........49,182,437 .......................0 ...........50,551,800 .....................039. Pennsylvania...............................................................................PA ......L.... ...........7,426,111 .........................0 .......146,422,233 .......................0 .........153,848,344 .....................040. Rhode Island................................................................................RI ......L.... ..............831,309 .........................0 .........13,139,755 .......................0 ...........13,971,064 .....................041. South Carolina............................................................................SC ......L.... ...........4,673,913 .........................0 .........50,814,986 .......................0 ...........55,488,899 .....................042. South Dakota..............................................................................SD ......L.... ...........1,320,202 .........................0 .........46,550,794 .......................0 ...........47,870,996 .....................043. Tennessee...................................................................................TN ......L.... ...........5,082,271 .........................0 .........93,885,000 .......................0 ...........98,967,271 .....................044. Texas...........................................................................................TX ......L.... .........19,198,517 .........................0 .......269,305,440 .......................0 .........288,503,957 .....................045. Utah.............................................................................................UT ......L.... ..............463,608 .........................0 .........15,260,006 .......................0 ...........15,723,614 .....................046. Vermont.......................................................................................VT ......L.... ..............389,392 .........................0 ...........8,136,752 .......................0 .............8,526,144 .....................047. Virginia.........................................................................................VA ......L.... ...........4,920,495 .........................0 .......107,980,145 .......................0 .........112,900,640 .....................048. Washington................................................................................WA ......L.... ...........2,109,129 .........................0 .........64,101,800 .......................0 ...........66,210,929 .....................049. West Virginia..............................................................................WV ......L.... ...........1,265,531 .........................0 .........17,637,490 .......................0 ...........18,903,021 .....................050. Wisconsin.....................................................................................WI ......L.... ...........3,171,894 .........................0 .........46,061,316 .......................0 ...........49,233,210 .....................051. Wyoming.....................................................................................WY ......L.... ..............303,138 .........................0 .........10,813,174 .......................0 ...........11,116,312 .....................052. American Samoa.........................................................................AS ......L.... ..................2,694 .........................0 ................15,777 .......................0 ..................18,471 .....................053. Guam..........................................................................................GU ......L.... ..............879,732 .........................0 .........12,900,350 .......................0 ...........13,780,082 .....................054. Puerto Rico..................................................................................PR ......L.... ..............517,898 .........................0 .........43,157,545 .......................0 ...........43,675,443 .....................055. US Virgin Islands..........................................................................VI ......L.... ..............547,098 .........................0 ...........7,614,988 .......................0 .............8,162,086 .....................056. Northern Mariana Islands...........................................................MP ......L.... ..................2,833 .........................0 ................50,611 .......................0 ..................53,444 .....................057. Canada.....................................................................................CAN ......N... .........................0 .........................0 .........................0 .......................0 ...........................0 .....................058. Aggregate Other Alien................................................................OT ..XXX.. ..................3,202 .........................0 ................67,767 .......................0 ..................70,969 .....................059. Subtotal............................................................................................ ..XXX.. .......191,887,871 .........................0 ....3,387,110,632 .......................0 ......3,578,998,503 .....................090. Reporting entity contributions for employee benefit plans.............. ..XXX.. ................20,996 .........................0 ...........3,096,061 .......................0 .............3,117,057 .....................091. Dividends or refunds applied to purchase paid-up

additions and annuities.................................................................... ..XXX.. .......................76 .........................0 .........................0 .......................0 .........................76 .....................092. Dividends or refunds applied to shorten endowment or

premium paying period.................................................................... ..XXX.. .........................0 .........................0 .........................0 .......................0 ...........................0 .....................093. Premium or annuity considerations waived under disability

or other contract provisions.............................................................. ..XXX.. ..............436,074 .........................0 .........19,163,674 .......................0 ...........19,599,748 .....................094. Aggregate other amounts not allocable by State............................ ..XXX.. .........................0 .........................0 .........................0 .......................0 ...........................0 .....................095. Totals (Direct Business)................................................................... ..XXX.. .......192,345,017 .........................0 ....3,409,370,367 .......................0 ......3,601,715,384 .....................096. Plus Reinsurance Assumed............................................................. ..XXX.. ..................5,865 .........................0 .......319,515,253 .......................0 .........319,521,118 .....................097. Totals (All Business)......................................................................... ..XXX.. .......192,350,882 .........................0 ....3,728,885,620 .......................0 ......3,921,236,502 .....................098. Less Reinsurance Ceded................................................................. ..XXX.. ...........4,498,098 .........................0 .........................0 .......................0 .............4,498,098 .....................099. Totals (All Business) less Reinsurance Ceded............................... ..XXX.. .......187,852,784 .........................0 ....3,728,885,620 .......................0 ......3,916,738,404 .....................0

DETAILS OF WRITE-INS58001. HND Hong Kong.............................................................................. ..XXX.. .........................0 .........................0 ................47,682 .......................0 ..................47,682 .....................058002. PLW Palau....................................................................................... ..XXX.. ..................2,933 .........................0 ................15,363 .......................0 ..................18,296 .....................058003. ZZZ Other......................................................................................... ..XXX.. .....................269 .........................0 ..................4,722 .......................0 ....................4,991 .....................058998. Summary of remaining write-ins for line 58 from overflow page..... ..XXX.. .........................0 .........................0 .........................0 .......................0 ...........................0 .....................058999. Total (Lines 58001 thru 58003 plus 58998) (Line 58 above).......... ..XXX.. ..................3,202 .........................0 ................67,767 .......................0 ..................70,969 .....................09401. .......................................................................................................... ..XXX.. .........................0 .........................0 .........................0 .......................0 ...........................0 .....................09402. .......................................................................................................... ..XXX.. .........................0 .........................0 .........................0 .......................0 ...........................0 .....................09403. .......................................................................................................... ..XXX.. .........................0 .........................0 .........................0 .......................0 ...........................0 .....................09498. Summary of remaining write-ins for line 94 from overflow page..... ..XXX.. .........................0 .........................0 .........................0 .......................0 ...........................0 .....................09499. Total (Lines 9401 thru 9403 plus 9498) (Line 94 above)................ ..XXX.. .........................0 .........................0 .........................0 .......................0 ...........................0 .....................0

(a) Active Status CountL - Licensed or Chartered - Licensed insurance carrier or domiciled RRG...................................... 55 R - Registered - Non-domiciled RRGs............................................ 0E - Eligible - Reporting entities eligible or approved to write surplus lines in the state ................... 0 Q - Qualified - Qualified or accredited reinsurer............................. 0

N - None of the above - Not allowed to write business in the state 2

SCHEDULE Y - INFORMATION CONCERNING ACTIVITIES OF INSURER MEMBERS OF A HOLDING

COMPANY GROUP

PART 1 - ORGANIZATIONAL CHART

AFLAC INCORPORATED 58-1167100

Aflac International, Inc. 58-1967921

Aflac Information Technology, Inc. 58-1870664

American Family Life Assurance Company of Columbus (Aflac) (NE)* 82-2723296 NAIC #60380

American Family Life Assurance Company of New York (NY)* 52-0807803 NAIC #60526

Aflac Asset Management LLC 82-1073641

Aflac Asset Management Japan Ltd. [ Japan ]

Global Alternatives Fund SPC [ Cayman Islands ] FEIN Pending

Aflac Corporate Ventures LLC 81-4106395

Aflac Ventures LLC 81-4116797

Aflac Ventures Seed Fund LLC 83-3332797

Aflac Ventures Labs LLC 83-3350565

Aflac Innovation Partners G.K. [ Japan ] 98-1477422

Empoweredbenefits, LLC 56-2221099

Empowered.Insure LLC 84-2023213

Aflac InfoSec Services LLC 84-2027603

Aflac Benefits Advisors, Inc. 45-4133319

Communicorp, Inc. 58-1442547

Continental American Insurance Company (NE)* 57-0514130 NAIC #71730

Continental American Group, LLC 57-0753507

Aflac Holdings LLC 81-4810622

Aflac Life Insurance Japan Ltd. [ Japan ]* 58-0663085

Octagon Delaware Trust 58-0663085

Apollo AF Loan Trust 58-0663085

Global Investment Fund I 58-0663085

Tsusan Co., Ltd. [ Japan ]

Aflac Insurance Services Co., Ltd. [ Japan ]

Aflac Payment Services Co., Ltd. [ Japan ]

Aflac Heartful Services Co., Ltd. [ Japan ]**

Global Alternatives Trust I [ Cayman Islands ]*** FEIN Pending

Tier One Insurance Company (NE)* 23-2850522 NAIC #92908

NIO Innovative Technologies Ltd. 98-1460336

* Denotes insurer** 80% owned by Aflac Life Insurance Japan Ltd.

10% owned by Aflac Insurance Services Co., Ltd., and10% owned by Aflac Payment Services Co., Ltd.

*** 90% owned by Aflac Life Insurance Japan Ltd.10% American Family Life Assurance Company of Columbus


Q12


Q13

SCHEDULE YPART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16Name of Type of

Securities ControlExchange (Ownership Is anif Publicly Board, If Control is SCA

NAIC Traded Names of Relationship Management, Ownership FilingGroup Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Required?Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) (Y/N) *Members000.. ............................................... 00000... 58-1167100.. ................0 ..........4977 NYSE, TKSE.... AFLAC INCORPORATED.................................. GA............. UDP.............. N/A................................................................... Board................. ........0.000 ......................................................................... ......N....... 0...........000.. ............................................... 00000... 58-1967921.. ................0 ................0 ......................... Aflac International, Inc........................................ GA............. NIA............... Aflac Incorporated............................................ Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... ..................... ................0 ................0 ......................... Aflac Insurance Services Co., Ltd. (Japan)........ JPN........... NIA............... Aflac Life Insurance Japan Ltd. (Japan)........... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... ..................... ................0 ................0 ......................... Aflac Payment Services Co., Ltd. (Japan).......... JPN........... NIA............... Aflac Life Insurance Japan Ltd. (Japan)........... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... ..................... ................0 ................0 ......................... Aflac Heartful Services Co., Ltd. (Japan)........... JPN........... NIA............... Aflac Life Insurance Japan Ltd. (Japan)........... Ownership......... ......80.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 58-1870664.. ................0 ................0 ......................... Aflac Information Technology, Inc...................... GA............. NIA............... Aflac Incorporated............................................ Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........

370..American Family LifeAssurance Company 60380... 82-2723296.. ................0 ................0 .........................

American Family Life Assurance Company ofColumbus (Aflac) NE............. RE................ Aflac Incorporated............................................ Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........

370..American Family LifeAssurance Company 60526... 52-0807803.. ................0 ................0 .........................

American Family Life Assurance Company ofNew York NY............. DS................

American Family Life Assurance Company ofColumbus (Aflac) Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........

000.. ............................................... 00000... 58-0663085.. ................0 ................0 ......................... Octagon Delaware Trust.................................... DE............. NIA............... Aflac Life Insurance Japan Ltd. (Japan)........... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 58-0663085.. ................0 ................0 ......................... Apollo AF Loan Trust.......................................... DE............. NIA............... Aflac Life Insurance Japan Ltd. (Japan)........... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 58-0663085.. ................0 ................0 ......................... Global Investment Fund I................................... DE............. NIA............... Aflac Life Insurance Japan Ltd. (Japan)........... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 82-1073641.. ................0 ................0 ......................... Aflac Asset Management LLC............................ DE............. NIA............... Aflac Incorporated............................................ Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... ..................... ................0 ................0 ......................... Aflac Asset Management Japan Ltd. (Japan).... JPN........... NIA............... Aflac Asset Management LLC.......................... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 81-4106395.. ................0 ................0 ......................... Aflac Corporate Ventures LLC........................... DE............. NIA............... Aflac Incorporated............................................ Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 81-4116797.. ................0 ................0 ......................... Aflac Ventures LLC............................................ DE............. NIA............... Aflac Corporate Ventures LLC......................... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 56-2221099.. ................0 ................0 ......................... Empoweredbenefits, LLC................................... NC............. NIA............... Aflac Corporate Ventures LLC......................... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 45-4133319.. ................0 ................0 ......................... Aflac Benefits Advisors, Inc................................ GA............. NIA............... Aflac Incorporated............................................ Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 58-1442547.. ................0 ................0 ......................... Communicorp, Inc.............................................. GA............. NIA............... Aflac Incorporated............................................ Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........

370..American Family LifeAssurance Company 71730... 57-0514130.. ................0 ................0 ......................... Continental American Insurance Company ....... NE............. IA.................. Aflac Incorporated............................................ Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........

000.. ............................................... 00000... 57-0753507.. ................0 ................0 ......................... Continental American Group, LLC..................... GA............. NIA............... Continental American Insurance Company ..... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 81-4810622.. ................0 ................0 ......................... Aflac Holdings LLC............................................. NE............. NIA............... Aflac Incorporated............................................ Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 58-0663085.. ................0 ................0 ......................... Aflac Life Insurance Japan Ltd. (Japan)............. JPN........... IA.................. Aflac Holdings LLC........................................... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........

370..American Family LifeAssurance Company 92908... 23-2850522.. ................0 ................0 ......................... Tier One Insurance Company ........................... NE............. IA.................. Aflac Incorporated............................................ Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........

000.. ............................................... 00000... 98-1460336.. ................0 ................0 ......................... NIO Innovative Technologies Ltd....................... GBR.......... NIA............... Aflac Incorporated............................................ Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 83-3332797.. ................0 ................0 ......................... Aflac Ventures Seed Fund LLC.......................... DE............. NIA............... Aflac Corporate Ventures LLC......................... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 83-3350565.. ................0 ................0 ......................... Aflac Ventures Labs LLC.................................... DE............. NIA............... Aflac Corporate Ventures LLC......................... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 84-2023213.. ................0 ................0 ......................... Empowered.Insure LLC...................................... NC............. NIA............... Aflac Corporate Ventures LLC......................... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... 84-2027603.. ................0 ................0 ......................... Aflac InfoSec Services LLC................................ DE............. NIA............... Aflac Corporate Ventures LLC......................... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... ..................... ................0 ................0 ......................... Tsusan Co., Ltd.................................................. JPN........... NIA............... Aflac Life Insurance Japan Ltd. (Japan)........... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........


Q13.1

SCHEDULE YPART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16Name of Type of

Securities ControlExchange (Ownership Is anif Publicly Board, If Control is SCA

NAIC Traded Names of Relationship Management, Ownership FilingGroup Group Company ID Federal (U.S. or Parent, Subsidiaries Domiciliary to Reporting Directly Controlled by Attorney-in-Fact, Provide Ultimate Controlling Required?Code Name Code Number RSSD CIK International) or Affiliates Location Entity (Name of Entity/Person) Influence, Other) Percentage Entity(ies)/Person(s) (Y/N) *000.. ............................................... 00000... 98-1477422.. ................0 ................0 ......................... Aflac Innovation Partners G.K............................ JPN........... NIA............... Aflac Corporate Ventures LLC......................... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... PENDING..... ................0 ................0 ......................... Global Alternatives Fund SPC............................ CYM.......... NIA............... Aflac Asset Management LLC.......................... Ownership......... ....100.000 Aflac Incorporated............................................ ......N....... 0...........000.. ............................................... 00000... PENDING..... ................0 ................0 ......................... Global Alternatives Trust I.................................. CYM.......... NIA............... Aflac Life Insurance Japan Ltd. (Japan)........... Ownership......... ......90.000 Aflac Incorporated............................................ ......N....... 0...........


Q14

SUPPLEMENTAL EXHIBITS AND SCHEDULES INTERROGATORIESThe following supplemental reports are required to be filed as part of your statement filing. However, in the event that your company does not transact the type ofbusiness for which the special report must be filed, your response of NO to the specific interrogatory will be accepted in lieu of filing a "NONE" report and a bar codewill be printed below. If the supplement is required of your company but is not being filed for whatever reason, enter SEE EXPLANATION and provide anexplanation following the interrogatory questions.

Response

1. Will the Trusteed Surplus Statement be filed with the state of domicile and the NAIC with this statement? NO

2. Will the Medicare Part D Coverage Supplement be filed with the state of domicile and the NAIC with this statement? NO

3. Will the Reasonableness of Assumptions Certification required by Actuarial Guideline XXXV be filed with the state of domicile and electronicallywith the NAIC? NO

4. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXV be filed with the state of domicileand electronically with the NAIC? NO

5. Will the Reasonableness of Assumptions Certification for Implied Guaranteed Rate Method required by Actuarial Guideline XXXVI be filed withthe state of domicile and electronically with the NAIC? NO

6. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI (Updated Average Market Value)be filed with the state of domicile and electronically with the NAIC? NO

7. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI (Updated Market Value) be filedwith the state of domicile and electronically with the NAIC? NO

8. Will the Life PBR Statement of Exemption be filed with the state of domicile by July 1st and electronically with the NAIC with the secondquarterly filing per the Valuation Manual (by August 15)? (2nd Quarterly Only). The response for 1st and 3rd quarters should be N/A.A NO response resulting with a barcode is only appropriate in the 2nd quarter. N/A

Explanations:1. The data for this supplement is not required to be filed.2. The data for this supplement is not required to be filed.3. The data for this supplement is not required to be filed.4. The data for this supplement is not required to be filed.5. The data for this supplement is not required to be filed.6. The data for this supplement is not required to be filed.7. The data for this supplement is not required to be filed.8. Not Applicable for 1st and 3rd Quarters

Bar Code:

*60380201949000003* *60380201944700003*

*60380201936500003* *60380201944800003*

*60380201944500003* *60380201944900003*

*60380201944600003*


Q15

Overflow Page for Write-Ins

Additional Write-ins for Assets:Current Statement Date 4

1 2 3Net Admitted December 31,

Nonadmitted Assets Prior Year NetAssets Assets (Cols. 1 - 2) Admitted Assets

2504. Prepaid expenses..................................................................................................................... ....................9,657,150 ....................9,657,150 ..................................0 ..................................02505. Other assets............................................................................................................................. ....................5,422,571 ....................5,422,571 ..................................0 ..................................02506. Refundable deposits................................................................................................................. .......................137,292 .......................137,292 ..................................0 ..................................02597. Summary of remaining write-ins for Line 25............................................................................. ..................15,217,013 ..................15,217,013 ..................................0 ..................................0Additional Write-ins for Summary of Operations:

1 2 3Current Prior Prior Year Ended

Year to Date Year to Date December 3108.304. Interest on agents' balances.......................................................................................................................................... .....................724,911 .....................719,875 .....................967,32608.305. Gain/(loss) on disposal of equipment............................................................................................................................ .....................723,919 ....................(184,488) ....................(369,589)08.306. Realized foreign exchange gain/(loss).......................................................................................................................... .................(3,354,460) ...............(18,249,764) ...............(20,584,408)08.397. Summary of remaining write-ins for Line 8.3................................................................................................................. .................(1,905,630) ...............(17,714,377) ...............(19,986,671)


QSI01

SCHEDULE A - VERIFICATION Real Estate

1 2Prior Year Ended

Year to Date December 311. Book/adjusted carrying value, December 31 of prior year....................................................................................................... ...................................11,520,838 .................................207,589,0942. Cost of acquired:

2.1 Actual cost at time of acquisition...................................................................................................................................... ...................................................0 ...................................................02.2 Additional investment made after acquisition................................................................................................................... .....................................1,564,139 .....................................1,360,521

3. Current year change in encumbrances................................................................................................................................... ...................................................0 ....................................(1,825,931)4. Total gain (loss) on disposals.................................................................................................................................................. ...................................................0 ...................................................05. Deduct amounts received on disposals................................................................................................................................... ...................................................0 .................................205,113,6916. Total foreign exchange change in book/adjusted carrying value............................................................................................. ...................................................0 ...................................12,350,7487. Deduct current year's other-than-temporary impairment recognized...................................................................................... ...................................................0 ...................................................08. Deduct current year's depreciation.......................................................................................................................................... .....................................1,628,750 .....................................2,839,9039. Book/adjusted carrying value at end of current period (Lines 1+2+3+4-5+6-7-8)................................................................... ...................................11,456,227 ...................................11,520,838

10. Deduct total nonadmitted amounts.......................................................................................................................................... ...................................................0 ...................................................011. Statement value at end of current period (Line 9 minus Line 10)............................................................................................ ...................................11,456,227 ...................................11,520,838

SCHEDULE B - VERIFICATION Mortgage Loans

1 2Prior Year Ended

Year to Date December 311. Book value/recorded investment excluding accrued interest, December 31 of prior year....................................................... ..............................1,060,194,153 .................................391,628,9132. Cost of acquired:

2.1 Actual cost at time of acquisition...................................................................................................................................... .................................462,213,118 ..............................1,272,155,3202.2 Additional investment made after acquisition................................................................................................................... ...................................25,854,844 ...................................26,054,344

3. Capitalized deferred interest and other................................................................................................................................... ........................................497,669 .....................................1,383,1154. Accrual of discount.................................................................................................................................................................. ........................................628,054 ........................................459,7025. Unrealized valuation increase (decrease)............................................................................................................................... ...................................................0 ...................................................06. Total gain (loss) on disposals.................................................................................................................................................. .........................................(48,648) ...........................................(5,036)7. Deduct amounts received on disposals................................................................................................................................... .................................356,500,060 .................................631,089,1538. Deduct amortization of premium and mortgage interest points and commitment fees............................................................ ........................................278,189 ........................................407,9259. Total foreign exchange change in book value/recorded investment excluding accrued interest............................................. ...................................................0 ..........................................14,87310. Deduct current year's other-than-temporary impairment recognized...................................................................................... ...................................................0 ...................................................011. Book value/recorded investment excluding accrued interest at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)......... ..............................1,192,560,941 ..............................1,060,194,15312. Total valuation allowance........................................................................................................................................................ ...................................................0 ...................................................013. Subtotal (Line 11 plus Line 12)................................................................................................................................................ ..............................1,192,560,941 ..............................1,060,194,15314. Deduct total nonadmitted amounts.......................................................................................................................................... ...................................................0 ...................................................015. Statement value at end of current period (Line 13 minus Line 14).......................................................................................... ..............................1,192,560,941 ..............................1,060,194,153

SCHEDULE BA - VERIFICATION Other Long-Term Invested Assets

1 2Prior Year Ended

Year to Date December 311. Book/adjusted carrying value, December 31 of prior year....................................................................................................... .................................362,622,443 .................................404,219,6132. Cost of acquired:

2.1 Actual cost at time of acquisition...................................................................................................................................... ........................................112,500 ...................................10,000,0002.2 Additional investment made after acquisition................................................................................................................... ...................................10,258,545 ...................................92,498,860

3. Capitalized deferred interest and other................................................................................................................................... ...................................................0 ...................................................04. Accrual of discount.................................................................................................................................................................. ........................................161,648 ........................................204,2435. Unrealized valuation increase (decrease)............................................................................................................................... .....................................2,845,207 .....................................2,778,2756. Total gain (loss) on disposals.................................................................................................................................................. ...................................................0 ..........................................39,9837. Deduct amounts received on disposals................................................................................................................................... .....................................1,270,132 .................................146,163,4508. Deduct amortization of premium and depreciation.................................................................................................................. ........................................749,457 ........................................955,0819. Total foreign exchange change in book/adjusted carrying value............................................................................................. ...................................................0 ...................................................010. Deduct current year's other-than-temporary impairment recognized...................................................................................... ...................................................0 ...................................................011. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)......................................................... .................................373,980,754 .................................362,622,44312. Deduct total nonadmitted amounts.......................................................................................................................................... ...................................................0 ...................................................013. Statement value at end of current period (Line 11 minus Line 12).......................................................................................... .................................373,980,754 .................................362,622,443

SCHEDULE D - VERIFICATION Bonds and Stocks

1 2Prior Year Ended

Year to Date December 311. Book/adjusted carrying value of bonds and stocks, December 31 of prior year...................................................................... ............................10,834,041,471 ..........................109,308,804,6302. Cost of bonds and stocks acquired......................................................................................................................................... ..............................1,068,356,431 ..............................6,719,673,9743. Accrual of discount.................................................................................................................................................................. .....................................5,206,230 ...................................11,842,1984. Unrealized valuation increase (decrease)............................................................................................................................... ....................................(1,130,583) ................................(295,761,348)5. Total gain (loss) on disposals.................................................................................................................................................. ...................................13,750,257 ..................................(29,395,762)6. Deduct consideration for bonds and stocks disposed of......................................................................................................... .................................621,975,840 ..........................109,803,175,9727. Deduct amortization of premium.............................................................................................................................................. ...................................11,987,187 ...................................40,505,5238. Total foreign exchange change in book/adjusted carrying value............................................................................................. ...................................................0 ..............................4,983,141,7089. Deduct current year's other-than-temporary impairment recognized...................................................................................... .....................................3,113,436 ...................................30,930,05210. Total investment income recognized as a result of prepayment penalties and/or acceleration fees....................................... ............................................1,990 ...................................10,347,61811. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9+10)......................................................... ............................11,283,149,333 ............................10,834,041,47112. Deduct total nonadmitted amounts.......................................................................................................................................... ...................................................0 ...................................................013. Statement value at end of current period (Line 11 minus Line 12).......................................................................................... ............................11,283,149,333 ............................10,834,041,471


QSI02

SCHEDULE D - PART 1B Showing the Acquisitions, Dispositions and Non-Trading Activity

During the Current Quarter for all Bonds and Preferred Stock by NAIC Designation1 2 3 4 5 6 7 8

Book/Adjusted Carrying Acquisitions Dispositions Non-Trading Activity Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying Book/Adjusted Carrying Value Beginning During During During Value End of Value End of Value End of Value December 31

NAIC Designation of Current Quarter Current Quarter Current Quarter Current Quarter First Quarter Second Quarter Third Quarter Prior Year

BONDS

1. NAIC 1 (a)................................................................................................... .......................5,690,046,844 ............................33,862,807 ..........................138,426,739 .............................(1,527,172) .......................5,406,747,034 .......................5,690,046,844 .......................5,583,955,740 .......................4,910,750,378

2. NAIC 2 (a)................................................................................................... .......................4,388,245,838 ............................13,957,567 ............................31,271,911 ...........................(29,625,803) .......................4,447,938,367 .......................4,388,245,838 .......................4,341,305,691 .......................4,497,161,812

3. NAIC 3 (a)................................................................................................... ..........................624,868,134 ............................31,622,354 ............................20,249,300 ............................12,840,594 ..........................599,608,867 ..........................624,868,134 ..........................649,081,782 ..........................565,675,083

4. NAIC 4 (a)................................................................................................... ..........................280,327,463 ..............................9,109,856 ............................18,617,391 ..............................5,525,859 ..........................278,669,737 ..........................280,327,463 ..........................276,345,787 ..........................369,185,272

5. NAIC 5 (a)................................................................................................... ............................19,381,968 .................................999,934 ..............................1,258,328 ..............................7,043,168 ............................22,410,205 ............................19,381,968 ............................26,166,742 ............................20,756,914

6. NAIC 6 (a)................................................................................................... ..............................1,211,887 ............................................0 ............................................0 .................................279,412 ..............................1,214,770 ..............................1,211,887 ..............................1,491,299 ............................47,938,063

7. Total Bonds................................................................................................. .....................11,004,082,134 ............................89,552,518 ..........................209,823,669 .............................(5,463,942) .....................10,756,588,980 .....................11,004,082,134 .....................10,878,347,041 .....................10,411,467,522

PREFERRED STOCK

8. NAIC 1........................................................................................................ ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0

9. NAIC 2........................................................................................................ ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0

10. NAIC 3........................................................................................................ ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0

11. NAIC 4........................................................................................................ ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0

12. NAIC 5........................................................................................................ ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0

13. NAIC 6........................................................................................................ ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0

14. Total Preferred Stock.................................................................................. ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0 ............................................0

15. Total Bonds and Preferred Stock................................................................. .....................11,004,082,134 ............................89,552,518 ..........................209,823,669 .............................(5,463,942) .....................10,756,588,980 .....................11,004,082,134 .....................10,878,347,041 .....................10,411,467,522(a) Book/Adjusted Carrying Value column for the end of the current reporting period includes the following amount of short-term and cash equivalent bonds by NAIC designation:

NAIC 1 $............0; NAIC 2 $............0; NAIC 3 $............0; NAIC 4 $............0; NAIC 5 $............0; NAIC 6 $............0.


QSI03

SCHEDULE DA - PART 1 Short-Term Investments

1 2 3 4 5Book/Adjusted Actual Interest Collected Paid for Accrued InterestCarrying Value Par Value Cost Year To Date Year To Date

9199999......................................... .............................................0 ....................XXX..................... .............................................0 .............................................0 .............................................0NONE

SCHEDULE DA - VERIFICATION Short-Term Investments

1 2Prior Year Ended

Year To Date December 31

1. Book/adjusted carrying value, December 31 of prior year................................................................................................. ......................................................0 ......................................................0

2. Cost of short-term investments acquired........................................................................................................................... ......................................................0 ......................................................0

3. Accrual of discount............................................................................................................................................................. ......................................................0 ......................................................0

4. Unrealized valuation increase (decrease).......................................................................................................................... ......................................................0 ......................................................0

5. Total gain (loss) on disposals............................................................................................................................................ ......................................................0 ......................................................0

6. Deduct consideration received on disposals...................................................................................................................... ......................................................0 ......................................................0

7. Deduct amortization of premium........................................................................................................................................ ......................................................0 ......................................................0

8. Total foreign exchange change in book/adjusted carrying value....................................................................................... ......................................................0 ......................................................0

9. Deduct current year's other-than-temporary impairment recognized................................................................................. ......................................................0 ......................................................0

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)......................................................... ......................................................0 ......................................................0

11. Deduct total nonadmitted amounts.................................................................................................................................... ......................................................0 ......................................................0

12. Statement value at end of current period (Line 10 minus Line 11).................................................................................... ......................................................0 ......................................................0

NONE


QSI04

SCHEDULE DB - PART A - VERIFICATION Options, Caps, Floors, Collars, Swaps and Forwards

1. Book/adjusted carrying value, December 31, prior year (Line 9, prior year).............................................................................................................................................. 0

2. Cost paid/(consideration received) on additions........................................................................................................................................................................................ 0

3. Unrealized valuation increase/(decrease).................................................................................................................................................................................................. (111,727)

4. Total gain (loss) on termination recognized............................................................................................................................................................................................... 0

5. Considerations received/(paid) on terminations......................................................................................................................................................................................... 0

6. Amortization............................................................................................................................................................................................................................................... 0

7. Adjustment to the book/adjusted carrying value of hedge item.................................................................................................................................................................. 0

8. Total foreign exchange change in book/adjusted carrying value............................................................................................................................................................... 0

9. Book/adjusted carrying value at end of current period (Lines 1 + 2 + 3 + 4 - 5 + 6 + 7 + 8)...................................................................................................................... (111,726)

10. Deduct nonadmitted assets........................................................................................................................................................................................................................ 0

11. Statement value at end of current period (Line 9 minus Line 10)............................................................................................................................................................... (111,726)

SCHEDULE DB - PART B - VERIFICATIONFutures Contracts

1. Book/adjusted carrying value, December 31, prior year (Line 6, prior year).............................................................................................................................................. 0

2. Cumulative cash change (Section 1, Broker Name/Net Cash Deposits Footnote - Cumulative Cash Change column)........................................................................... 0

3.1 Add:

Change in variation margin on open contracts - Highly Effective Hedges:

3.11 Section 1, Column 15, current year to date minus........................... 0

3.12 Section 1, Column 15, prior year...................................................... 0 0

Change in variation margin on open contracts - All Other:


3.14 Section 1, Column 18, prior year...................................................... 0 0 0

3.2 Add:

Change in adjustment to basis of hedged item:


3.22 Section 1, Column 17, prior year...................................................... 0 0

Change in amount recognized:


3.24 Section 1, Column 19, prior year...................................................... 0 0 0

3.3 Subtotal (Line 3.1 minus Line 3.2).............................................................................................................................................................................................................. 0

4.1 Cumulative variation margin on terminated contracts during the year....................................................... 0

4.2 Less:

4.21 Amount used to adjust basis of hedged item................................... 0

4.22 Amount recognized.......................................................................... 0 0

4.3 Subtotal (Line 4.1 minus Line 4.2).............................................................................................................................................................................................................. 0

5. Dispositions gains (losses) on contracts terminated in prior year:

5.1 Total gain (loss) recognized for terminations in prior year............................................................................................................................................................... 0

5.2 Total gain (loss) adjusted into the hedged item(s) for the terminations in prior year........................................................................................................................ 0

6. Book/adjusted carrying value at end of current period (Lines 1 + 2 + 3.3 - 4.3 - 5.1 - 5.2)........................................................................................................................ 0

7. Deduct nonadmitted assets........................................................................................................................................................................................................................ 0

8. Statement value at end of current period (Line 6 minus Line 7)................................................................................................................................................................. 0

NONE


QSI05, QSI06

Sch. DB - Pt. C - Sn. 1NONE

Sch. DB - Pt. C - Sn. 2NONE


QSI07

SCHEDULE DB - VERIFICATIONVerification of Book/Adjusted Carrying Value, Fair Value and Potential Exposure of all Open Derivative Contracts

Book/Adjusted Carrying Value Check

1. Part A, Section 1, Column 14....................................................................................................................................................... (111,727)

2. Part B, Section 1, Column 15 plus Part B, Section 1 Footnote - Total Ending Cash Balance..................................................... 0

3. Total (Line 1 plus Line 2).................................................................................................................................................................................................................... (111,727)

4. Part D, Section 1, Column 5........................................................................................................................................................ 0

5. Part D, Section 1, Column 6........................................................................................................................................................ (111,727)

6. Total (Line 3 minus Line 4 minus Line 5)............................................................................................................................................................................................ 0

Fair Value Check

7. Part A, Section 1, Column 16....................................................................................................................................................... (111,727)

8. Part B, Section 1, Column 13....................................................................................................................................................... 0

9. Total (Line 7 plus Line 8).................................................................................................................................................................................................................... (111,727)

10. Part D, Section 1, Column 8........................................................................................................................................................ 0

11. Part D, Section 1, Column 9........................................................................................................................................................ (111,727)

12. Total (Line 9 minus Line 10 minus Line 11)........................................................................................................................................................................................ 0

Potential Exposure Check

13. Part A, Section 1, Column 21....................................................................................................................................................... 2,844,955

14. Part B, Section 1, Column 20....................................................................................................................................................... 0

15. Part D, Section 1, Column 11...................................................................................................................................................... 2,844,955

16. Total (Line 13 plus Line 14 minus Line 15)......................................................................................................................................................................................... 0


QSI08

SCHEDULE E - PART 2 - VERIFICATION Cash Equivalents

1 2Prior Year Ended

Year To Date December 31

1. Book/adjusted carrying value, December 31 of prior year................................................................................... ..........................................350,832,641 ..........................................395,961,121

2. Cost of cash equivalents acquired....................................................................................................................... .......................................4,333,360,951 .......................................7,913,705,437

3. Accrual of discount............................................................................................................................................... ...................................................19,202 ...................................................33,028

4. Unrealized valuation increase (decrease)............................................................................................................ ............................................................0 ............................................................0

5. Total gain (loss) on disposals............................................................................................................................... ............................................................0 ............................................................0

6. Deduct consideration received on disposals........................................................................................................ .......................................4,504,544,411 .......................................7,958,866,945

7. Deduct amortization of premium.......................................................................................................................... ............................................................0 ............................................................0

8. Total foreign exchange change in book/ adjusted carrying value........................................................................ ............................................................0 ............................................................0

9. Deduct current year's other-than-temporary impairment recognized................................................................... ............................................................0 ............................................................0

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)............................................ ..........................................179,668,383 ..........................................350,832,641

11. Deduct total nonadmitted amounts....................................................................................................................... ............................................................0 ............................................................0

12. Statement value at end of current period (Line 10 minus Line 11)....................................................................... ..........................................179,668,383 ..........................................350,832,641


QE01

SCHEDULE A - PART 2 Showing all Real Estate ACQUIRED AND ADDITIONS MADE During the Current Quarter

1 Location 4 5 6 7 8 92 3

Description of Property City State Date Acquired Name of Vendor Actual Cost at Time of Acquisition Amount of EncumbrancesBook/Adjusted Carrying Value

Less EncumbrancesAdditional Investment Made

After AcquisitionAcquired by Purchase1932 WYNNTON RD LAND/BUILDINGS........................................................................................ COLUMBUS............................................. GA... 12/01/1987.... VARIOUS.............................................................................................................................. ..............................................0 ..............................................0 ....................................302,315 ....................................302,315855/917 BROWN AVE LAND/BUILDINGS...................................................................................... COLUMBUS............................................. GA... 06/30/1994.... VARIOUS.............................................................................................................................. ..............................................0 ..............................................0 ....................................208,185 ....................................208,1850199999. Totals............................................................................................................................. ................................................................................................... ............................................................................................................................................. ..............................................0 ..............................................0 ....................................510,500 ....................................510,5000399999. Totals............................................................................................................................. ................................................................................................... ............................................................................................................................................. ..............................................0 ..............................................0 ....................................510,500 ....................................510,500

SCHEDULE A - PART 3 Showing all Real Estate DISPOSED During the Quarter, Including Payments During the Final Year on "Sales Under Contract "

1 Location 4 5 6 7 8 Change in Book/Adjusted Carrying Value Less Encumbrances 14 15 16 17 18 19 202 3 9 10 11 12 13

Description of Property City StateDisposal

Date Name of Purchaser Actual Cost

Expended forAdditions,Permanent

Improvementsand Changes inEncumbrances

Book/AdjustedCarrying Value

LessEncumbrances

Prior YearCurrent Year'sDepreciation

Current Year'sOther-Than-TemporaryImpairmentRecognized

Current Year'sChange in

Encumbrances

Total Changein B./A.C.V.(11 - 9 - 10)

Total ForeignExchangeChange inB./A.C.V.


LessEncumbrances on

Disposal

AmountsReceived

During Year

ForeignExchange

Gain (Loss) onDisposal

Realized Gain(Loss) onDisposal

Total Gain(Loss) onDisposal

Gross IncomeEarned Less

InterestIncurred on

Encumbrances

Taxes,Repairs, and

ExpensesIncurred

NONE


QE02

SCHEDULE B - PART 2 Showing all Mortgage Loans ACQUIRED AND ADDITIONS MADE During the Current Quarter

1 Location 4 5 6 7 8 92 3

Loan Number City State Loan Type Date Acquired Rate of Interest Actual Cost at Time of Acquisition Additional Investment Made After Acquisition Value of Land and BuildingsMortgages in Good Standing - Commercial Mortgages - All OtherACR005033........................................................... HOUSTON..................................................................................................................................... TX............................... .................. 09/13/2019.... ...............................7.792 .............................................................................0 ...................................................................180,186 ..............................................................69,500,000ACR005743........................................................... ESTES PARK................................................................................................................................. CO.............................. .................. 09/13/2019.... ...............................6.342 .............................................................................0 ...................................................................480,984 ..............................................................81,970,000ACR006075........................................................... ATLANTA....................................................................................................................................... GA............................... .................. 08/26/2019.... ...............................4.942 .............................................................................0 ...................................................................127,045 ..............................................................94,000,000ACR006407........................................................... HOOVER........................................................................................................................................ AL............................... .................. 09/12/2019.... ...............................5.142 .............................................................................0 ....................................................................24,196 ..............................................................72,500,000ACR006154........................................................... THOUSAND OAKS......................................................................................................................... CA............................... .................. 09/06/2019.... ...............................4.786 .............................................................................0 ....................................................................22,303 ............................................................122,950,000ACR006336........................................................... EMERYVILLE................................................................................................................................. CA............................... .................. 09/26/2019.... ...............................6.292 .............................................................................0 ....................................................................19,085 ..............................................................64,000,00029707.................................................................... HOUSTON..................................................................................................................................... TX............................... .................. 08/13/2019.... ...............................5.450 .............................................................................0 ...................................................................133,595 ..............................................................67,000,000ACR007573........................................................... PALM BEACH................................................................................................................................ FL............................... .................. 09/23/2019.... ...............................5.542 .............................................................................0 ................................................................1,075,957 ............................................................223,000,000ACR007428........................................................... EL SEGUNDO................................................................................................................................ CA............................... .................. 09/19/2019.... ...............................4.742 .............................................................................0 ...................................................................787,841 ............................................................167,500,00029727.................................................................... TEMPE........................................................................................................................................... AZ............................... .................. 09/06/2019.... ...............................5.900 .............................................................................0 ....................................................................92,130 ..............................................................16,500,00029718.................................................................... CINNCINNATI................................................................................................................................ OH.............................. .................. 08/09/2019.... ...............................5.250 .............................................................................0 ....................................................................54,766 ..............................................................22,000,000ACR006283........................................................... LOS ANGELES............................................................................................................................... CA............................... .................. 08/26/2019.... ...............................5.392 .............................................................................0 ....................................................................65,683 ..............................................................62,000,000ACR007474........................................................... NAPA............................................................................................................................................. CA............................... .................. 08/19/2019.... ...............................5.542 .............................................................................0 ...................................................................213,714 ..............................................................77,100,000NR0019924........................................................... CONCORD..................................................................................................................................... CA............................... .................. 09/26/2019.... ...............................4.750 .............................................................................0 ...................................................................203,228 ..............................................................34,700,000ACR007771........................................................... SAN JOSE...................................................................................................................................... CA............................... .................. 08/29/2019.... ...............................4.792 .............................................................................0 ...................................................................383,459 ............................................................127,100,00029751.................................................................... FREMONT...................................................................................................................................... CA............................... .................. 09/16/2019.... ...............................5.050 .............................................................................0 ....................................................................72,399 ..............................................................22,800,000NR0016396........................................................... OLDSMAR...................................................................................................................................... FL............................... .................. 09/24/2019.... ...............................6.600 .............................................................................0 ...................................................................630,416 ..............................................................24,700,000NR0015073........................................................... ATLANTA....................................................................................................................................... GA............................... .................. 08/28/2019.... ...............................5.490 .............................................................................0 ...................................................................286,628 ................................................................3,420,00029759.................................................................... SAN DIEGO.................................................................................................................................... CA............................... .................. 09/16/2019.... ...............................5.800 .............................................................................0 ...................................................................772,385 ..............................................................72,500,000NR0020135........................................................... DALLAS.......................................................................................................................................... TX............................... .................. 09/23/2019.... ...............................4.850 .............................................................................0 ...................................................................389,630 ..............................................................32,800,000NR0020174........................................................... JACKSONVILLE............................................................................................................................. FL............................... .................. 08/29/2019.... ...............................5.110 .............................................................................0 ...................................................................649,941 ..............................................................32,000,000NR0020563........................................................... KYLE.............................................................................................................................................. TX............................... .................. 08/27/2019.... ...............................5.230 .............................................................................0 ...................................................................117,037 ..............................................................33,000,000NR0020986........................................................... HAYWARD..................................................................................................................................... CA............................... .................. 08/01/2019.... ...............................4.850 .............................................................................0 ....................................................................10,638 ..............................................................44,000,000ACR009999........................................................... DALLAS.......................................................................................................................................... TX............................... .................. 09/17/2019.... ...............................5.192 .............................................................................0 ...................................................................107,766 ............................................................184,000,00029806.................................................................... SAN JOSE...................................................................................................................................... CA............................... .................. 09/09/2019.... ...............................5.700 .............................................................................0 ...................................................................697,792 ..............................................................32,900,00029819.................................................................... CORPUS CHRISTI......................................................................................................................... TX............................... .................. 09/03/2019.... ...............................5.250 .............................................................................0 ...................................................................260,338 ..............................................................25,900,000ACR010799........................................................... CELEBRATION.............................................................................................................................. FL............................... .................. 09/23/2019.... ...............................5.510 .............................................................................0 ................................................................1,773,448 ..............................................................52,900,000ACR010833........................................................... SAN FRANCISCO.......................................................................................................................... CA............................... .................. 08/29/2019.... ...............................5.450 .............................................................................0 ....................................................................31,263 ............................................................134,300,00029823.................................................................... CANTON........................................................................................................................................ MI................................ .................. 09/25/2019.... ...............................5.300 .............................................................................0 ...................................................................134,146 ..............................................................94,400,00029845.................................................................... MOUNTLAKE................................................................................................................................. WA.............................. .................. 08/19/2019.... ...............................4.950 .............................................................................0 ...................................................................218,031 ..............................................................19,400,00029832.................................................................... MCDONOUGH............................................................................................................................... GA............................... .................. 07/02/2019.... ...............................6.000 ................................................................6,614,564 .............................................................................0 ..............................................................27,175,00029838.................................................................... BEE CAVE...................................................................................................................................... TX............................... .................. 07/16/2019.... ...............................5.050 ................................................................9,034,909 .............................................................................0 ..............................................................44,800,000ACR010436........................................................... SAN JOSE...................................................................................................................................... CA............................... .................. 07/24/2019.... ...............................5.350 ..............................................................39,016,137 .............................................................................0 ..............................................................72,200,000ACR010659........................................................... SAN JOSE...................................................................................................................................... CA............................... .................. 07/24/2019.... ...............................5.350 ................................................................6,930,206 .............................................................................0 ..............................................................72,200,000NR0023257........................................................... SANDY SPRINGS.......................................................................................................................... GA............................... .................. 08/09/2019.... ...............................5.770 ..............................................................18,561,463 .............................................................................0 ..............................................................35,000,000PFG758361........................................................... PERRIS.......................................................................................................................................... CA............................... .................. 08/07/2019.... ...............................3.250 ..............................................................16,974,500 .............................................................................0 ..............................................................35,000,00029865.................................................................... MIAMI............................................................................................................................................. FL............................... .................. 08/15/2019.... ...............................5.140 ................................................................9,950,000 .............................................................................0 ..............................................................42,700,000ACR011604........................................................... SAN ANTONIO............................................................................................................................... TX............................... .................. 08/01/2019.... ...............................5.200 ................................................................3,293,983 .............................................................................0 ..............................................................44,900,000ACR011635........................................................... SANTA CLARA............................................................................................................................... CA............................... .................. 08/27/2019.... ...............................4.945 ..............................................................35,222,989 .............................................................................0 ..............................................................75,000,000PFG758354........................................................... NEW ALBANY................................................................................................................................ OH.............................. .................. 08/29/2019.... ...............................3.400 ..............................................................18,080,000 .............................................................................0 ..............................................................45,000,000ACR011740........................................................... WASHINGTON............................................................................................................................... DC.............................. .................. 09/19/2019.... ...............................4.790 ..............................................................16,652,041 .............................................................................0 ............................................................270,000,0000599999. Total - Mortgages in Good Standing - Commercial Mortgages - All Other........................................................................................................ ......................................................... .......XXX....... ................XXX................. ............................................................180,330,792 ..............................................................10,016,030 .........................................................2,874,815,000Mortgages in Good Standing - Mezzanine LoansACR006633........................................................... THOUSAND OAKS......................................................................................................................... CA............................... .................. 09/06/2019.... .............................15.042 .............................................................................0 .........................................................................572 ............................................................122,950,000ACR010801........................................................... CELEBRATION.............................................................................................................................. FL............................... .................. 09/23/2019.... .............................15.300 .............................................................................0 ....................................................................45,473 ..............................................................52,900,000


QE02.1

SCHEDULE B - PART 2 Showing all Mortgage Loans ACQUIRED AND ADDITIONS MADE During the Current Quarter

1 Location 4 5 6 7 8 92 3

Loan Number City State Loan Type Date Acquired Rate of Interest Actual Cost at Time of Acquisition Additional Investment Made After Acquisition Value of Land and BuildingsACR011846........................................................... SAN ANTONIO............................................................................................................................... TX............................... .................. 08/01/2019.... .............................15.250 ....................................................................84,461 .............................................................................0 ..............................................................44,900,000ACR011833........................................................... WASHINGTON............................................................................................................................... DC.............................. .................. 09/19/2019.... .............................15.200 ...................................................................426,975 .............................................................................0 ............................................................270,000,0000699999. Total - Mortgages in Good Standing - Mezzanine Loans.................................................................................................................................. ......................................................... .......XXX....... ................XXX................. ...................................................................511,436 ....................................................................46,045 ............................................................490,750,0000899999. Total - Mortgages in Good Standing................................................................................................................................................................ ......................................................... .......XXX....... ................XXX................. ............................................................180,842,228 ..............................................................10,062,075 .........................................................3,365,565,0003399999. Total Mortgages.............................................................................................................................................................................................. ......................................................... .......XXX....... ................XXX................. ............................................................180,842,228 ..............................................................10,062,075 .........................................................3,365,565,000

SCHEDULE B - PART 3 Showing all Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter

1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 182 3 8 9 10 11 12 13

Loan Number City StateLoanType Date Acquired Disposal Date

Book Value/RecordedInvestment ExcludingAccrued Interest Prior

Year

UnrealizedValuationIncrease

(Decrease)

Current Year's(Amortization) /

Accretion


CapitalizedDeferred Interest

and Other

Total Change inBook Value (8 + 9 -

10 + 11)

Total ForeignExchange Change

in Book Value

Book Value /Recorded

InvestmentExcluding Accrued

Interest onDisposal Consideration

Foreign ExchangeGain (Loss) on

Disposal


Total Gain (Loss) onDisposal

Mortgages Closed by RepaymentACR005515.......................... BROOKLYN.......................................................................... NY.............. ......... 05/30/2019.... 07/09/2019.... ...................5,562,603 .........................0 ...............(12,743) .........................0 .........................0 ..................(12,743) .........................0 ...........5,549,860 ...........5,549,860 .........................0 .........................0 ................................0ACR005128.......................... BROOKLYN.......................................................................... NY.............. ......... 06/30/2017.... 07/09/2019.... .................17,136,435 .........................0 ................10,144 .........................0 .........................0 ...................10,144 .........................0 .........17,146,579 .........17,146,579 .........................0 .........................0 ................................0ACR005170.......................... BROOKLYN.......................................................................... NY.............. ......... 02/28/2019.... 07/09/2019.... ......................579,176 .........................0 ....................(126) .........................0 .........................0 .......................(126) .........................0 ..............579,050 ..............579,050 .........................0 .........................0 ................................0ACR005517.......................... BROOKLYN.......................................................................... NY.............. ......... 05/30/2019.... 07/09/2019.... ...................1,682,555 .........................0 .................(3,993) .........................0 .........................0 ....................(3,993) .........................0 ...........1,678,561 ...........1,678,561 .........................0 .........................0 ................................029678.................................... WASHINGTON..................................................................... DC.............. ......... 06/26/2019.... 07/05/2019.... ...................3,063,668 .........................0 ................31,898 .........................0 .........................0 ...................31,898 .........................0 ...........3,095,566 ...........3,095,566 .........................0 .........................0 ................................00199999. Total - Mortgages Closed by Repayment.............................................................. ............................................................................... .................28,024,437 .........................0 ................25,180 .........................0 .........................0 ...................25,180 .........................0 .........28,049,616 .........28,049,616 .........................0 .........................0 ................................0Mortgages With Partial RepaymentsPFG757769.......................... WEST VALLEY CITY............................................................ UT............... ......... 03/18/2016.... ..................... ........................65,864 .........................0 .........................0 .........................0 .........................0 ............................0 .........................0 ................65,864 ................65,864 .........................0 .........................0 ................................0PFG757753.......................... NEWPORT NEWS................................................................ VA............... ......... 04/01/2016.... ..................... ......................140,585 .........................0 .........................0 .........................0 .........................0 ............................0 .........................0 ..............140,585 ..............140,585 .........................0 .........................0 ................................0PFG757856.......................... PALO ALTO.......................................................................... CA.............. ......... 07/29/2016.... ..................... ......................160,613 .........................0 .........................0 .........................0 .........................0 ............................0 .........................0 ..............160,613 ..............160,613 .........................0 .........................0 ................................0PFG757868.......................... CHARLOTTE........................................................................ NC.............. ......... 09/15/2016.... ..................... ......................125,568 .........................0 .........................0 .........................0 .........................0 ............................0 .........................0 ..............125,568 ..............125,568 .........................0 .........................0 ................................0PFG757911.......................... WASHINGTON..................................................................... DC.............. ......... 10/03/2016.... ..................... ........................75,429 .........................0 .........................0 .........................0 .........................0 ............................0 .........................0 ................75,429 ................75,429 .........................0 .........................0 ................................0PFG757895.......................... FREDERICK......................................................................... MD.............. ......... 11/22/2016.... ..................... ........................74,445 .........................0 .........................0 .........................0 .........................0 ............................0 .........................0 ................74,445 ................74,445 .........................0 .........................0 ................................0PFG758002.......................... RANCHO CUCAMONGA...................................................... CA.............. ......... 09/01/2017.... ..................... ........................80,953 .........................0 ......................(16) .........................0 .........................0 .........................(16) .........................0 ................80,937 ................80,937 .........................0 .........................0 ................................0ACR006661.......................... MUNSTER............................................................................ IN................ ......... 10/31/2018.... ..................... .............................581 .........................0 .........................0 .........................0 .........................0 ............................0 .........................0 .....................582 .....................582 .........................0 .........................0 ................................0ACR006685.......................... MUNSTER............................................................................ IN................ ......... 10/31/2018.... ..................... ........................22,675 .........................0 .......................17 .........................0 .........................0 ..........................17 .........................0 ................22,692 ................22,692 .........................0 .........................0 ................................0PFG758134.......................... SOMERVILLE....................................................................... MA.............. ......... 04/02/2018.... ..................... ........................73,593 .........................0 ......................(20) .........................0 .........................0 .........................(20) .........................0 ................73,573 ................73,573 .........................0 .........................0 ................................0ACR007043.......................... LOS ANGELES..................................................................... CA.............. ......... 04/19/2018.... ..................... ........................43,582 .........................0 .......................25 .........................0 .........................0 ..........................25 .........................0 ................43,607 ................43,607 .........................0 .........................0 ................................0PFG758188.......................... WOODBRIDGE TOWNSHIP................................................. NJ............... ......... 07/31/2018.... ..................... ......................183,269 .........................0 ......................(58) .........................0 .........................0 .........................(58) .........................0 ..............183,211 ..............183,211 .........................0 .........................0 ................................0PFG758200.......................... KATY.................................................................................... TX............... ......... 08/02/2018.... ..................... ......................169,382 .........................0 ......................(57) .........................0 .........................0 .........................(57) .........................0 ..............169,325 ..............169,325 .........................0 .........................0 ................................0PFG758273.......................... KIRKLAND............................................................................ WA.............. ......... 01/14/2019.... ..................... ......................138,261 .........................0 ......................(34) .........................0 .........................0 .........................(34) .........................0 ..............138,227 ..............138,227 .........................0 .........................0 ................................0PFG758287.......................... WELLINGTON...................................................................... FL............... ......... 02/11/2019.... ..................... ........................75,968 .........................0 ......................(11) .........................0 .........................0 .........................(11) .........................0 ................75,957 ................75,957 .........................0 .........................0 ................................0PFG758314.......................... COLUMBUS......................................................................... OH.............. ......... 05/08/2019.... ..................... ........................61,667 .........................0 ........................(4) .........................0 .........................0 ...........................(4) .........................0 ................61,663 ................61,663 .........................0 .........................0 ................................00299999. Total - Mortgages With Partial Repayments.......................................................... ............................................................................... ...................1,492,435 .........................0 ....................(158) .........................0 .........................0 .......................(158) .........................0 ...........1,492,278 ...........1,492,278 .........................0 .........................0 ................................0Mortgages Disposed


QE02.2

SCHEDULE B - PART 3 Showing all Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter

1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 182 3 8 9 10 11 12 13

Loan Number City StateLoanType Date Acquired Disposal Date

Book Value/RecordedInvestment ExcludingAccrued Interest Prior

Year


(Decrease)

Current Year's(Amortization) /

Accretion


CapitalizedDeferred Interest

and Other

Total Change inBook Value (8 + 9 -

10 + 11)

Total ForeignExchange Change

in Book Value

Book Value /Recorded

InvestmentExcluding Accrued

Interest onDisposal Consideration

Foreign ExchangeGain (Loss) on

Disposal


Total Gain (Loss) onDisposal

ACR010436.......................... SAN JOSE............................................................................ CA.............. ......... 07/24/2019.... 08/07/2019.... .................39,016,137 .........................0 ..................7,407 .........................0 .........................0 .....................7,407 .........................0 .........39,023,544 .........38,980,308 .........................0 ...............(43,236) .......................(43,236)ACR011635.......................... SANTA CLARA..................................................................... CA.............. ......... 08/27/2019.... 09/11/2019.... .................35,222,989 .........................0 ..................3,949 .........................0 .........................0 .....................3,949 .........................0 .........35,226,938 .........35,222,989 .........................0 .................(3,949) .........................(3,949)0399999. Total - Mortgages Disposed.................................................................................. ............................................................................... .................74,239,126 .........................0 ................11,356 .........................0 .........................0 ...................11,356 .........................0 .........74,250,482 .........74,203,297 .........................0 ...............(47,185) .......................(47,185)0599999. Total Mortgages.................................................................................................... ............................................................................... ...............103,755,998 .........................0 ................36,378 .........................0 .........................0 ...................36,378 .........................0 .......103,792,376 .......103,745,191 .........................0 ...............(47,185) .......................(47,185)


QE03

SCHEDULE BA - PART 2 Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE During the Current Quarter

1 2 Location 5 6 7 8 9 10 11 12 133 4

CUSIP Identification Name or Description City State Name of Vendor or General Partner

NAICDesig-

nation andAdmini-strativeSymbol/Market

Indicator

DateOriginallyAcquired

Type andStrategy

Actual Cost at Time ofAcquisition

Additional InvestmentMade after Acquisition

Amount ofEncumbrances

Commitment forAdditional Investment

Percentage ofOwnership

Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks - UnaffiliatedCPS MANAGERS FUND (US), LP (KKR).................................................................... WILMINGTON................................ DE.... CPS ASSOCIATES (US) L.P....................................................................................... ................ 07/03/2017.... ..............0 ................................0 ...................1,010,779 ................................0 ................................0 ...........9.990NB AGI PE PORTFOLIO LP (KKR)............................................................................. NEWARK....................................... DE.... NB AGI PE FUND GP LLC.......................................................................................... ................ 09/01/2017.... ..............0 ................................0 ...................1,161,338 ................................0 ................................0 ...........9.990AIMS SENIOR LOAN ACCESS LP.............................................................................. JERSEY CITY................................ NJ.... GOLDMAN SACHS ASSET MANAGEMENT............................................................... ................ 03/31/2015.... ..............0 ................................0 ........................59,855 ................................0 ................................0 .........26.700

1599999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks - Unaffiliated........................................ ................................................................................................................................................................................................... ................................0 ...................2,231,972 ................................0 ................................0 .......XXX.......4499999. Subtotal - Unaffiliated.................................................................................................................... .................................................................. ................................................................................................................................................................................................... ................................0 ...................2,231,972 ................................0 ................................0 .......XXX.......4699999. Totals............................................................................................................................................ .................................................................. ................................................................................................................................................................................................... ................................0 ...................2,231,972 ................................0 ................................0 .......XXX.......

SCHEDULE BA - PART 3 Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter

1 2 Location 5 6 7 8 Changes in Book/Adjusted Carrying Value 15 16 17 18 19 203 4 9 10 11 12 13 14

CUSIP Identification Name or Description City State Name of Purchaser or Nature of Disposal

DateOriginallyAcquired

DisposalDate


LessEncumbrances,

Prior Year


(Decrease)

Current Year's(Depreciation)

or(Amortization)

/ Accretion


CapitalizedDeferred

Interest andOther

Total Changein B./A.C.V.

(9+10-11+12)



LessEncumbrances

on Disposal Consideration

ForeignExchange

Gain (Loss) onDisposal



InvestmentIncome

Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks - Unaffiliated

GSAM US REAL PROPERTY INCOME FUND, LP..... SAN DIEGO..................... CA..GOLDMAN SACHS ASSETMANAGEMENT 01/02/2018 08/06/2019 .....................0 ........110,228 ...................0 ...................0 ...................0 ........110,228 ...................0 ............48,943 ..........48,943 ...................0 ...................0 ...................0 ...................0

CPS MANAGERS FUND (US), LP (KKR).................... WILMINGTON.................. DE.. CPS ASSOCIATES (US) L.P.................... 07/03/2017 07/31/2019 .....................0 ........305,923 ...................0 ...................0 ...................0 ........305,923 ...................0 .....................0 ...................0 ...................0 ...................0 ...................0 ...................0NB AGI PE PORTFOLIO LP (KKR)............................. NEWARK......................... DE.. NB AGI PE FUND GP LLC....................... 09/01/2017 09/01/2019 .....................0 ........649,846 ...................0 ...................0 ...................0 ........649,846 ...................0 .....................0 ...................0 ...................0 ...................0 ...................0 ...................0NXT CAPITAL HOLDINGS LP..................................... CHICAGO........................ IL.... NXT CAPITAL.......................................... 03/30/2017 09/05/2019 .....................0 ........220,791 ...................0 ...................0 ...................0 ........220,791 ...................0 ..........331,362 ........331,362 ...................0 ...................0 ...................0 ...................0

AIMS SENIOR LOAN ACCESS LP.............................. JERSEY CITY.................. NJ..GOLDMAN SACHS ASSETMANAGEMENT 03/31/2015 08/01/2019 .....................0 .........(39,714) ...................0 ...................0 ...................0 .........(39,714) ...................0 .....................0 ...................0 ...................0 ...................0 ...................0 ...................0

U.S. Real Estate Income and Growth Domestic, LP.... WILMINGTON.................. DE.. I&G MANAGER, LLC............................... 10/01/2018 08/19/2019 .....................0 ..........21,889 ...................0 ...................0 ...................0 ..........21,889 ...................0 ............46,133 ..........46,133 ...................0 ...................0 ...................0 ...................0AG Realty Value Fund X (A), L.P................................. WILMINGTON.................. DE.. AGR X LLC.............................................. 06/10/2019 08/01/2019 .....................0 .........(21,948) ...................0 ...................0 ...................0 .........(21,948) ...................0 .....................0 ...................0 ...................0 ...................0 ...................0 ...................0

1599999. Total - Joint Venture or Partnership Interests That Have Underlying Characteristics of Common Stocks - Unaffiliated.................................................................................... .....................0 .....1,247,015 ...................0 ...................0 ...................0 .....1,247,015 ...................0 ..........426,438 ........426,438 ...................0 ...................0 ...................0 ...................04499999. Subtotal - Unaffiliated......................................................................................................................... .......................................................................................................... .....................0 .....1,247,015 ...................0 ...................0 ...................0 .....1,247,015 ...................0 ..........426,438 ........426,438 ...................0 ...................0 ...................0 ...................04699999. Totals................................................................................................................................................. .......................................................................................................... .....................0 .....1,247,015 ...................0 ...................0 ...................0 .....1,247,015 ...................0 ..........426,438 ........426,438 ...................0 ...................0 ...................0 ...................0


QE04

SCHEDULE D - PART 3Showing all Long-Term Bonds and Stocks ACQUIRED During Current Quarter

1 2 3 4 5 6 7 8 9 10

CUSIP Identification Description Foreign Date Acquired Name of Vendor Number of Shares of Stock Actual Cost Par Value Paid for Accrued Interest and Dividends

NAIC Designation andAdministrative

Symbol/Market Indicator(a)

Bonds - U.S. Government912828 6Z 8 TREASURY NOTE....................................................................................................... ................ 07/15/2019........ CREDIT AGRICOLE............................................................................................ ....................................................... ......................................5,441,368 ......................................5,470,000 .............................................4,162 1...............................0599999. Total - Bonds - U.S. Government................................................................................................ ........................................................................................................................................................................... ....................................................... ......................................5,441,368 ......................................5,470,000 .............................................4,162 ............XXX..............

Bonds - Industrial and Miscellaneous02155U AC 6 ALTERNATE SOLUTIONS HEALTH NETWORK - TL.................................................. ................ 07/01/2019........ INSTALMENT REPAYMENT............................................................................... ....................................................... ...........................................40,828 ...........................................40,828 ....................................................0 3PL...........................86859C AC 8 SUPPLYONE INC - TL................................................................................................. ................ 08/14/2019........ INSTALMENT REPAYMENT............................................................................... ....................................................... ................................................513 ................................................513 ....................................................0 4PL...........................000000 00 0 PT SOLUTIONS HOLDINGS LLC - REV...................................................................... ................ 09/30/2019........ VARIOUS............................................................................................................ ....................................................... ...........................................33,333 ...........................................33,333 ....................................................0 4FE..........................00248* AC 6 AWP INC - REVOLVE.................................................................................................. ................ 09/30/2019........ VARIOUS............................................................................................................ ....................................................... .........................................145,865 .........................................145,864 ....................................................0 3FE..........................05547R AB 5 BHI ENERGY INC REV - TL......................................................................................... ................ 09/30/2019........ VARIOUS............................................................................................................ ....................................................... ......................................1,816,320 ......................................1,816,319 ....................................................0 4PL...........................05607@ AA 2 BAYMARK HEALTH SERVICES INC REV - REV......................................................... ................ 09/03/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... .........................................114,488 .........................................114,488 ....................................................0 3PL...........................08039# AB 0 BELMONT INSTRUMENT LLC - REV.......................................................................... ................ 07/11/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... ...........................................21,058 ...........................................21,058 ....................................................0 4FE..........................086582 A@ 2 BESTOP INC - REVOLVE............................................................................................ ................ 09/06/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... .........................................128,296 .........................................128,296 ....................................................0 4...............................12189L BE 0 BURLINGTON NORTHERN SANTA FE LLC............................................................... ................ 09/25/2019........ GOLDMAN SACHS............................................................................................. ....................................................... ......................................2,681,975 ......................................2,500,000 ...........................................15,531 1FE..........................14075@ AC 3 CAPTAIN D'S LLC - REV............................................................................................. ................ 09/16/2019........ VARIOUS............................................................................................................ ....................................................... ...........................................30,952 ...........................................30,952 ....................................................0 4PL...........................14726@ AB 8 CASCADE DRILLING LP - REVOLVE.......................................................................... ................ 09/06/2019........ VARIOUS............................................................................................................ ....................................................... .........................................155,047 .........................................155,047 ....................................................0 5...............................149123 CF 6 CATERPILLAR INC...................................................................................................... ................ 09/16/2019........ BARCLAYS CAPITAL INC................................................................................... ....................................................... ......................................1,387,260 ......................................1,400,000 ....................................................0 1FE..........................184496 AP 2 CLEAN HARBORS INC................................................................................................ ................ 09/24/2019........ GOLDMAN SACHS............................................................................................. ....................................................... ......................................1,066,250 ......................................1,000,000 ...........................................11,958 3FE..........................22005# AB 1 CORPORATE VISIONS INC - REVOLVE..................................................................... ................ 09/30/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ...........................................15,058 ...........................................15,058 ....................................................0 5FE..........................233293 AP 4 DPL INC....................................................................................................................... ................ 09/23/2019........ MORGAN STANLEY & CO. LLC.......................................................................... ....................................................... ......................................1,962,860 ......................................2,000,000 ...........................................38,183 3FE..........................25277L AA 4 DIAMOND SPORTS GROUP LLC/DIAMOND S........................................................... ................ 09/20/2019........ VARIOUS............................................................................................................ ....................................................... ......................................5,468,875 ......................................5,300,000 ...........................................23,292 3FE..........................26907Y AB 0 ESH HOSPITALITY INC............................................................................................... ................ 09/13/2019........ VARIOUS............................................................................................................ ....................................................... ......................................3,003,750 ......................................3,000,000 ....................................................0 3FE..........................29278G AK 4 ENEL FINANCE INTERNATIONAL NV........................................................................ D............. 08/15/2019........ BNP PARIBAS GROUP....................................................................................... ....................................................... ......................................1,224,718 ......................................1,100,000 .............................................9,682 2FE..........................30251G BA 4 FMG RESOURCES AUG 2006..................................................................................... D............. 09/05/2019........ J.P. MORGAN SECURITIES LLC........................................................................ ....................................................... ......................................2,500,000 ......................................2,500,000 ....................................................0 3FE..........................31187J AG 3 FASTENERS FOR RETAIL INC REV - REVOLVE....................................................... ................ 09/18/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... ...........................................90,669 ...........................................90,669 ....................................................0 3PL...........................38356# AA 4 GOURMET KITCHEN INC - INCREMENTAL TL.......................................................... ................ 08/29/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ......................................1,633,500 ......................................1,650,000 ....................................................0 2FE..........................42254# AC 5 HEARTLAND VETERINARY PARTNERS - TL............................................................. ................ 09/30/2019........ VARIOUS............................................................................................................ ....................................................... .........................................128,440 .........................................128,440 ....................................................0 3PL...........................42254# AD 3 HEARTLAND VETERINARY PARTNERS - DD............................................................ ................ 09/30/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ...........................................74,360 ...........................................74,360 ....................................................0 3PL...........................42254# AE 1 HEARTLAND VETERINARY PARTNERS - TL............................................................. ................ 09/12/2019........ VARIOUS............................................................................................................ ....................................................... ...........................................90,133 ...........................................90,133 ....................................................0 3PL...........................431571 AB 4 HILLENBRAND INC..................................................................................................... ................ 09/17/2019........ J.P. MORGAN SECURITIES LLC........................................................................ ....................................................... ......................................5,991,660 ......................................6,000,000 ....................................................0 2FE..........................43705@ AC 0 HOME CARE ASSISTANCE LLC - REV....................................................................... ................ 07/17/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ...........................................91,919 ...........................................91,919 ....................................................0 2FE..........................47630E AC 2 JENSEN HUGHES INC - REVOLVE............................................................................ ................ 09/30/2019........ VARIOUS............................................................................................................ ....................................................... .........................................569,917 .........................................569,917 ....................................................0 3PL...........................49381D AB 3 KIDKRAFT INC REVOLVER - REVOLVER.................................................................. ................ 09/05/2019........ VARIOUS............................................................................................................ ....................................................... .........................................426,901 .........................................426,901 ....................................................0 3PL...........................54316@ AB 0 LONGS DRUGS INCORPORATED - REVOLVE.......................................................... ................ 09/17/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... .........................................448,375 .........................................448,375 ....................................................0 3FE..........................55340# AC 3 MB2 DENTAL SOLUTIONS LLC - REVOLVE............................................................... ................ 09/30/2019........ VARIOUS............................................................................................................ ....................................................... .........................................175,329 .........................................175,329 ....................................................0 3PL...........................56032Y AF 6 MAILSOUTH INC - REV............................................................................................... ................ 07/22/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... .........................................114,744 .........................................114,744 ....................................................0 3PL...........................57134@ AB 3 MAROON GROUP LLC - REV...................................................................................... ................ 09/27/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ...........................................31,354 ...........................................31,354 ....................................................0 4FE..........................571676 AF 2 MARS INC.................................................................................................................... ................ 09/25/2019........ VARIOUS............................................................................................................ ....................................................... ......................................9,944,600 ......................................9,000,000 .........................................121,572 1FE..........................58806# AB 6 MERCER FOODS LLC REVOLVER - REVOLVE......................................................... ................ 09/27/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... ...........................................88,495 ...........................................88,495 ....................................................0 2PL...........................60725# AB 0 MOBILE COMMUNICATIONS AMERICA INC - REV.................................................... ................ 09/25/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... ...........................................50,488 ...........................................50,488 ....................................................0 3PL...........................626738 AE 8 MURPHY OIL USA INC................................................................................................ ................ 09/04/2019........ J.P. MORGAN SECURITIES LLC........................................................................ ....................................................... ......................................2,540,000 ......................................2,500,000 ....................................................0 3FE..........................65341# AA 5 NEXTCARE INC. - INCREMENTAL TL........................................................................ ................ 07/02/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... .........................................431,888 .........................................436,888 ....................................................0 3FE..........................65342Q AL 6 NEXTERA ENERGY OPERATING PARTNERS........................................................... ................ 09/19/2019........ WELLS FARGO SECURITIES, LLC.................................................................... ....................................................... ......................................1,000,000 ......................................1,000,000 ....................................................0 3FE..........................65675# AA 1 NORTH AMERICAN BREAKER CO. LLC - INCREMENTAL TL................................... ................ 08/01/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... .........................................247,500 .........................................250,000 ....................................................0 4Z.............................65675# AB 9 NORTH AMERICAN BREAKER CO. LLC - REV.......................................................... ................ 08/01/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ...........................................60,150 ...........................................60,150 ....................................................0 4Z.............................65684* AC 0 NORTH AMERICAN DENTAL GROUP REV - REVOLVE............................................. ................ 09/26/2019........ VARIOUS............................................................................................................ ....................................................... .........................................122,316 .........................................122,316 ....................................................0 4...............................


QE04.1


1 2 3 4 5 6 7 8 9 10




66621# AA 4 NORTHFIELD MOUNTAIN LLC................................................................................... ................ 07/18/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... ......................................4,851,000 ......................................4,851,000 ....................................................0 2PL...........................67092Q AB 6 OAC HOLDINGS III CORP REV - REVOLVER............................................................. ................ 07/22/2019........ VARIOUS............................................................................................................ ....................................................... ...........................................58,801 ...........................................58,801 ....................................................0 3PL...........................69345U AD 4 PROTECTIVE INDUSTRIAL PRODUCTS INC - REV................................................... ................ 09/13/2019........ VARIOUS............................................................................................................ ....................................................... ...........................................66,667 ...........................................66,667 ....................................................0 4FE..........................69406@ AC 7 PFNY HOLDINGS LLC REV - REVOLVE..................................................................... ................ 09/03/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... .........................................490,093 .........................................490,093 ....................................................0 3FE..........................701094 AP 9 PARKER HANNIFIN CORPORATION.......................................................................... ................ 08/01/2019........ MORGAN STANLEY & CO. LLC.......................................................................... ....................................................... ......................................3,166,320 ......................................3,000,000 ...........................................17,000 1FE..........................71682@ AA 2 PETROS PACESETTER MS FD 19............................................................................. ................ 01/23/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... .........................................822,005 .........................................822,005 ....................................................0 1FE..........................74056T AC 8 PREMIER RESEARCH ACQUISITION CORP - REVOLVER....................................... ................ 09/27/2019........ VARIOUS............................................................................................................ ....................................................... .........................................944,593 .........................................944,593 ....................................................0 3PL...........................744448 CS 8 PUBLIC SERVICE COMPANY OF COLORADO.......................................................... ................ 09/25/2019........ SCOTIA CAPITAL (USA) INC.............................................................................. ....................................................... ......................................3,336,060 ......................................3,250,000 ...........................................12,711 1FE..........................76027@ AB 3 HEMASOURCE INC. - REV......................................................................................... ................ 07/05/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ...........................................23,810 ...........................................23,810 ....................................................0 4...............................76118* AB 5 RESONETICS LLC - INCREMENTAL TL..................................................................... ................ 09/03/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... .........................................658,333 .........................................666,667 ....................................................0 4PL...........................76118* AC 3 RESONETICS LLC - REV............................................................................................ ................ 07/03/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ................................................999 ................................................999 ....................................................0 4PL...........................81728U AA 2 SENSATA TECHNOLOGIES BV.................................................................................. ................ 09/10/2019........ GOLDMAN SACHS............................................................................................. ....................................................... ......................................3,010,000 ......................................3,000,000 ....................................................0 3FE..........................83285# AA 6 SMYTH COMPANIES LLC - REVOLVE........................................................................ ................ 09/30/2019........ VARIOUS............................................................................................................ ....................................................... .........................................800,906 .........................................800,906 ....................................................0 5FE..........................85172F AQ 2 SPRINGLEAF FINANCE CORP................................................................................... ................ 09/13/2019........ GOLDMAN SACHS............................................................................................. ....................................................... ......................................1,629,375 ......................................1,500,000 ...........................................35,333 3FE..........................86859C AB 0 SUPPLYONE INC - REV.............................................................................................. ................ 07/11/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ...........................................44,444 ...........................................44,444 ....................................................0 4PL...........................86859C AC 8 SUPPLYONE INC - INCREMENTAL TL....................................................................... ................ 08/01/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... .........................................187,278 .........................................187,278 ....................................................0 4PL...........................88579Y BD 2 3M CO.......................................................................................................................... ................ 07/09/2019........ BARCLAYS CAPITAL INC................................................................................... ....................................................... ......................................7,033,130 ......................................6,500,000 ...........................................84,500 1FE..........................896215 AG 5 TRIMAS CORPORATION............................................................................................ ................ 09/16/2019........ WELLS FARGO SECURITIES, LLC.................................................................... ....................................................... ......................................1,020,000 ......................................1,000,000 ...........................................20,719 3FE..........................89818H AD 9 TRUNK ACQUISITION INC DDTL - DD....................................................................... C............. 09/24/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... ...........................................35,551 ...........................................35,551 ....................................................0 3PL...........................90370# AB 5 U.S. IMAGING PARTNERS INC - REVOLVE............................................................... ................ 09/27/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... ...........................................76,275 ...........................................76,275 ....................................................0 2PL...........................911365 BL 7 UNITED RENTALS (NORTH AMERICA) INC............................................................... ................ 09/12/2019........ J.P. MORGAN SECURITIES LLC........................................................................ ....................................................... ......................................2,125,000 ......................................2,000,000 ...........................................36,750 3FE..........................92659# AA 5 CUSTOM WINDOW SYSTEMS INC REVOLVER - REVOLVE..................................... ................ 08/07/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... ...........................................28,923 ...........................................28,923 ....................................................0 5FE..........................95613# AB 1 WEST STAR AVIATION INC REVOLVER - REVOLVER.............................................. ................ 09/03/2019........ VARIOUS............................................................................................................ ....................................................... ......................................1,122,281 ......................................1,122,281 ....................................................0 3PL...........................98162P AB 8 WORLD WIDE PACKAGING LLC - TL......................................................................... ................ 07/01/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... ...........................................62,375 ...........................................62,375 ....................................................0 4PL...........................98423E AB 8 YLG HOLDINGS INC REV - REV................................................................................. ................ 09/19/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... .............................................6,100 .............................................6,100 ....................................................0 4PL...........................000000 00 0 AMERIKA SAMOA BANK............................................................................................. ................ 08/23/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................................... ...........................................50,089 ...........................................50,089 ....................................................0 1...............................000000 00 0 GET ACQUISITION LLC - REV.................................................................................... ................ 07/30/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... .............................................3,961 .............................................3,961 ....................................................0 4...............................000000 00 0 FLAVOR PRODUCERS LLC - REV.............................................................................. ................ 09/30/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ...........................................48,430 ...........................................48,430 ....................................................0 4FE..........................000000 00 0 ARI NETWORK SERVICES INC. - REV....................................................................... ................ 09/30/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... .........................................206,667 .........................................206,667 ....................................................0 4PL...........................000000 00 0 PT SOLUTIONS HOLDINGS LLC - INCREMENTAL TL............................................... ................ 08/29/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... .........................................676,190 .........................................684,524 ....................................................0 4FE..........................000000 00 0 KELLSTROM COMMERCIAL AEROSPACE INC - TL.................................................. ................ 07/01/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... .........................................619,643 .........................................635,568 ....................................................0 4Z.............................000000 00 0 KELLSTROM COMMERCIAL AEROSPACE INC - REV............................................... ................ 08/23/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ...........................................57,269 ...........................................57,269 ....................................................0 4Z.............................000000 00 0 SCIENCE CARE PARENT INC. - TL............................................................................ ................ 07/23/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... ......................................2,293,750 ......................................2,322,917 ....................................................0 4Z.............................000000 00 0 FLORIDA VEG INVESTMENTS LLC - REV.................................................................. ................ 09/25/2019........ VARIOUS............................................................................................................ ....................................................... ...........................................26,596 ...........................................26,596 ....................................................0 4FE..........................000000 00 0 FLORIDA VEG INVESTMENTS LLC - TL..................................................................... ................ 07/26/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... .........................................647,695 .........................................656,028 ....................................................0 4FE..........................000000 00 0 NSI INDUSTRIES LLC - INCREMENTAL TL................................................................ ................ 08/09/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... .........................................742,500 .........................................750,000 ....................................................0 3FE..........................000000 00 0 OSC INVESTORS INC. - TL......................................................................................... ................ 08/30/2019........ EXTERNAL MANAGER....................................................................................... ....................................................... .........................................987,857 ......................................1,000,000 ....................................................0 4FE..........................3899999. Total - Bonds - Industrial and Miscellaneous............................................................................... ........................................................................................................................................................................... ....................................................... ....................................84,111,150 ....................................81,683,051 .........................................427,231 ............XXX..............8399997. Total - Bonds - Part 3.................................................................................................................. ........................................................................................................................................................................... ....................................................... ....................................89,552,518 ....................................87,153,051 .........................................431,393 ............XXX..............8399999. Total - Bonds.............................................................................................................................. ........................................................................................................................................................................... ....................................................... ....................................89,552,518 ....................................87,153,051 .........................................431,393 ............XXX..............

Common Stocks - Industrial and Miscellaneous00287Y 10 9 ABBVIE INC................................................................................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ .........................................841.000 ...........................................59,965 XXX ....................................................0 L...............................05561Q 20 1 BOK FINANCIAL CORP............................................................................................... ................ 08/23/2019........ NOMURA SECURITIES CO.,LTD........................................................................ .........................................300.000 ...........................................22,630 XXX ....................................................0 L...............................110122 10 8 BRISTOL MYERS SQUIBB.......................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,427.000 ...........................................65,217 XXX ....................................................0 L...............................


QE04.2


1 2 3 4 5 6 7 8 9 10




12508E 10 1 CDK GLOBAL INC....................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,579.000 ...........................................79,207 XXX ....................................................0 L...............................14149Y 10 8 CARDINAL HEALTH INC............................................................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................12,115.000 .........................................573,677 XXX ....................................................0 L...............................143658 30 0 CARNIVAL CORP........................................................................................................ ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................2,110.000 ...........................................98,107 XXX ....................................................0 L...............................15189T 10 7 CENTERPOINT ENERGY INC..................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................4,407.000 .........................................128,563 XXX ....................................................0 L...............................17243V 10 2 CINEMARK HOLDINGS INC........................................................................................ ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................2,694.000 ...........................................99,472 XXX ....................................................0 L...............................20825C 10 4 CONOCOPHILLIPS...................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................3,996.000 .........................................239,989 XXX ....................................................0 L...............................233331 10 7 DTE ENERGY.............................................................................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,878.000 .........................................245,897 XXX ....................................................0 L...............................257559 20 3 DOMTAR CORP.......................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................2,056.000 ...........................................87,944 XXX ....................................................0 L...............................294600 10 1 EQUITRANS MIDSTREAM CORP............................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................3,047.000 ...........................................58,331 XXX ....................................................0 L...............................30034W 10 6 EVERGY INC............................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................5,518.000 .........................................338,555 XXX ....................................................0 L...............................30224P 20 0 EXTENDED STAY AMERICA UNITS INC.................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................3,886.000 ...........................................66,025 XXX ....................................................0 L...............................30231G 10 2 EXXON MOBIL CORP.................................................................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ .........................................971.000 ...........................................74,249 XXX ....................................................0 L...............................316773 10 0 FIFTH THIRD BANCORP............................................................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................21,469.000 .........................................603,106 XXX ....................................................0 L...............................32051X 10 8 FIRST HAWAIIAN INC................................................................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................4,320.000 .........................................110,515 XXX ....................................................0 L...............................344849 10 4 FOOT LOCKER INC..................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................13,298.000 .........................................557,178 XXX ....................................................0 L...............................364760 10 8 GAP INC...................................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................11,287.000 .........................................208,873 XXX ....................................................0 L...............................37045V 10 0 GENERAL MOTORS.................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................6,336.000 .........................................242,545 XXX ....................................................0 L...............................438516 10 6 HONEYWELL INTERNATIONAL INC........................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................2,001.000 .........................................351,450 XXX ....................................................0 L...............................452308 10 9 ILLINOIS TOOL INC..................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,611.000 .........................................235,930 XXX ....................................................0 L...............................458140 10 0 INTEL CORPORATION CORP..................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................26,508.000 ......................................1,266,583 XXX ....................................................0 L...............................460146 10 3 INTERNATIONAL PAPER............................................................................................ ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................6,082.000 .........................................264,184 XXX ....................................................0 L...............................460690 10 0 INTERPUBLIC GROUP OF COMPANIES INC............................................................. ................ 09/24/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................25,503.000 .........................................592,766 XXX ....................................................0 L...............................46625H 10 0 JPMORGAN CHASE.................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................2,235.000 .........................................252,519 XXX ....................................................0 L...............................489170 10 0 KENNAMETAL INC...................................................................................................... ................ 08/07/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,000.000 ...........................................30,568 XXX ....................................................0 L...............................500255 10 4 KOHLS CORP.............................................................................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................3,277.000 .........................................158,243 XXX ....................................................0 L...............................517834 10 7 LAS VEGAS SANDS CORP......................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................9,712.000 .........................................602,015 XXX ....................................................0 L...............................525327 10 2 LEIDOS HOLDINGS INC.............................................................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................7,006.000 .........................................570,180 XXX ....................................................0 L...............................553530 10 6 MSC INDUSTRIAL INC CLASS A................................................................................ ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,515.000 .........................................110,562 XXX ....................................................0 L...............................553573 10 6 MSG NETWORKS INC CLASS A................................................................................. ................ 08/12/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,400.000 ...........................................25,433 XXX ....................................................0 L...............................589400 10 0 MERCURY GENERAL CORP...................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................7,210.000 .........................................462,673 XXX ....................................................0 L...............................594918 10 4 MICROSOFT CORP..................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................5,229.000 .........................................714,954 XXX ....................................................0 L...............................636518 10 2 NATIONAL INSTRUMENTS CORP.............................................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................12,889.000 .........................................542,516 XXX ....................................................0 L...............................650111 10 7 NEW YORK TIMES CLASS A...................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................7,071.000 .........................................245,364 XXX ....................................................0 L...............................65336K 10 3 NEXSTAR MEDIA GROUP INC CLASS A.................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................4,481.000 .........................................481,364 XXX ....................................................0 L...............................670346 10 5 NUCOR CORP............................................................................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................4,458.000 .........................................243,838 XXX ....................................................0 L...............................674599 10 5 OCCIDENTAL PETROLEUM CORP............................................................................ ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................3,692.000 .........................................181,983 XXX ....................................................0 L...............................69351T 10 6 PPL CORP................................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................6,928.000 .........................................214,896 XXX ....................................................0 L...............................718546 10 4 PHILLIPS..................................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................4,522.000 .........................................439,639 XXX ....................................................0 L...............................743315 10 3 PROGRESSIVE CORP................................................................................................ ................ 09/20/2019........ NOMURA SECURITIES CO.,LTD........................................................................ .........................................300.000 ...........................................22,724 XXX ....................................................0 L...............................744320 10 2 PRUDENTIAL FINANCIAL INC.................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................2,638.000 .........................................268,892 XXX ....................................................0 L...............................759509 10 2 RELIANCE STEEL & ALUMINUM................................................................................ ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................3,224.000 .........................................298,738 XXX ....................................................0 L...............................829226 10 9 SINCLAIR BROADCAST GROUP INC CLASS............................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................9,098.000 .........................................511,813 XXX ....................................................0 L...............................832696 40 5 JM SMUCKER.............................................................................................................. ................ 09/20/2019........ NOMURA SECURITIES CO.,LTD........................................................................ .........................................100.000 ...........................................10,772 XXX ....................................................0 L...............................855244 10 9 STARBUCKS CORP.................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,736.000 .........................................152,021 XXX ....................................................0 L...............................87165B 10 3 SYNCHRONY FINANCIAL........................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ....................................17,358.000 .........................................619,616 XXX ....................................................0 L...............................


QE04.3


1 2 3 4 5 6 7 8 9 10




879433 82 9 TELEPHONE AND DATA SYSTEMS INC.................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................3,548.000 .........................................111,899 XXX ....................................................0 L...............................886547 10 8 TIFFANY...................................................................................................................... ................ 08/05/2019........ NOMURA SECURITIES CO.,LTD........................................................................ .........................................500.000 ...........................................43,576 XXX ....................................................0 L...............................911312 10 6 UNITED PARCEL SERVICE INC CLASS B.................................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................2,680.000 .........................................273,470 XXX ....................................................0 L...............................91913Y 10 0 VALERO ENERGY CORP............................................................................................ ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,176.000 ...........................................95,615 XXX ....................................................0 L...............................92343V 10 4 VERIZON COMMUNICATIONS INC............................................................................ ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,059.000 ...........................................61,398 XXX ....................................................0 L...............................92553P 20 1 VIACOM INC CLASS B................................................................................................ ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,628.000 ...........................................51,073 XXX ....................................................0 L...............................949746 10 1 WELLS FARGO............................................................................................................ ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................2,572.000 .........................................122,453 XXX ....................................................0 L...............................968223 20 6 JOHN WILEY AND SONS INC CLASS A..................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................2,590.000 .........................................119,281 XXX ....................................................0 L...............................98421M 10 6 XEROX HLDGS CORP................................................................................................ ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ ......................................1,325.000 ...........................................47,393 XXX ....................................................0 L...............................000000 00 0 FHLB ACTIVITY STOCK.............................................................................................. ................ 08/30/2019........ ZZINTR............................................................................................................... ....................................13,260.000 ......................................1,326,000 XXX ....................................................0 L...............................SB3SPX Z3 9 LYONDELLBASELL INDUSTRIES NV CLASS............................................................. ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ .........................................647.000 ...........................................56,539 XXX ....................................................0 L...............................SB3Z5T 14 9 GARMIN LTD............................................................................................................... ................ 07/08/2019........ NOMURA SECURITIES CO.,LTD........................................................................ .........................................818.000 ...........................................65,019 XXX ....................................................0 L...............................9099999. Total - Common Stocks - Industrial and Miscellaneous............................................................... ........................................................................................................................................................................... ....................................................... ....................................16,205,997 XXX ....................................................0 ............XXX..............9799997. Total - Common Stocks - Part 3.................................................................................................. ........................................................................................................................................................................... ....................................................... ....................................16,205,997 XXX ....................................................0 ............XXX..............9799999. Total - Common Stocks.............................................................................................................. ........................................................................................................................................................................... ....................................................... ....................................16,205,997 XXX ....................................................0 ............XXX..............9899999. Total - Preferred and Common Stocks........................................................................................ ........................................................................................................................................................................... ....................................................... ....................................16,205,997 XXX ....................................................0 ............XXX..............9999999. Total - Bonds, Preferred and Common Stocks............................................................................ ........................................................................................................................................................................... ....................................................... ..................................105,758,515 XXX .........................................431,393 ............XXX..............

(a) For all common stock bearing NAIC market indicator "U" provide the number of such issues:...............0.


QE05

SCHEDULE D - PART 4Showing all Long-Term Bonds and Stocks SOLD, REDEEMED or Otherwise DISPOSED OF During Current Quarter

1 2 3 4 5 6 7 8 9 10 Change in Book/Adjusted Carrying Value 16 17 18 19 20 21 2211 12 13 14 15

CUSIP Identification Description

Foreign

DisposalDate Name of Purchaser

Number ofShares of Stock Consideration Par Value Actual Cost

Prior YearBook/AdjustedCarrying Value


(Decrease)

CurrentYear's

(Amortization)/ Accretion

CurrentYear's

Other-Than-TemporaryImpairmentRecognized

Total Changein B./A.C.V.(11+12-13)


Book/AdjustedCarrying Value at

Disposal Date

ForeignExchange

Gain (Loss)on Disposal

RealizedGain (Loss)on Disposal


BondInterest /

StockDividendsReceived

During Year

StatedContractual

MaturityDate

NAICDesignationand Admini-

strativeSymbol/Market

Indicator (a)Bonds - U.S. Government912828 X4 7 TREASURY NOTE..................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........226,961 ..........225,000 ..........226,143 ..............225,779 .................0 .............(152) ...............0 ...............(152) .................0 ..............225,628 ................0 .........1,334 ...........1,334 .........3,508 04/30/2022. 1................

0599999. Total - Bonds - U.S. Government................................................ ...................................................................................... ..........226,961 ..........225,000 ..........226,143 ..............225,779 .................0 .............(152) ...............0 ...............(152) .................0 ..............225,628 ................0 .........1,334 ...........1,334 .........3,508 XXX XXXBonds - U.S. States, Territories and Possessions

34153P TU 2 FLORIDA ST BRD ED PUB ED................. . 07/19/2019.SECURITY CALLED BY ISSUER at100.000 ........................... .....19,140,000 .....19,140,000 .....19,007,551 .........19,027,144 .................0 ...........1,576 ...............0 ..............1,576 .................0 .........19,028,720 ................0 .....111,280 .......111,280 .....727,320 06/01/2039. 1FE............

1799999. Total - Bonds - U.S. States, Territories & Possessions................ ...................................................................................... .....19,140,000 .....19,140,000 .....19,007,551 .........19,027,144 .................0 ...........1,576 ...............0 ..............1,576 .................0 .........19,028,720 ................0 .....111,280 .......111,280 .....727,320 XXX XXXBonds - U.S. Special Revenue and Special Assessment

18085P LL 6 CLARK CNTY NEV ARPT REV.................. . 07/01/2019.SECURITY CALLED BY ISSUER at100.000 ........................... .....20,640,000 .....20,640,000 .....21,081,240 .........20,670,114 .................0 ........(29,944) ...............0 ...........(29,944) .................0 .........20,640,170 ................0 ...........(170) .............(170) ..1,420,238 07/01/2042. 1FE............

3132LA NX 6 FHLMC GOLD 30YR CASH ISSUANCE.... . 09/01/2019. MBS PAYDOWN............................. ........................... ..............7,365 ..............7,365 ..............7,380 ..................7,366 .................0 ..................0 ...............0 ....................0 .................0 ..................7,365 ................0 ................0 ..................0 ............196 11/01/2048. 1................3132WJ Z5 3 FHLMC GOLD 30YR.................................. . 09/01/2019. MBS PAYDOWN............................. ........................... ..............9,735 ..............9,735 ..............9,681 ..................9,777 .................0 ...............(42) ...............0 .................(42) .................0 ..................9,735 ................0 ................0 ..................0 ............195 12/01/2046. 1................3132WJ Z6 1 FHLMC GOLD 30YR.................................. . 09/01/2019. MBS PAYDOWN............................. ........................... ..........197,680 ..........197,680 ..........203,147 ..............198,626 .................0 .............(946) ...............0 ...............(946) .................0 ..............197,680 ................0 ................0 ..................0 .........5,171 01/01/2047. 1................3140FG 6V 6 FNMA 30YR............................................... . 09/01/2019. MBS PAYDOWN............................. ........................... ............11,754 ............11,754 ............11,693 ................11,746 .................0 ..................8 ...............0 ....................8 .................0 ................11,754 ................0 ................0 ..................0 ............235 11/01/2046. 1................3140FN H7 2 FNMA 30YR............................................... . 09/01/2019. MBS PAYDOWN............................. ........................... ..............8,504 ..............8,504 ..............8,432 ..................8,489 .................0 ................15 ...............0 ...................15 .................0 ..................8,504 ................0 ................0 ..................0 ............171 01/01/2047. 1................3140FN JC 9 FNMA 30YR............................................... . 09/01/2019. MBS PAYDOWN............................. ........................... ..............9,297 ..............9,297 ..............9,538 ..................9,338 .................0 ...............(41) ...............0 .................(41) .................0 ..................9,297 ................0 ................0 ..................0 ............218 01/01/2047. 1................

34160P DF 3FLORIDA ST DEPT MGMT SVCS CTFSPAR . 08/01/2019.

SECURITY CALLED BY ISSUER at100.000 ........................... .....21,000,000 .....21,000,000 .....21,029,850 .........21,002,357 .................0 ..........(2,345) ...............0 .............(2,345) .................0 .........21,000,011 ................0 .............(11) ...............(11) ..1,433,250 08/01/2029. 1FE............

47809@ AA 0 JOHN SEVIER HOLDCO LLC.................... . 07/16/2019. SINKING FUND REDEMPTION...... ........................... ..........267,802 ..........267,802 ..........267,802 ..............267,802 .................0 ..................0 ...............0 ....................0 .................0 ..............267,802 ................0 ................0 ..................0 .......19,014 01/15/2042. 1FE............48730P AB 6 KEENAN DEV ASSOC OF TENN.............. . 07/16/2019. SINKING FUND REDEMPTION...... ........................... ..........338,378 ..........338,378 ..........376,612 ..............340,384 .................0 ..........(2,006) ...............0 .............(2,006) .................0 ..............338,378 ................0 ................0 ..................0 .......27,070 07/15/2028. 1FE............

517705 AP 4 LAS VEGAS NEV CTFS PARTN................ . 09/01/2019.SECURITY CALLED BY ISSUER at100.000 ........................... .....25,000,000 .....25,000,000 .....24,995,000 .........24,995,113 .................0 ................65 ...............0 ...................65 .................0 .........24,995,179 ................0 .........4,821 ...........4,821 ..1,950,000 09/01/2039. 1FE............

3199999. Total - Bonds - U.S. Special Revenue and Special Assessments ...................................................................................... .....67,490,515 .....67,490,515 .....68,000,375 .........67,521,112 .................0 ........(35,236) ...............0 ...........(35,236) .................0 .........67,485,875 ................0 .........4,640 ...........4,640 ..4,855,758 XXX XXXBonds - Industrial and Miscellaneous

00084* AB 5 A B PROPERTY SERVICES INC TL - TL... . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..............7,639 ..............7,639 ..............7,543 ..................7,621 .................0 ................18 ...............0 ...................18 .................0 ..................7,638 ................0 ................0 ..................0 ............292 07/01/2022. 3PL............00165D AC 6 AMBA LLC TL - TL..................................... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..........362,568 ..........362,568 ..........358,942 ..............362,127 .................0 ..............441 ...............0 .................441 .................0 ..............362,568 ................0 ................0 ..................0 .......22,290 12/08/2022. 4PL............00184# AA 2 AMZ HOLDING CORP - TL........................ . 07/01/2019. INSTALMENT REPAYMENT........... ........................... .....12,143,240 .....12,143,240 .....12,082,524 .........12,096,762 .................0 .........46,479 ...............0 ............46,479 .................0 .........12,143,239 ................0 ................0 ..................0 .....541,130 06/27/2022. 3PL............001930 A@ 5 ARI NETWORK SERVICES INC. - TL........ . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............3,125 ..............3,125 ..............3,063 ..................3,116 .................0 ..................9 ...............0 ....................9 .................0 ..................3,125 ................0 ................0 ..................0 ............176 01/26/2023. 4PL............00248* AC 6 AWP INC - REVOLVE................................ . 09/25/2019. VARIOUS........................................ ........................... ..........111,424 ..........111,424 ..........111,424 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............111,423 ................0 ................0 ..................0 ............996 06/05/2020. 3FE............02076M AE 6 ALPHA MEDIA LLC - TL............................ . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..........166,725 ..........166,725 ..........158,389 ..............163,057 .................0 ...........3,669 ...............0 ..............3,669 .................0 ..............166,725 ................0 ................0 ..................0 .......13,069 02/25/2022. 4PL............

02155U AC 6ALTERNATE SOLUTIONS HEALTHNETWORK - TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............6,124 ..............6,124 ..............6,079 .........................0 .................0 ..................6 ...............0 ....................6 .................0 ..................6,124 ................0 ................0 ..................0 ............239 12/31/2023. 3PL............

037833 DJ 6 APPLE INC................................................ . 09/26/2019. VARIOUS........................................ ........................... .....10,016,152 .....10,000,000 .......9,807,900 ...........9,814,589 .................0 .........72,768 ...............0 ............72,768 .................0 ...........9,887,357 ................0 .....128,795 .......128,795 .....175,378 11/13/2020. 1FE............04524D AC 4 ASPEN MEDICAL PRODUCTS LLC - TL... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............2,750 ..............2,750 ..............2,721 .........................0 .................0 ..................1 ...............0 ....................1 .................0 ..................2,749 ................0 ................0 ..................0 ..............54 06/10/2025. 4FE............

05205# AB 4AURORA PARTS AND ACCESSORIESLLC - TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............25,022 ............25,022 ............24,772 ................24,986 .................0 ................36 ...............0 ...................36 .................0 ................25,021 ................0 ................0 ..................0 .........1,349 08/17/2021. 4FE............

05205# AC 2AURORA PARTS AND ACCESSORIESLLC - REVOLVE . 09/30/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........595,767 ..........595,767 ..........595,767 ..............595,767 .................0 ..................0 ...............0 ....................0 .................0 ..............595,766 ................0 ................0 ..................0 .......42,668 08/17/2021. 4FE............

05547R AB 5 BHI ENERGY INC REV - TL...................... . 09/17/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........922,131 ..........922,131 ..........922,131 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............922,130 ................0 ................0 ..................0 .......32,600 08/28/2022. 4PL............05547R AC 3 BHI ENERGY INC TL - TL......................... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............24,311 ............24,311 ............24,068 ................24,289 .................0 ................23 ...............0 ...................23 .................0 ................24,310 ................0 ................0 ..................0 .........1,760 08/28/2024. 4PL............

05607@ AB 0BAYMARK HEALTH SERVICES INC TL -TL . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..............9,979 ..............9,979 ..............9,903 ..................9,973 .................0 ..................6 ...............0 ....................6 .................0 ..................9,978 ................0 ................0 ..................0 ............365 05/18/2023. 4................


QE05.1




Foreign





(Decrease)

CurrentYear's


CurrentYear's





Disposal Date

ForeignExchange




BondInterest /


During Year

StatedContractual

MaturityDate



Indicator (a)

05607@ AC 8BAYMARK HEALTH SERVICES INCDDTL - DDTL . 07/01/2019. NOMURA SECURITIES CO.,LTD... ........................... ..............1,065 ..............1,065 ..............1,065 ..................1,065 .................0 ..................0 ...............0 ....................0 .................0 ..................1,065 ................0 ................0 ..................0 ..............39 05/18/2023. 4................

07330N AR 6BRANCH BANKING AND TRUSTCOMPANY . 09/25/2019. HSBC SECURITIES........................ ........................... .....15,015,000 .....15,000,000 .....14,912,100 .........................0 .................0 .........37,553 ...............0 ............37,553 .................0 .........14,949,653 ................0 .......65,347 .........65,347 .....277,500 06/01/2020. 1FE............

08039# AA 2 BELMONT INSTRUMENT LLC - TL........... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............4,059 ..............4,059 ..............4,019 ..................4,051 .................0 ..................8 ...............0 ....................8 .................0 ..................4,059 ................0 ................0 ..................0 ............174 12/15/2023. 4FE............08039# AB 0 BELMONT INSTRUMENT LLC - REV........ . 09/30/2019. VARIOUS........................................ ........................... ..........124,591 ..........124,591 ..........124,591 ................33,341 .................0 ..................0 ...............0 ....................0 .................0 ..............124,591 ................0 ................0 ..................0 .........4,634 12/15/2023. 4FE............086582 A* 4 BESTOP INC - TL...................................... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..........131,757 ..........131,757 ..........129,797 ..............131,619 .................0 ..............137 ...............0 .................137 .................0 ..............131,757 ................0 ................0 ..................0 .........6,349 07/30/2021. 4................086582 A@ 2 BESTOP INC - REVOLVE.......................... . 09/27/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........142,551 ..........142,551 ..........142,551 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............142,551 ................0 ................0 ..................0 .........6,589 07/30/2020. 4................08658D AE 9 BESTOP INC TL 1ST AMENDMENT - TL.. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............25,620 ............25,620 ............25,364 ................25,582 .................0 ................39 ...............0 ...................39 .................0 ................25,620 ................0 ................0 ..................0 .........1,234 07/30/2021. 4................09238P AB 5 BLACKHAWK INDUSTRIAL DIST TL - TL. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............4,393 ..............4,393 ..............4,349 ..................4,388 .................0 ..................5 ...............0 ....................5 .................0 ..................4,393 ................0 ................0 ..................0 ............267 09/17/2024. 4PL............12738X AC 5 CADENT LLC TL - TL................................ . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............47,566 ............47,566 ............47,329 ................47,540 .................0 ................26 ...............0 ...................26 .................0 ................47,565 ................0 ................0 ..................0 .........2,374 09/11/2023. 3PL............14075@ AB 5 CAPTAIN D'S LLC - TL.............................. . 09/09/2019. INSTALMENT REPAYMENT........... ........................... ..............1,905 ..............1,905 ..............1,886 ..................1,903 .................0 ..................2 ...............0 ....................2 .................0 ..................1,905 ................0 ................0 ..................0 ............113 12/15/2023. 4PL............14075@ AC 3 CAPTAIN D'S LLC - REV........................... . 09/06/2019. VARIOUS........................................ ........................... ............17,857 ............17,857 ............17,857 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................17,857 ................0 ................0 ..................0 .........1,046 12/15/2023. 4PL............14077# AA 3 CAPTEK HOLDINGS INC - TL................... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............11,402 ............11,402 ............11,288 ................11,388 .................0 ................14 ...............0 ...................14 .................0 ................11,402 ................0 ................0 ..................0 ............528 07/28/2022. 4FE............14441J AD 8 CARR MANAGEMENT INC TL - TL........... C 07/01/2019. INSTALMENT REPAYMENT........... ........................... .................916 .................916 .................911 .....................915 .................0 ..................1 ...............0 ....................1 .................0 .....................916 ................0 ................0 ..................0 ..............36 10/22/2020. 3FE............14726@ AB 8 CASCADE DRILLING LP - REVOLVE........ . 09/17/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........175,270 ..........175,270 ..........175,270 ................33,706 .................0 ..................0 ...............0 ....................0 .................0 ..............175,270 ................0 ................0 ..................0 .........9,627 02/20/2020. 5................19421L AC 8 COLLAGEN MATRIX INC REV - REVOLVE . 08/01/2019. NOMURA SECURITIES CO.,LTD... ........................... ............83,125 ............83,125 ............83,125 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................83,125 ................0 ................0 ..................0 .........2,283 05/23/2023. 3PL............19421L AD 6 COLLAGEN MATRIX INC TL - TL.............. . 08/01/2019. INSTALMENT REPAYMENT........... ........................... ..........730,022 ..........730,022 ..........722,537 ..............722,378 .................0 ...........7,644 ...............0 ..............7,644 .................0 ..............730,022 ................0 ................0 ..................0 .......24,818 05/23/2023. 3FE............22005# AA 3 CORPORATE VISIONS INC - TL............... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............18,258 ............18,258 ............18,075 ................18,244 .................0 ................14 ...............0 ...................14 .................0 ................18,258 ................0 ................0 ..................0 .........1,010 05/29/2021. 5FE............24531H AC 4 DEL REAL LLC TL - TL.............................. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............11,359 ............11,359 ............11,245 ................11,348 .................0 ................10 ...............0 ...................10 .................0 ................11,359 ................0 ................0 ..................0 ............613 10/07/2022. 4PL............

24881* AB 0DENT WIZARD INTERNATIONALCORPORAT - TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,736 ..............1,736 ..............1,727 .........................0 .................0 ..................1 ...............0 ....................1 .................0 ..................1,736 ................0 ................0 ..................0 ..............35 04/07/2022. 4FE............

28258# AA 4 8POINT3 SOLAR INVESTCO 1 LLC.......... . 08/31/2019. INSTALMENT REPAYMENT........... ........................... ..........532,518 ..........532,518 ..........535,713 ..............532,687 .................0 .............(168) ...............0 ...............(168) .................0 ..............532,518 ................0 ................0 ..................0 .......31,209 11/30/2035. 3PL............31187J AF 5 FASTENERS FOR RETAIL INC TL - TL.... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............68,002 ............68,002 ............67,662 ................67,948 .................0 ................54 ...............0 ...................54 .................0 ................68,002 ................0 ................0 ..................0 .........3,282 08/03/2022. 3PL............33887@ AB 3 FLAVOR PRODUCERS LLC - TL.............. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............5,037 ..............5,037 ..............4,962 ..................5,029 .................0 ..................9 ...............0 ....................9 .................0 ..................5,037 ................0 ................0 ..................0 ............281 12/15/2023. 4FE............34417C AB 5 FOCUSVISION WORLDWIDE INC - TL..... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............13,352 ............13,352 ............13,219 ................13,328 .................0 ................24 ...............0 ...................24 .................0 ................13,352 ................0 ................0 ..................0 ............772 12/12/2022. 4PL............36250* AA 9 OPTCONNECT LLC - TL........................... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............3,516 ..............3,516 ..............3,480 ..................3,509 .................0 ..................6 ...............0 ....................6 .................0 ..................3,516 ................0 ................0 ..................0 ............195 12/07/2022. 3PL............36250* AB 7 OPTCONNECT LLC - REV........................ . 08/28/2019. NOMURA SECURITIES CO.,LTD... ........................... ..............8,681 ..............8,681 ..............8,681 ..................8,681 .................0 ..................0 ...............0 ....................0 .................0 ..................8,681 ................0 ................0 ..................0 ............368 12/07/2022. 3PL............

36251* AA 8GABRIEL PERFORMANCE PRODUCTSLLC - TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............2,228 ..............2,228 ..............2,210 ..................2,225 .................0 ..................3 ...............0 ....................3 .................0 ..................2,228 ................0 ................0 ..................0 ............166 10/22/2021. 3FE............

36254* AD 9 GSM HOLDINGS INC. - Incremental TL..... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............2,930 ..............2,930 ..............2,901 .........................0 .................0 ..................2 ...............0 ....................2 .................0 ..................2,930 ................0 ................0 ..................0 ................0 06/01/2024. 4FE............

36254E AC 0PAYA INC GTCR-ULTRA ACQUISITIONIN - TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............14,510 ............14,510 ............14,349 ................14,491 .................0 ................19 ...............0 ...................19 .................0 ................14,510 ................0 ................0 ..................0 ............855 08/01/2024. 2PL............

369604 BH 5 GENERAL ELECTRIC CO......................... . 09/30/2019. NOMURA SECURITIES CO.,LTD... ........................... .....29,539,110 .....29,000,000 .....30,349,190 .........30,238,993 .................0 ........(21,036) ...............0 ...........(21,036) .................0 .........30,217,956 ................0 ....(678,847) ......(678,847) ..1,373,875 03/11/2044. 2FE............37437# AB 7 GETWELLNETWORK INC - TL.................. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............3,000 ..............3,000 ..............2,970 ..................2,997 .................0 ..................3 ...............0 ....................3 .................0 ..................3,000 ................0 ................0 ..................0 ............143 02/23/2024. 4PL............38356# AA 4 GOURMET KITCHEN INC - TL.................. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............3,439 ..............3,439 ..............3,404 .........................0 .................0 ..................2 ...............0 ....................2 .................0 ..................3,439 ................0 ................0 ..................0 ............181 03/27/2025. 2FE............

38356# AA 4GOURMET KITCHEN INC -INCREMENTAL TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............4,126 ..............4,126 ..............4,085 .........................0 .................0 ..................1 ...............0 ....................1 .................0 ..................4,126 ................0 ................0 ..................0 ................0 03/27/2025. 2FE............

39121J AE 0 GREAT RIVER ENERGY........................... . 07/01/2019. SINKING FUND REDEMPTION...... ........................... .......1,013,395 .......1,013,395 ..........862,222 ...........1,008,341 .................0 ...........5,054 ...............0 ..............5,054 .................0 ...........1,013,395 ................0 ................0 ..................0 .......63,378 07/01/2038. 1FE............39121J AG 5 GREAT RIVER ENERGY........................... . 07/02/2019. SINKING FUND REDEMPTION...... ........................... ..........235,550 ..........235,550 ..........212,728 ..............235,039 .................0 ..............511 ...............0 .................511 .................0 ..............235,550 ................0 ................0 ..................0 .......17,037 07/01/2038. 1FE............39808C ZZ 1 GRIDIRON FUNDING LLC........................ . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..........230,770 ..........230,770 ..........226,155 ..............229,732 .................0 ...........1,038 ...............0 ..............1,038 .................0 ..............230,770 ................0 ................0 ..................0 .........8,060 05/15/2024. 2FE............


QE05.2




Foreign





(Decrease)

CurrentYear's


CurrentYear's





Disposal Date

ForeignExchange




BondInterest /


During Year

StatedContractual

MaturityDate



Indicator (a)

42254# AA 9HEARTLAND VETERINARY PARTNERS -TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............8,017 ..............8,017 ..............7,908 .........................0 .................0 ................10 ...............0 ...................10 .................0 ..................8,017 ................0 ................0 ..................0 ............282 02/01/2024. 3PL............

42254# AC 5HEARTLAND VETERINARY PARTNERS -TL . 09/20/2019. NOMURA SECURITIES CO.,LTD... ........................... ............15,773 ............15,773 ............15,773 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................15,773 ................0 ................0 ..................0 ................0 02/01/2024. 3PL............

42254# AE 1HEARTLAND VETERINARY PARTNERS -TL . 09/30/2019. EXTERNAL MANAGER................... ........................... ...................56 ...................56 ...................56 .........................0 .................0 ..................0 ...............0 ....................0 .................0 .......................56 ................0 ................0 ..................0 ................0 02/01/2024. 3PL............

42254# AF 8HEARTLAND VETERINARY PARTNERS -TL . 09/30/2019. EXTERNAL MANAGER................... ........................... .................282 .................282 .................282 .........................0 .................0 ..................0 ...............0 ....................0 .................0 .....................282 ................0 ................0 ..................0 ................6 02/01/2024. 3PL............

43705@ AA 4 HOME CARE ASSISTANCE LLC - TL....... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............3,345 ..............3,345 ..............3,312 ..................3,342 .................0 ..................3 ...............0 ....................3 .................0 ..................3,345 ................0 ................0 ..................0 ............293 12/21/2023. 2FE............44054P AC 1 HORIZON TELCOM INC DDTL - DDTL..... . 07/01/2019. NOMURA SECURITIES CO.,LTD... ........................... .................224 .................224 .................224 .........................0 .................0 ..................0 ...............0 ....................0 .................0 .....................224 ................0 ................0 ..................0 ................5 06/15/2023. 4FE............44054P AD 9 HORIZON TELCOM INC TL - TL............... . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ............12,430 ............12,430 ............12,306 ................12,412 .................0 ................18 ...............0 ...................18 .................0 ................12,430 ................0 ................0 ..................0 ............503 06/15/2023. 4FE............44931V AB 9 ICP CONSTRUCTION INC - TL................. . 09/30/2019. EXTERNAL MANAGER................... ........................... .................988 .................988 .................988 .....................988 .................0 ..................0 ...............0 ....................0 .................0 .....................988 ................0 ................0 ..................0 ..............58 11/03/2023. 4FE............44931V AD 5 ICP CONSTRUCTION INC - TL................. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............4,429 ..............4,429 ..............4,407 ..................4,427 .................0 ..................3 ...............0 ....................3 .................0 ..................4,429 ................0 ................0 ..................0 ............205 11/03/2023. 4FE............44932H AK 9 IBM CREDIT LLC....................................... . 09/25/2019. GOLDMAN SACHS......................... ........................... .....10,168,300 .....10,000,000 .....10,106,100 .........................0 .................0 ........(31,873) ...............0 ...........(31,873) .................0 .........10,074,227 ................0 .......94,073 .........94,073 .....284,625 11/30/2020. 1FE............47630* AD 1 JENSEN HUGHES INC DDTL - DD........... . 07/01/2019. NOMURA SECURITIES CO.,LTD... ........................... ..............2,719 ..............2,719 ..............2,719 ..................2,719 .................0 ..................0 ...............0 ....................0 .................0 ..................2,719 ................0 ................0 ..................0 ............127 12/04/2021. 3PL............47630* AE 9 JENSEN HUGHES INC ITL - ITL............... . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..............1,452 ..............1,452 ..............1,452 ..................1,452 .................0 ..................0 ...............0 ....................0 .................0 ..................1,452 ................0 ................0 ..................0 ..............68 12/04/2021. 3PL............47630E AB 4 JENSEN HUGHES INC DDTL - TL............ . 07/01/2019. NOMURA SECURITIES CO.,LTD... ........................... ..............2,262 ..............2,262 ..............2,262 ..................2,262 .................0 ..................0 ...............0 ....................0 .................0 ..................2,262 ................0 ................0 ..................0 ............111 03/22/2024. 3PL............47630E AC 2 JENSEN HUGHES INC - REVOLVE.......... . 09/20/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........787,028 ..........787,028 ..........787,028 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............787,028 ................0 ................0 ..................0 .......14,526 12/04/2021. 3PL............47630E AD 0 JENSEN HUGHES INC - TL...................... . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ............19,804 ............19,804 ............19,606 ................19,787 .................0 ................17 ...............0 ...................17 .................0 ................19,804 ................0 ................0 ..................0 ............952 12/04/2021. 3PL............47630E AE 8 JENSEN HUGHES INC TL - TL................. . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..............2,676 ..............2,676 ..............2,663 ..................2,674 .................0 ..................2 ...............0 ....................2 .................0 ..................2,676 ................0 ................0 ..................0 ............128 03/22/2024. 3PL............49381D AB 3 KIDKRAFT INC REVOLVER - REVOLVER . 08/12/2019. NOMURA SECURITIES CO.,LTD... ........................... ............41,587 ............41,587 ............41,587 ................41,587 .................0 ..................0 ...............0 ....................0 .................0 ................41,587 ................0 ................0 ..................0 .........2,429 09/30/2021. 3PL............51511@ AB 9 LANDMARK HEALTH LLC TL - TL............ . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............19,057 ............19,057 ............18,962 ................19,048 .................0 ..................9 ...............0 ....................9 .................0 ................19,057 ................0 ................0 ..................0 ............948 05/08/2025. 4FE............54316@ AA 2 LONGS DRUGS INCORPORATED - TL.... . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ............15,950 ............15,950 ............15,870 ................15,942 .................0 ..................8 ...............0 ....................8 .................0 ................15,950 ................0 ................0 ..................0 ............779 08/19/2021. 3FE............

54316@ AA 2LONGS DRUGS INCORPORATEDINCREMENTAL TL . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..............4,582 ..............4,582 ..............4,536 ..................4,577 .................0 ..................5 ...............0 ....................5 .................0 ..................4,582 ................0 ................0 ..................0 ................0 08/19/2022. 3FE............

54316@ AB 0LONGS DRUGS INCORPORATED -REVOLVE . 09/18/2019. VARIOUS........................................ ........................... ..........448,375 ..........448,375 ..........448,375 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............448,375 ................0 ................0 ..................0 .........3,020 02/19/2021. 3FE............

55340# AB 5 MB2 DENTAL SOLUTIONS LLC - TL......... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............8,495 ..............8,495 ..............8,410 ..................8,487 .................0 ..................8 ...............0 ....................8 .................0 ..................8,495 ................0 ................0 ..................0 ............406 09/29/2023. 3PL............

55340# AC 3MB2 DENTAL SOLUTIONS LLC -REVOLVE . 09/19/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........216,715 ..........216,715 ..........216,715 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............216,715 ................0 ................0 ..................0 .........6,934 09/29/2023. 3PL............

56032Y AE 9 MAILSOUTH INC - TL................................ . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ............14,899 ............14,899 ............14,750 ................14,880 .................0 ................19 ...............0 ...................19 .................0 ................14,899 ................0 ................0 ..................0 ............538 04/23/2024. 3PL............56032Y AF 6 MAILSOUTH INC - REV............................. . 07/31/2019. NOMURA SECURITIES CO.,LTD... ........................... ............38,248 ............38,248 ............38,248 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................38,248 ................0 ................0 ..................0 .........1,089 04/23/2023. 3PL............56625# AA 1 MARCO TECHNOLOGIES LLC-TL............ . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..............1,563 ..............1,563 ..............1,552 .........................0 .................0 ..................1 ...............0 ....................1 .................0 ..................1,563 ................0 ................0 ..................0 ..............28 10/30/2023. 3FE............57134@ AB 3 MAROON GROUP LLC - REV................... . 08/01/2019. EXTERNAL MANAGER................... ........................... ............73,160 ............73,160 ............73,160 ................31,354 .................0 ..................0 ...............0 ....................0 .................0 ................73,160 ................0 ................0 ..................0 .........3,535 08/31/2022. 4FE............577081 AY 8 MATTEL INC............................................. . 07/09/2019. UBS SECURITIES........................... ........................... .....14,231,250 .....15,000,000 .....14,987,950 .........14,994,454 .................0 ..............634 ...............0 .................634 .................0 .........14,995,088 ................0 ....(763,838) ......(763,838) .....388,500 03/15/2023. 4FE............58174@ AA 4 MCKISSOCK LLC - TL............................... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,656 ..............1,656 ..............1,624 .........................0 .................0 ..................2 ...............0 ....................2 .................0 ..................1,656 ................0 ................0 ..................0 ..............22 05/01/2025. 3PL............58806# AA 8 MERCER FOODS LLC TL - TL.................. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............4,152 ..............4,152 ..............4,103 ..................4,144 .................0 ..................8 ...............0 ....................8 .................0 ..................4,152 ................0 ................0 ..................0 ............232 11/10/2022. 2PL............

58806# AB 6MERCER FOODS LLC REVOLVER -REVOLVE . 08/22/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........206,488 ..........206,488 ..........206,488 ..............147,491 .................0 ..................0 ...............0 ....................0 .................0 ..............206,488 ................0 ................0 ..................0 .......10,663 11/10/2021. 2PL............

59748T AA 7 MIDLAND COGENERATION VENTURE LP . 09/16/2019. SINKING FUND REDEMPTION...... ........................... ..........924,350 ..........924,350 ..........924,350 ..............924,350 .................0 ..................0 ...............0 ....................0 .................0 ..............924,350 ................0 ................0 ..................0 .......55,461 03/15/2025. 3FE............

60725# AA 2MOBILE COMMUNICATIONS AMERICAINC - TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,485 ..............1,485 ..............1,466 .........................0 .................0 ..................2 ...............0 ....................2 .................0 ..................1,485 ................0 ................0 ..................0 ..............73 03/04/2025. 4PL............


QE05.3




Foreign





(Decrease)

CurrentYear's


CurrentYear's





Disposal Date

ForeignExchange




BondInterest /


During Year

StatedContractual

MaturityDate



Indicator (a)

60725# AA 2MOBILE COMMUNICATIONS AMERICAINC - INC TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... .................762 .................762 .................754 .........................0 .................0 ..................0 ...............0 ....................0 .................0 .....................762 ................0 ................0 ..................0 ................0 03/04/2025. 4PL............

62978# AA 2 NXGEN BUYER INC. - TL.......................... . 07/01/2019. INSTALMENT REPAYMENT........... ........................... .................938 .................938 .................917 .........................0 .................0 ..................1 ...............0 ....................1 .................0 .....................938 ................0 ................0 ..................0 ................3 12/31/2024. 4FE............62983P AB 1 NAKILAT INC............................................. D 06/30/2019. SINKING FUND REDEMPTION...... ........................... ................(557) ................(557) ................(554) ....................(557) .................0 ..................0 ...............0 ....................0 .................0 ....................(557) ................0 ................0 ..................0 .............(17) 12/31/2033. 1FE............64023@ AA 5 NEKOOSA COATED INCREMENTAL TL.. . 08/30/2019. INSTALMENT REPAYMENT........... ........................... ............20,467 ............20,467 ............20,271 ................20,447 .................0 ................19 ...............0 ...................19 .................0 ................20,467 ................0 ................0 ..................0 ............936 11/01/2023. 3PL............651639 AW 6 NEWMONT GOLDCORP CORP................ . 08/28/2019. CONSENT FEE - BASIS ADJ.......... ........................... ..........457,121 .....................0 ..........457,121 ..............457,121 .................0 ..................0 ...............0 ....................0 .................0 ..............457,121 ................0 ................0 ..................0 ................0 04/01/2035. 2FE............65341# AA 5 NEXTCARE INC. - TL................................ . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,657 ..............1,657 ..............1,640 ..................1,654 .................0 ..................2 ...............0 ....................2 .................0 ..................1,657 ................0 ................0 ..................0 ............195 02/28/2023. 3FE............65341# AA 5 NEXTCARE INC. - INCREMENTAL TL...... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,086 ..............1,086 ..............1,073 .........................0 .................0 ..................1 ...............0 ....................1 .................0 ..................1,086 ................0 ................0 ..................0 ................0 06/30/2024. 3FE............

65675# AA 1NORTH AMERICAN BREAKER CO. LLC -TL . 09/26/2019. INSTALMENT REPAYMENT........... ........................... ..............3,235 ..............3,235 ..............3,198 ..................3,230 .................0 ..................6 ...............0 ....................6 .................0 ..................3,235 ................0 ................0 ..................0 ............183 12/15/2022. 4Z..............

65675# AA 1NORTH AMERICAN BREAKER CO. LLC -INCREMENTAL TL . 09/26/2019. INSTALMENT REPAYMENT........... ........................... .................622 .................622 .................616 .........................0 .................0 ..................0 ...............0 ....................0 .................0 .....................622 ................0 ................0 ..................0 ................0 12/15/2022. 4Z..............

65675# AB 9NORTH AMERICAN BREAKER CO. LLC -REV . 08/26/2019. VARIOUS........................................ ........................... ............80,200 ............80,200 ............80,200 ................80,200 .................0 ..................0 ...............0 ....................0 .................0 ................80,200 ................0 ................0 ..................0 .........3,250 12/15/2022. 4Z..............

65684* AC 0NORTH AMERICAN DENTAL GROUPREV - REVOLVE . 08/29/2019. NOMURA SECURITIES CO.,LTD... ........................... ............28,446 ............28,446 ............28,446 ................28,446 .................0 ..................0 ...............0 ....................0 .................0 ................28,446 ................0 ................0 ..................0 .........2,136 07/07/2023. 4................

67092Q AB 6OAC HOLDINGS III CORP REV -REVOLVER . 09/27/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........755,444 ..........755,444 ..........755,444 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............755,444 ................0 ................0 ..................0 .......21,221 02/08/2022. 3PL............

67092Q AC 4 OAC HOLDINGS III CORP TL - TL............ . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..............6,400 ..............6,400 ..............6,368 ..................6,396 .................0 ..................3 ...............0 ....................3 .................0 ..................6,400 ................0 ................0 ..................0 ............238 02/08/2022. 3PL............68086@ AA 0 OLIVER PACKAGING LLC - TL................. . 09/27/2019. INSTALMENT REPAYMENT........... ........................... ............15,749 ............15,749 ............15,591 ................15,723 .................0 ................25 ...............0 ...................25 .................0 ................15,749 ................0 ................0 ..................0 ............873 08/14/2022. 4FE............68086@ AA 0 OLIVER PACKAGING LLC - INC TL.......... . 09/27/2019. INSTALMENT REPAYMENT........... ........................... .................956 .................956 .................956 .........................0 .................0 ..................0 ...............0 ....................0 .................0 .....................956 ................0 ................0 ..................0 ................0 08/14/2022. 4FE............

68218X AB 8ON LOCATION EVENTS LLC REVOLVER- REVOLVER . 08/19/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........297,015 ..........297,015 ..........297,015 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............297,015 ................0 ................0 ..................0 .........3,244 09/29/2021. 3PL............

68218X AC 6 ON LOCATION EVENTS LLC TL - TL........ . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............81,394 ............81,394 ............80,580 ................81,394 .................0 ..................0 ...............0 ....................0 .................0 ................81,394 ................0 ................0 ..................0 .........4,377 09/29/2021. 3PL............68391# AA 8 ORACLE ELEVATOR COMPANY - TL....... . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..............1,563 ..............1,563 ..............1,539 ..................1,561 .................0 ..................2 ...............0 ....................2 .................0 ..................1,563 ................0 ................0 ..................0 ............111 05/12/2023. 5................68391# AB 6 ORACLE ELEVATOR COMPANY - TL....... . 07/01/2019. EXTERNAL MANAGER................... ........................... .................286 .................286 .................286 .....................286 .................0 ..................0 ...............0 ....................0 .................0 .....................286 ................0 ................0 ..................0 ..............21 05/12/2023. 5................

69345U AB 8PROTECTIVE INDUSTRIAL PRODUCTSINC - TL . 07/31/2019. INSTALMENT REPAYMENT........... ........................... ..............3,409 ..............3,409 ..............3,371 .........................0 .................0 ..................3 ...............0 ....................3 .................0 ..................3,409 ................0 ................0 ..................0 ............107 01/31/2024. 4FE............

69345U AD 4PROTECTIVE INDUSTRIAL PRODUCTSINC - REV . 09/23/2019. NOMURA SECURITIES CO.,LTD... ........................... ..............4,167 ..............4,167 ..............4,167 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..................4,167 ................0 ................0 ..................0 ............119 01/31/2024. 4FE............

69406@ AA 1 PFNY HOLDINGS LLC TL - TL.................. . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..............7,877 ..............7,877 ..............7,798 ..................7,867 .................0 ................10 ...............0 ...................10 .................0 ..................7,877 ................0 ................0 ..................0 ............273 01/16/2024. 3FE............69406@ AC 7 PFNY HOLDINGS LLC REV - REVOLVE... . 09/19/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........490,093 ..........490,093 ..........490,093 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............490,093 ................0 ................0 ..................0 .........5,370 01/16/2024. 3FE............70489# AB 5 PEARLMAN ENTERPRISES INC TL - TL.. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..........123,145 ..........123,145 ..........122,324 ..............123,026 .................0 ..............119 ...............0 .................119 .................0 ..............123,145 ................0 ................0 ..................0 .........7,265 05/05/2022. 4PL............71682@ AA 2 PETROS PACESETTER MS FD 19........... . 07/31/2019. SINKING FUND REDEMPTION...... ........................... ..........205,501 ..........205,501 ..........205,501 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............205,501 ................0 ................0 ..................0 ................0 03/01/2027. 1FE............

71712H AB 8PHARM-OLAM INTERNATIONAL LLC TL -TL . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ............20,636 ............20,636 ............20,223 ................20,604 .................0 ................32 ...............0 ...................32 .................0 ................20,636 ................0 ................0 ..................0 ............832 02/01/2023. 4................

72349C AB 8 CCIPT_09-1............................................... . 09/01/2019. MBS PAYDOWN............................. ........................... ..........250,000 ..........250,000 ..........250,000 ..............250,000 .................0 ..................0 ...............0 ....................0 .................0 ..............250,000 ................0 ................0 ..................0 .......16,875 08/15/2030. 1FE............

73931N AG 5POWER SERVICES HOLDING COREVOLVER - REVOLVER . 07/26/2019. NOMURA SECURITIES CO.,LTD... ........................... ............95,751 ............95,751 ............95,751 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................95,751 ................0 ................0 ..................0 .........1,362 08/25/2021. 3PL............

74056T AB 0PREMIER RESEARCH ACQUISITIONCORP - TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............22,241 ............22,241 ............22,019 ................22,230 .................0 ................11 ...............0 ...................11 .................0 ................22,241 ................0 ................0 ..................0 .........2,240 10/31/2022. 3PL............


QE05.4




Foreign





(Decrease)

CurrentYear's


CurrentYear's





Disposal Date

ForeignExchange




BondInterest /


During Year

StatedContractual

MaturityDate



Indicator (a)

74056T AB 0PREMIER RESEARCH ACQUISITIONCORP INCREMENTAL TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............17,486 ............17,486 ............17,312 ................17,471 .................0 ................16 ...............0 ...................16 .................0 ................17,486 ................0 ................0 ..................0 ................0 07/25/2024. 3PL............

74056T AC 8PREMIER RESEARCH ACQUISITIONCORP - REVOLVER . 09/30/2019. NOMURA SECURITIES CO.,LTD... ........................... ..........891,484 ..........891,484 ..........891,484 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............891,484 ................0 ................0 ..................0 .........3,553 10/31/2021. 3PL............

74065* AA 5PREMIER PARKING OF TENNESSEELLC - TL . 09/20/2019. INSTALMENT REPAYMENT........... ........................... ..............6,810 ..............6,810 ..............6,742 ..................6,801 .................0 ..................9 ...............0 ....................9 .................0 ..................6,810 ................0 ................0 ..................0 ............263 06/30/2022. 4FE............

755111 BT 7 RAYTHEON COMPANY............................ . 09/25/2019.CITIGROUP GLOBAL MARKETSINC. ........................... .....10,117,800 .....10,000,000 .....10,019,500 .........10,018,819 .................0 ..........(7,667) ...............0 .............(7,667) .................0 .........10,011,152 ................0 .....106,648 .......106,648 .....296,875 10/15/2020. 1FE............

75627@ AA 1RECOVERYDIRECT ACQUISITION LLC -TL . 09/26/2019. INSTALMENT REPAYMENT........... ........................... ..............7,194 ..............7,194 ..............7,158 ..................7,190 .................0 ..................4 ...............0 ....................4 .................0 ..................7,194 ................0 ................0 ..................0 ............315 01/03/2024. 4PL............

75976# AA 6 REMINGTON PRODUCTS COMPANY - TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............4,125 ..............4,125 ..............4,079 .........................0 .................0 ..................2 ...............0 ....................2 .................0 ..................4,125 ................0 ................0 ..................0 ..............72 06/13/2025. 4FE............76027@ AA 5 HEMASOURCE INC. - TL.......................... . 07/30/2019. INSTALMENT REPAYMENT........... ........................... ..............5,060 ..............5,060 ..............5,009 ..................5,055 .................0 ..................5 ...............0 ....................5 .................0 ..................5,060 ................0 ................0 ..................0 ............188 07/19/2023. 4................76027@ AB 3 HEMASOURCE INC. - REV....................... . 08/30/2019. NOMURA SECURITIES CO.,LTD... ........................... ............23,810 ............23,810 ............23,810 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................23,810 ................0 ................0 ..................0 .........1,546 07/19/2023. 4................76118* AB 5 RESONETICS LLC - INC TL...................... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............3,338 ..............3,338 ..............3,290 .........................0 .................0 ..................3 ...............0 ....................3 .................0 ..................3,338 ................0 ................0 ..................0 ................0 02/07/2025. 4PL............76118* AB 5 RESONETICS LLC - INCREMENTAL TL... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,273 ..............1,273 ..............1,257 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..................1,273 ................0 ................0 ..................0 ................0 02/07/2025. 4PL............76118* AC 3 RESONETICS LLC - REV.......................... . 09/17/2019. NOMURA SECURITIES CO.,LTD... ........................... ..............1,998 ..............1,998 ..............1,998 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..................1,998 ................0 ................0 ..................0 ..............78 02/07/2023. 4PL............76121Q AC 0 RESOURCE LABEL GROUP LLC - TL...... . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..............3,895 ..............3,895 ..............3,856 ..................3,891 .................0 ..................3 ...............0 ....................3 .................0 ..................3,895 ................0 ................0 ..................0 ............141 05/26/2023. 3PL............76882@ AA 9 RIVERPOINT MEDICAL LLC..................... . 09/27/2019. INSTALMENT REPAYMENT........... ........................... ..............3,370 ..............3,370 ..............3,328 .........................0 .................0 ..................2 ...............0 ....................2 .................0 ..................3,370 ................0 ................0 ..................0 ..............71 06/21/2025. 4Z..............

78955K AC 0ST GEORGE WAREHOUSING &TRUCKING - TL . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ............16,891 ............16,891 ............16,806 ................16,889 .................0 ..................2 ...............0 ....................2 .................0 ................16,891 ................0 ................0 ..................0 ............657 04/28/2022. 5PL............

83285# AA 6 SMYTH COMPANIES LLC - REVOLVE..... . 09/25/2019. VARIOUS........................................ ........................... ..........692,595 ..........692,595 ..........692,595 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............692,595 ................0 ................0 ..................0 .......16,283 09/25/2020. 5FE............83285# AB 4 SMYTH COMPANIES LLC - TL.................. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..........185,304 ..........185,304 ..........184,378 ..............185,159 .................0 ..............145 ...............0 .................145 .................0 ..............185,304 ................0 ................0 ..................0 .........9,513 09/25/2020. 5FE............

837004 CF 5SOUTH CAROLINA ELECTRIC & GASCOMP . 09/13/2019. NOMURA SECURITIES CO.,LTD... ........................... .......5,609,754 .......4,840,000 .......5,098,359 ...........5,064,583 .................0 ..........(4,345) ...............0 .............(4,345) .................0 ...........5,060,238 ................0 .....549,516 .......549,516 .....235,103 02/01/2042. 1FE............

86745@ AB 3 SUNNY SKY PRODUCTS LLC - REV........ . 08/07/2019. EXTERNAL MANAGER................... ........................... ............67,050 ............67,050 ............67,050 ................67,050 .................0 ..................0 ...............0 ....................0 .................0 ................67,050 ................0 ................0 ..................0 .........2,880 01/29/2024. 4PL............86859C AC 8 SUPPLYONE INC - TL............................... . 07/09/2019. INSTALMENT REPAYMENT........... ........................... ............61,235 ............61,235 ............60,622 ................61,187 .................0 ................48 ...............0 ...................48 .................0 ................61,235 ................0 ................0 ..................0 .........3,299 02/01/2024. 4PL............86859C AD 6 SUPPLYONE INC - DD.............................. . 08/01/2019. EXTERNAL MANAGER................... ........................... ..........187,750 ..........187,750 ..........187,750 ..............187,750 .................0 ..................0 ...............0 ....................0 .................0 ..............187,750 ................0 ................0 ..................0 .........7,424 02/01/2024. 4FE............88165# AC 6 TESTEQUITY LLC - TL.............................. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............5,467 ..............5,467 ..............5,412 ..................5,460 .................0 ..................6 ...............0 ....................6 .................0 ..................5,467 ................0 ................0 ..................0 ............285 04/28/2022. 4FE............90370# AA 7 U.S. IMAGING PARTNERS INC - TL......... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,567 ..............1,567 ..............1,556 ..................1,565 .................0 ..................2 ...............0 ....................2 .................0 ..................1,567 ................0 ................0 ..................0 ............107 01/01/2024. 2PL............90370# AA 7 U.S. IMAGING PARTNERS INC - INC TL.. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,138 ..............1,138 ..............1,129 ..................1,137 .................0 ..................1 ...............0 ....................1 .................0 ..................1,138 ................0 ................0 ..................0 ................0 01/01/2024. 2PL............

90370# AB 5U.S. IMAGING PARTNERS INC -REVOLVE . 08/23/2019. EXTERNAL MANAGER................... ........................... ............73,224 ............73,224 ............73,224 ................73,224 .................0 ..................0 ...............0 ....................0 .................0 ................73,224 ................0 ................0 ..................0 .........4,124 01/01/2023. 2PL............

90372@ AA 7US IMAGING PARTNERS INC USRS TL -TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... .................338 .................338 .................336 .....................338 .................0 ..................1 ...............0 ....................1 .................0 .....................338 ................0 ................0 ..................0 ..............13 01/01/2024. 2PL............

90373* AA 8US IMAGING PARTNERS INC USRS TL -TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............6,425 ..............6,425 ..............6,377 ..................6,413 .................0 ................12 ...............0 ...................12 .................0 ..................6,425 ................0 ................0 ..................0 ............253 01/01/2024. 2PL............

90470C AB 1UNIFIED PHYSICIAN MANAGEMENTDDTL - DDTL . 09/30/2019. NOMURA SECURITIES CO.,LTD... ........................... ..............4,484 ..............4,484 ..............4,484 ..................4,484 .................0 ..................0 ...............0 ....................0 .................0 ..................4,484 ................0 ................0 ..................0 ............235 11/27/2023. 4PL............

90470C AC 9UNIFIED PHYSICIAN MANAGEMENT TL -TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............11,660 ............11,660 ............11,543 ................11,646 .................0 ................14 ...............0 ...................14 .................0 ................11,660 ................0 ................0 ..................0 ............621 11/27/2023. 4PL............

91865F AG 4 VACO HOLDINGS TL - TL......................... . 07/02/2019. INSTALMENT REPAYMENT........... ........................... ............47,312 ............47,312 ............46,247 ................47,219 .................0 ................92 ...............0 ...................92 .................0 ................47,312 ................0 ................0 ..................0 .........2,776 11/09/2023. 2PL............

92969@ AA 2WELLSPRING PHARMACEUTICALCORPORAT - TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............3,438 ..............3,438 ..............3,403 ..................3,434 .................0 ..................4 ...............0 ....................4 .................0 ..................3,438 ................0 ................0 ..................0 ............187 09/25/2023. 4FE............


QE05.5




Foreign





(Decrease)

CurrentYear's


CurrentYear's





Disposal Date

ForeignExchange




BondInterest /


During Year

StatedContractual

MaturityDate



Indicator (a)95613# AA 3 WEST STAR AVIATION INC TL-A - TL-A.. . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ............74,784 ............74,784 ............74,037 ................74,706 .................0 ................79 ...............0 ...................79 .................0 ................74,784 ................0 ................0 ..................0 .........2,726 04/28/2022. 3PL............

95613# AB 1WEST STAR AVIATION INC REVOLVER -REVOLVER . 09/30/2019. NOMURA SECURITIES CO.,LTD... ........................... .......1,177,295 .......1,177,295 .......1,177,295 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ...........1,177,295 ................0 ................0 ..................0 .........5,679 04/28/2021. 3PL............

97348@ AD 7 WINDOW PRODUCTS INC TL - TL........... . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..........168,161 ..........168,161 ..........166,479 ..............167,934 .................0 ..............227 ...............0 .................227 .................0 ..............168,161 ................0 ................0 ..................0 .........7,001 02/01/2022. 5FE............98162P AC 6 WORLD WIDE PACKAGING LLC - TL....... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ............15,438 ............15,438 ............15,283 ................15,416 .................0 ................22 ...............0 ...................22 .................0 ................15,438 ................0 ................0 ..................0 ............605 03/27/2024. 4PL............

98162P AD 4WORLD WIDE PACKAGING LLC DDTL -DDTL . 09/30/2019. NOMURA SECURITIES CO.,LTD... ........................... ..............3,041 ..............3,041 ..............3,041 ..................3,068 .................0 .................(3) ...............0 ...................(3) .................0 ..................3,065 ................0 .............(24) ...............(24) ............118 03/27/2024. 4PL............

98423E AC 6 YLG HOLDINGS INC TL - TL..................... . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ............11,159 ............11,159 ............11,047 ................11,145 .................0 ................14 ...............0 ...................14 .................0 ................11,159 ................0 ................0 ..................0 ............667 01/09/2020. 4PL............98423E AC 6 YLG HOLDINGS INC INCREMENTAL TL.. . 07/01/2019. INSTALMENT REPAYMENT........... ........................... ..............6,987 ..............6,987 ..............6,917 ..................6,960 .................0 ................27 ...............0 ...................27 .................0 ..................6,987 ................0 ................0 ..................0 ................0 01/09/2020. 4PL............98423E AD 4 YLG HOLDINGS INC DDTL - DDTL........... . 07/01/2019. NOMURA SECURITIES CO.,LTD... ........................... ............21,115 ............21,115 ............21,115 ................21,115 .................0 ..................0 ...............0 ....................0 .................0 ................21,115 ................0 ................0 ..................0 ............762 01/09/2020. 4PL............000000 00 0 GET ACQUISITION LLC - REV.................. . 09/09/2019. VARIOUS........................................ ........................... ............15,844 ............15,844 ............15,844 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................15,844 ................0 ................0 ..................0 ............748 02/16/2024. 4................000000 00 0 FLAVOR PRODUCERS LLC - REV........... . 09/12/2019. VARIOUS........................................ ........................... ............76,105 ............76,105 ............76,105 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................76,105 ................0 ................0 ..................0 .........2,069 12/15/2022. 4FE............000000 00 0 MAROON GROUP LLC - TL...................... . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............2,483 ..............2,483 ..............2,458 ..................2,479 .................0 ..................4 ...............0 ....................4 .................0 ..................2,483 ................0 ................0 ..................0 ............169 08/31/2022. 4FE............

000000 00 0PT SOLUTIONS HOLDINGS LLC -INCREMENTAL TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,719 ..............1,719 ..............1,698 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..................1,719 ................0 ................0 ..................0 ................0 06/01/2023. 4FE............

000000 00 0KELLSTROM COMMERCIALAEROSPACE INC - TL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,589 ..............1,589 ..............1,549 .........................0 .................0 ..................1 ...............0 ....................1 .................0 ..................1,589 ................0 ................0 ..................0 ................0 07/01/2025. 4Z..............

000000 00 0 SCIENCE CARE PARENT INC. - TL.......... . 08/23/2019. INSTALMENT REPAYMENT........... ........................... ............58,073 ............58,073 ............57,344 .........................0 .................0 ..................7 ...............0 ....................7 .................0 ................58,073 ................0 ................0 ..................0 ............316 07/23/2026. 4Z..............000000 00 0 FLORIDA VEG INVESTMENTS LLC - TL.. . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,640 ..............1,640 ..............1,619 .........................0 .................0 ..................1 ...............0 ....................1 .................0 ..................1,640 ................0 ................0 ..................0 ..............20 07/26/2025. 4FE............000000 00 0 NSI INDUSTRIES LLC - TL........................ . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............2,376 ..............2,376 ..............2,364 .........................0 .................0 ..................2 ...............0 ....................2 .................0 ..................2,376 ................0 ................0 ..................0 ..............78 05/17/2022. 3FE............000000 00 0

NSI INDUSTRIES LLC - INCREMENTALTL . 09/30/2019. INSTALMENT REPAYMENT........... ........................... ..............1,069 ..............1,069 ..............1,058 .........................0 .................0 ..................1 ...............0 ....................1 .................0 ..................1,069 ................0 ................0 ..................0 ................0 05/17/2022. 3FE............

3899999. Total - Bonds - Industrial and Miscellaneous............................... ...................................................................................... ....122,585,127 ....121,270,640 ....122,897,530 .........89,988,348 .................0 .......112,283 ...............0 ..........112,283 .................0 .......123,083,446 ................0 ....(498,330) ......(498,330) ..4,127,017 XXX XXX8399997. Total - Bonds - Part 4.................................................................. ...................................................................................... ....209,442,603 ....208,126,155 ....210,131,599 .......176,762,383 .................0 .........78,471 ...............0 ............78,471 .................0 .......209,823,669 ................0 ....(381,076) ......(381,076) ..9,713,603 XXX XXX8399999. Total - Bonds.............................................................................. ...................................................................................... ....209,442,603 ....208,126,155 ....210,131,599 .......176,762,383 .................0 .........78,471 ...............0 ............78,471 .................0 .......209,823,669 ................0 ....(381,076) ......(381,076) ..9,713,603 XXX XXXCommon Stocks - Industrial and Miscellaneous00206R 10 2 AT&T INC.................................................. . 07/08/2019. NOMURA SECURITIES CO.,LTD... ........41,135.000 .......1,407,775 XXX .......1,411,371 ...........1,167,885 ......236,835 ..................0 ...............0 ..........236,835 .................0 ...........1,411,371 ................0 ........(3,596) ..........(3,596) .......41,739 XXX L................00287Y 10 9 ABBVIE INC............................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,039.000 ..........266,847 XXX ..........236,883 ..............372,355 .....(135,472) ..................0 ...............0 .........(135,472) .................0 ..............236,883 ................0 .......29,964 .........29,964 .......12,965 XXX L................009158 10 6 AIR PRODUCTS AND CHEMICALS INC... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,768.000 ..........399,955 XXX ..........266,620 ..............282,968 .......(16,349) ..................0 ...............0 ...........(16,349) .................0 ..............266,620 ................0 .....133,335 .......133,335 .........6,047 XXX L................020002 10 1 ALLSTATE CORP...................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,231.000 ..........228,075 XXX ..........181,953 ..............184,348 .........(2,395) ..................0 ...............0 .............(2,395) .................0 ..............181,953 ................0 .......46,122 .........46,122 .........2,674 XXX L................023608 10 2 AMEREN CORP........................................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,476.000 ..........190,767 XXX ..........140,660 ..............161,509 .......(20,849) ..................0 ...............0 ...........(20,849) .................0 ..............140,660 ................0 .......50,107 .........50,107 .........2,352 XXX L................025537 10 1 AMERICAN ELECTRIC POWER INC........ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,481.000 ..........224,239 XXX ..........151,348 ..............185,430 .......(34,082) ..................0 ...............0 ...........(34,082) .................0 ..............151,348 ................0 .......72,891 .........72,891 .........4,987 XXX L................03073E 10 5 AMERISOURCEBERGEN CORP............... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,123.000 ..........173,764 XXX ..........161,969 ..............157,951 ..........4,018 ..................0 ...............0 ..............4,018 .................0 ..............161,969 ................0 .......11,795 .........11,795 .........2,548 XXX L................03076C 10 6 AMERIPRISE FINANCE INC..................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,162.000 ..........296,731 XXX ..........302,888 ..............223,143 ........76,249 ..................0 ...............0 ............76,249 .................0 ..............302,888 ................0 ........(6,158) ..........(6,158) .........5,238 XXX L................032095 10 1 AMPHENOL CORP CLASS A.................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,058.000 ..........180,424 XXX ..........186,002 ..............166,739 ........19,263 ..................0 ...............0 ............19,263 .................0 ..............186,002 ................0 ........(5,577) ..........(5,577) .........1,420 XXX L................037833 10 0 APPLE INC................................................ . 07/08/2019. NOMURA SECURITIES CO.,LTD... ..........1,199.000 ..........239,666 XXX ..........116,686 ..............188,184 .......(72,702) ..................0 ...............0 ...........(72,702) .................0 ..............116,686 ................0 .....122,980 .......122,980 .........1,794 XXX L................04247X 10 2 ARMSTRONG WORLD INDUSTRIES INC . 07/08/2019. NOMURA SECURITIES CO.,LTD... ..........7,801.000 ..........769,082 XXX ..........478,090 ..............451,710 ........22,827 ..................0 ...............0 ............22,827 .................0 ..............478,090 ................0 .....290,993 .......290,993 .........2,723 XXX L................053015 10 3 AUTOMATIC DATA PROCESSING INC.... . 07/08/2019. NOMURA SECURITIES CO.,LTD... ..........4,722.000 ..........775,041 XXX ..........733,972 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............733,972 ................0 .......41,069 .........41,069 .........3,730 XXX L................060505 10 4 BANK OF AMERICA CORP....................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,972.000 ............81,321 XXX ............86,772 ................34,595 ..........7,965 ..................0 ...............0 ..............7,965 .................0 ................86,772 ................0 ........(5,451) ..........(5,451) ............813 XXX L................062540 10 9 BANK OF HAWAII CORP.......................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,578.000 ..........129,442 XXX ..........101,554 ..............106,231 .........(4,677) ..................0 ...............0 .............(4,677) .................0 ..............101,554 ................0 .......27,888 .........27,888 .........3,030 XXX L................064058 10 0 BANK OF NEW YORK MELLON CORP..... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,346.000 ............97,892 XXX ..........121,709 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............121,709 ................0 ......(23,817) ........(23,817) .........1,374 XXX L................


QE05.6




Foreign





(Decrease)

CurrentYear's


CurrentYear's





Disposal Date

ForeignExchange




BondInterest /


During Year

StatedContractual

MaturityDate



Indicator (a)086516 10 1 BEST BUY INC.......................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,317.000 ..........147,044 XXX ..........162,955 ..............122,708 ........40,247 ..................0 ...............0 ............40,247 .................0 ..............162,955 ................0 ......(15,911) ........(15,911) .........2,317 XXX L................09260D 10 7 BLACKSTONE GROUP CLASS A............. . 08/13/2019. NOMURA SECURITIES CO.,LTD... .............400.000 ............18,863 XXX ..............9,579 ................11,882 .........(2,303) ..................0 ...............0 .............(2,303) .................0 ..................9,579 ................0 .........9,284 ...........9,284 ............530 XXX L................093671 10 5 H&R BLOCK INC....................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........5,922.000 ..........145,412 XXX ..........134,200 ..............147,882 .......(16,223) ..................0 ...............0 ...........(16,223) .................0 ..............134,200 ................0 .......11,212 .........11,212 .........4,781 XXX L................

099502 10 6BOOZ ALLEN HAMILTON HOLDINGCORP C . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,044.000 ..........229,001 XXX ..........133,115 ..............135,030 .........(4,752) ..................0 ...............0 .............(4,752) .................0 ..............133,115 ................0 .......95,886 .........95,886 .........2,089 XXX L................

110122 10 8 BRISTOL MYERS SQUIBB........................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........5,649.000 ..........271,934 XXX ..........321,428 ..............215,249 ........37,226 ..................0 ...............0 ............37,226 .................0 ..............321,428 ................0 ......(49,494) ........(49,494) .........5,127 XXX L................

11133T 10 3BROADRIDGE FINANCIAL SOLUTIONSINC . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,471.000 ..........322,658 XXX ..........129,380 ..............237,834 .....(108,454) ..................0 ...............0 .........(108,454) .................0 ..............129,380 ................0 .....193,278 .......193,278 .........3,595 XXX L................

12508E 10 1 CDK GLOBAL INC..................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,547.000 ..........155,951 XXX ..........192,911 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............192,911 ................0 ......(36,959) ........(36,959) ............652 XXX L................125523 10 0 CIGNA CORP............................................ . 07/08/2019. NOMURA SECURITIES CO.,LTD... ..........2,975.000 ..........480,701 XXX ..........564,670 ..............511,455 ..........5,755 ..................0 ...............0 ..............5,755 .................0 ..............564,670 ................0 ......(83,969) ........(83,969) ............108 XXX L................12685J 10 5 CABLE ONE INC....................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... .............252.000 ..........317,220 XXX ..........216,405 ..............204,205 ..........9,041 ..................0 ...............0 ..............9,041 .................0 ..............216,405 ................0 .....100,815 .......100,815 .........1,342 XXX L................14149Y 10 8 CARDINAL HEALTH INC........................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,002.000 ..........168,856 XXX ..........189,505 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............189,505 ................0 ......(20,649) ........(20,649) ................0 XXX L................143658 30 0 CARNIVAL CORP...................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,261.000 ..........186,911 XXX ..........242,986 ..............103,284 ........38,539 ..................0 ...............0 ............38,539 .................0 ..............242,986 ................0 ......(56,074) ........(56,074) .........4,254 XXX L................150870 10 3 CELANESE CORP..................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... .............828.000 ............92,180 XXX ............71,044 ................73,326 .........(3,694) ..................0 ...............0 .............(3,694) .................0 ................71,044 ................0 .......21,136 .........21,136 .........1,459 XXX L................15189T 10 7 CENTERPOINT ENERGY INC.................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........6,545.000 ..........180,900 XXX ..........174,562 ..............184,765 .......(10,203) ..................0 ...............0 ...........(10,203) .................0 ..............174,562 ................0 .........6,338 ...........6,338 .........5,645 XXX L................16359R 10 3 CHEMED CORP........................................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,092.000 ..........419,645 XXX ..........304,299 ..............306,792 .........(5,383) ..................0 ...............0 .............(5,383) .................0 ..............304,299 ................0 .....115,346 .......115,346 ............743 XXX L................166764 10 0 CHEVRON CORP...................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,717.000 ..........436,864 XXX ..........348,331 ..............404,372 .......(56,042) ..................0 ...............0 ...........(56,042) .................0 ..............348,331 ................0 .......88,533 .........88,533 .......13,270 XXX L................17243V 10 2 CINEMARK HOLDINGS INC...................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,821.000 ..........182,764 XXX ..........168,098 ..............172,592 .........(4,494) ..................0 ...............0 .............(4,494) .................0 ..............168,098 ................0 .......14,666 .........14,666 .........4,376 XXX L................17275R 10 2 CISCO SYSTEMS INC............................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........8,231.000 ..........389,483 XXX ..........192,949 ..............356,649 .....(163,700) ..................0 ...............0 .........(163,700) .................0 ..............192,949 ................0 .....196,534 .......196,534 .........8,478 XXX L................174610 10 5 CITIZENS FINANCIAL GROUP INC.......... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,558.000 ............85,788 XXX ............76,617 ................74,860 .............317 ..................0 ...............0 .................317 .................0 ................76,617 ................0 .........9,172 ...........9,172 .........2,532 XXX L................177376 10 0 CITRIX SYSTEMS INC.............................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,786.000 ..........165,462 XXX ..........190,326 ..............182,994 ..........7,333 ..................0 ...............0 ..............7,333 .................0 ..............190,326 ................0 ......(24,864) ........(24,864) .........1,250 XXX L................191216 10 0 COCA-COLA.............................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........7,404.000 ..........407,397 XXX ..........309,081 ..............350,579 .......(41,498) ..................0 ...............0 ...........(41,498) .................0 ..............309,081 ................0 .......98,316 .........98,316 .........5,923 XXX L................

192446 10 2COGNIZANT TECHNOLOGY SOLUTIONSCOR . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,940.000 ..........179,684 XXX ..........212,428 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............212,428 ................0 ......(32,744) ........(32,744) .........1,176 XXX L................

20030N 10 1 COMCAST CORP CLASS A...................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........9,261.000 ..........410,056 XXX ..........371,054 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............371,054 ................0 .......39,002 .........39,002 .........3,890 XXX L................200340 10 7 COMERICA INC........................................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,420.000 ..........149,001 XXX ..........165,124 ..............163,620 .........(1,447) ..................0 ...............0 .............(1,447) .................0 ..............165,124 ................0 ......(16,122) ........(16,122) .........3,217 XXX L................20825C 10 4 CONOCOPHILLIPS................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,320.000 ............69,338 XXX ............79,105 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................79,105 ................0 ........(9,767) ..........(9,767) ............403 XXX L................231021 10 6 CUMMINS INC.......................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,351.000 ..........201,545 XXX ..........181,500 ..............177,741 .............258 ..................0 ...............0 .................258 .................0 ..............181,500 ................0 .......20,045 .........20,045 .........4,828 XXX L................233331 10 7 DTE ENERGY............................................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... .............620.000 ............80,361 XXX ............81,180 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................81,180 ................0 ...........(819) .............(819) ................0 XXX L................237194 10 5 DARDEN RESTAURANTS INC................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,628.000 ..........198,429 XXX ............99,796 ..............162,572 .......(62,777) ..................0 ...............0 ...........(62,777) .................0 ................99,796 ................0 .......98,633 .........98,633 .........3,875 XXX L................247361 70 2 DELTA AIR LINES INC.............................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,877.000 ..........224,353 XXX ..........194,483 ..............193,462 ..........1,020 ..................0 ...............0 ..............1,020 .................0 ..............194,483 ................0 .......29,871 .........29,871 .........4,281 XXX L................254687 10 6 WALT DISNEY........................................... . 07/08/2019. NOMURA SECURITIES CO.,LTD... ........10,518.000 .......1,484,691 XXX .......1,152,160 ...........1,014,153 .........(1,584) ..................0 ...............0 .............(1,584) .................0 ...........1,152,160 ................0 .....332,531 .......332,531 .........9,256 XXX L................25659T 10 7 DOLBY LABORATORIES INC CLASS A.... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,760.000 ..........108,659 XXX ..........114,406 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............114,406 ................0 ........(5,747) ..........(5,747) ............669 XXX L................257559 20 3 DOMTAR CORP........................................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,109.000 ..........136,745 XXX ..........160,364 ..............144,349 ........16,015 ..................0 ...............0 ............16,015 .................0 ..............160,364 ................0 ......(23,619) ........(23,619) .........5,444 XXX L................26441C 20 4 DUKE ENERGY CORP.............................. . 07/08/2019. NOMURA SECURITIES CO.,LTD... ..........8,007.000 ..........717,335 XXX ..........720,247 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............720,247 ................0 ........(2,912) ..........(2,912) .........7,426 XXX L................29364G 10 3 ENTERGY CORP...................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,194.000 ..........247,170 XXX ..........179,238 ..............188,838 .........(9,600) ..................0 ...............0 .............(9,600) .................0 ..............179,238 ................0 .......67,932 .........67,932 .........5,990 XXX L................294600 10 1 EQUITRANS MIDSTREAM CORP............. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........9,300.000 ..........125,175 XXX ..........186,947 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............186,947 ................0 ......(61,771) ........(61,771) .........6,999 XXX L................30034W 10 6 EVERGY INC............................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,143.000 ..........203,035 XXX ..........180,267 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............180,267 ................0 .......22,767 .........22,767 .........2,986 XXX L................30224P 20 0 EXTENDED STAY AMERICA UNITS INC.. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ........10,510.000 ..........147,641 XXX ..........148,394 ..............162,905 .......(14,511) ..................0 ...............0 ...........(14,511) .................0 ..............148,394 ................0 ...........(753) .............(753) .........7,147 XXX L................30231G 10 2 EXXON MOBIL CORP............................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........7,151.000 ..........488,961 XXX ..........550,761 ..............421,414 ........55,098 ..................0 ...............0 ............55,098 .................0 ..............550,761 ................0 ......(61,800) ........(61,800) .......16,666 XXX L................302445 10 1 FLIR SYSTEMS INC.................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,249.000 ..........160,217 XXX ..........170,291 ..............139,241 ........28,363 ..................0 ...............0 ............28,363 .................0 ..............170,291 ................0 ......(10,074) ........(10,074) .........1,648 XXX L................31620R 30 3 FIDELITY NATIONAL FINANCIAL INC...... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........5,308.000 ..........233,402 XXX ..........215,066 ..............164,274 ........47,488 ..................0 ...............0 ............47,488 .................0 ..............215,066 ................0 .......18,336 .........18,336 .........3,265 XXX L................


QE05.7




Foreign





(Decrease)

CurrentYear's


CurrentYear's





Disposal Date

ForeignExchange




BondInterest /


During Year

StatedContractual

MaturityDate



Indicator (a)316773 10 0 FIFTH THIRD BANCORP.......................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........7,093.000 ..........186,471 XXX ..........199,244 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............199,244 ................0 ......(12,773) ........(12,773) ................0 XXX L................31847R 10 2 FIRST AMERICAN FINANCIAL CORP...... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,789.000 ..........221,829 XXX ..........141,066 ..............169,141 .......(28,075) ..................0 ...............0 ...........(28,075) .................0 ..............141,066 ................0 .......80,763 .........80,763 .........3,183 XXX L................32051X 10 8 FIRST HAWAIIAN INC............................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........6,833.000 ..........173,275 XXX ..........183,851 ................54,654 ........16,328 ..................0 ...............0 ............16,328 .................0 ..............183,851 ................0 ......(10,576) ........(10,576) .........3,061 XXX L................343498 10 1 FLOWERS FOODS INC............................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........8,348.000 ..........189,635 XXX ..........171,199 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............171,199 ................0 .......18,436 .........18,436 .........3,172 XXX L................344849 10 4 FOOT LOCKER INC.................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,393.000 ..........158,262 XXX ..........183,835 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............183,835 ................0 ......(25,574) ........(25,574) .........1,669 XXX L................364760 10 8 GAP INC.................................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........8,673.000 ..........138,195 XXX ..........289,586 ..............223,416 ........66,170 ..................0 ...............0 ............66,170 .................0 ..............289,586 ................0 ....(151,391) ......(151,391) .........6,310 XXX L................370334 10 4 GENERAL MILLS INC................................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,070.000 ..........216,477 XXX ..........210,641 ..............155,994 ........51,357 ..................0 ...............0 ............51,357 .................0 ..............210,641 ................0 .........5,835 ...........5,835 .........5,920 XXX L................37045V 10 0 GENERAL MOTORS................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,093.000 ............77,177 XXX ............80,121 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................80,121 ................0 ........(2,944) ..........(2,944) ................0 XXX L................372460 10 5 GENUINE PARTS...................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,692.000 ..........151,713 XXX ..........184,419 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............184,419 ................0 ......(32,707) ........(32,707) .........1,290 XXX L................375558 10 3 GILEAD SCIENCES INC............................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,147.000 ..........264,637 XXX ..........296,404 ..............255,329 ........36,894 ..................0 ...............0 ............36,894 .................0 ..............296,404 ................0 ......(31,766) ........(31,766) .........5,184 XXX L................

384637 10 4GRAHAM HOLDINGS COMPANY CLASSB . 08/29/2019. NOMURA SECURITIES CO.,LTD... .............195.000 ..........133,969 XXX ..........130,097 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............130,097 ................0 .........3,872 ...........3,872 ............542 XXX L................

426281 10 1 JACK HENRY ANS ASSOCIATES INC...... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,302.000 ..........188,615 XXX ..........179,529 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............179,529 ................0 .........9,086 ...........9,086 ............521 XXX L................427866 10 8 HERSHEY FOODS.................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,583.000 ..........249,587 XXX ..........146,483 ..............169,666 .......(23,183) ..................0 ...............0 ...........(23,183) .................0 ..............146,483 ................0 .....103,104 .......103,104 .........3,510 XXX L................437076 10 2 HOME DEPOT INC.................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,659.000 ..........594,682 XXX ..........407,452 ..............456,869 .......(49,418) ..................0 ...............0 ...........(49,418) .................0 ..............407,452 ................0 .....187,230 .......187,230 .........7,232 XXX L................438516 10 6 HONEYWELL INTERNATIONAL INC........ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,743.000 ..........284,659 XXX ..........202,150 ..............230,285 .......(28,135) ..................0 ...............0 ...........(28,135) .................0 ..............202,150 ................0 .......82,509 .........82,509 .........4,288 XXX L................446150 10 4 HUNTINGTON BANCSHARES INC........... . 07/08/2019. NOMURA SECURITIES CO.,LTD... ........41,889.000 ..........574,500 XXX ..........585,212 ..............273,230 ........72,003 ..................0 ...............0 ............72,003 .................0 ..............585,212 ................0 ......(10,712) ........(10,712) .......11,799 XXX L................449253 10 3 IAA INC...................................................... . 07/08/2019. NOMURA SECURITIES CO.,LTD... ..........9,438.000 ..........378,228 XXX ..........313,204 ..............142,719 ......169,740 ..................0 ...............0 ..........169,740 .................0 ..............313,204 ................0 .......65,025 .........65,025 ................0 XXX L................452308 10 9 ILLINOIS TOOL INC.................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... .............732.000 ..........109,608 XXX ............94,527 ................25,338 .........(8,722) ..................0 ...............0 .............(8,722) .................0 ................94,527 ................0 .......15,081 .........15,081 ............600 XXX L................458140 10 0 INTEL CORPORATION CORP.................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........8,757.000 ..........410,498 XXX ..........418,158 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............418,158 ................0 ........(7,660) ..........(7,660) .........2,758 XXX L................

459200 10 1INTERNATIONAL BUSINESS MACHINESCO . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,315.000 ..........312,393 XXX ..........287,863 ..............263,146 ........24,717 ..................0 ...............0 ............24,717 .................0 ..............287,863 ................0 .......24,531 .........24,531 .......11,135 XXX L................

460146 10 3 INTERNATIONAL PAPER.......................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,438.000 ..........171,151 XXX ..........192,699 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............192,699 ................0 ......(21,548) ........(21,548) .........2,219 XXX L................

460690 10 0INTERPUBLIC GROUP OF COMPANIESINC . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........8,029.000 ..........160,811 XXX ..........187,333 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............187,333 ................0 ......(26,522) ........(26,522) .........1,263 XXX L................

46625H 10 0 JPMORGAN CHASE.................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,038.000 ..........222,951 XXX ..........125,325 ..............198,950 .......(73,625) ..................0 ...............0 ...........(73,625) .................0 ..............125,325 ................0 .......97,627 .........97,627 .........4,891 XXX L................466313 10 3 JABIL INC.................................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ........10,058.000 ..........296,197 XXX ..........271,266 ..............249,338 ........21,929 ..................0 ...............0 ............21,929 .................0 ..............271,266 ................0 .......24,931 .........24,931 .........2,062 XXX L................478160 10 4 JOHNSON & JOHNSON............................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,222.000 ..........541,386 XXX ..........435,331 ..............544,849 .....(109,518) ..................0 ...............0 .........(109,518) .................0 ..............435,331 ................0 .....106,054 .......106,054 .......11,822 XXX L................48238T 10 9 KAR AUCTION SERVICES INC................. . 07/08/2019. NOMURA SECURITIES CO.,LTD... ..........9,438.000 ..........233,599 XXX ..........201,911 ..............305,324 .....(105,439) ..................0 ...............0 .........(105,439) .................0 ..............201,911 ................0 .......31,688 .........31,688 .........9,876 XXX L................482480 10 0 KLA CORP................................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,725.000 ..........253,334 XXX ..........174,122 ..............154,370 ........19,752 ..................0 ...............0 ............19,752 .................0 ..............174,122 ................0 .......79,211 .........79,211 .........3,881 XXX L................487836 10 8 KELLOGG.................................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,313.000 ..........208,579 XXX ..........200,013 ................66,189 ........12,033 ..................0 ...............0 ............12,033 .................0 ..............200,013 ................0 .........8,566 ...........8,566 .........3,770 XXX L................493267 10 8 KEYCORP................................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ........11,348.000 ..........187,011 XXX ..........167,902 ..............167,723 .............178 ..................0 ...............0 .................178 .................0 ..............167,902 ................0 .......19,110 .........19,110 .........5,958 XXX L................49338L 10 3 KEYSIGHT TECHNOLOGIES INC............. . 09/20/2019. NOMURA SECURITIES CO.,LTD... .............200.000 ............19,791 XXX ..............7,375 ................12,416 .........(5,041) ..................0 ...............0 .............(5,041) .................0 ..................7,375 ................0 .......12,416 .........12,416 ................0 XXX L................494368 10 3 KIMBERLY CLARK CORP......................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,705.000 ..........240,918 XXX ..........194,076 ..............194,268 ............(192) ..................0 ...............0 ...............(192) .................0 ..............194,076 ................0 .......46,843 .........46,843 .........5,217 XXX L................500255 10 4 KOHLS CORP........................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,884.000 ..........183,154 XXX ..........142,523 ..............257,665 .....(115,141) ..................0 ...............0 .........(115,141) .................0 ..............142,523 ................0 .......40,631 .........40,631 .........5,205 XXX L................513272 10 4 LAMB WESTON HOLDINGS INC.............. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,191.000 ..........152,637 XXX ..........165,760 ..............161,170 ..........4,590 ..................0 ...............0 ..............4,590 .................0 ..............165,760 ................0 ......(13,124) ........(13,124) .........1,315 XXX L................517834 10 7 LAS VEGAS SANDS CORP....................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,208.000 ..........177,088 XXX ..........199,027 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............199,027 ................0 ......(21,939) ........(21,939) ................0 XXX L................524660 10 7 LEGGETT & PLATT INC............................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,853.000 ..........143,218 XXX ..........170,020 ..............138,092 ........31,929 ..................0 ...............0 ............31,929 .................0 ..............170,020 ................0 ......(26,802) ........(26,802) .........4,469 XXX L................525327 10 2 LEIDOS HOLDINGS INC........................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,315.000 ..........201,761 XXX ..........188,350 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............188,350 ................0 .......13,411 .........13,411 ................0 XXX L................532457 10 8 ELI LILLY................................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,461.000 ..........275,624 XXX ..........204,584 ..............284,787 .......(80,203) ..................0 ...............0 ...........(80,203) .................0 ..............204,584 ................0 .......71,040 .........71,040 .........4,762 XXX L................553530 10 6 MSC INDUSTRIAL INC CLASS A.............. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,411.000 ..........162,006 XXX ..........206,296 ..............185,454 ........20,842 ..................0 ...............0 ............20,842 .................0 ..............206,296 ................0 ......(44,290) ........(44,290) .........4,846 XXX L................


QE05.8




Foreign





(Decrease)

CurrentYear's


CurrentYear's





Disposal Date

ForeignExchange




BondInterest /


During Year

StatedContractual

MaturityDate



Indicator (a)55616P 10 4 MACYS INC............................................... . 07/08/2019. NOMURA SECURITIES CO.,LTD... ........22,065.000 ..........476,958 XXX ..........741,275 ..............480,828 ......118,213 ..................0 ...............0 ..........118,213 .................0 ..............741,275 ................0 ....(264,317) ......(264,317) .......19,776 XXX L................56585A 10 2 MARATHON PETROLEUM CORP............. . 07/08/2019. NOMURA SECURITIES CO.,LTD... ..........9,235.000 ..........502,706 XXX ..........639,262 ..............542,125 ........94,193 ..................0 ...............0 ............94,193 .................0 ..............639,262 ................0 ....(136,556) ......(136,556) .........9,764 XXX L................57772K 10 1 MAXIM INTEGRATED PRODUCTS INC.... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,570.000 ..........192,605 XXX ..........122,671 ..............181,535 .......(58,863) ..................0 ...............0 ...........(58,863) .................0 ..............122,671 ................0 .......69,934 .........69,934 .........4,998 XXX L................580135 10 1 MCDONALDS CORP................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,725.000 ..........379,337 XXX ..........198,258 ..............306,308 .....(108,051) ..................0 ...............0 .........(108,051) .................0 ..............198,258 ................0 .....181,079 .......181,079 .........5,342 XXX L................58933Y 10 5 MERCK & CO INC..................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........5,048.000 ..........437,894 XXX ..........375,340 ..............385,718 .......(10,378) ..................0 ...............0 ...........(10,378) .................0 ..............375,340 ................0 .......62,554 .........62,554 .........5,553 XXX L................589400 10 0 MERCURY GENERAL CORP.................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,382.000 ..........127,064 XXX ..........152,855 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............152,855 ................0 ......(25,791) ........(25,791) ................0 XXX L................594918 10 4 MICROSOFT CORP.................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........8,562.000 .......1,180,072 XXX ..........433,799 ..............869,642 .....(435,843) ..................0 ...............0 .........(435,843) .................0 ..............433,799 ................0 .....746,273 .......746,273 .......11,816 XXX L................636518 10 2 NATIONAL INSTRUMENTS CORP........... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,258.000 ..........179,954 XXX ..........179,225 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............179,225 ................0 ............729 ..............729 .........1,065 XXX L................650111 10 7 NEW YORK TIMES CLASS A.................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,336.000 ............68,196 XXX ............81,059 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................81,059 ................0 ......(12,863) ........(12,863) ............117 XXX L................65336K 10 3 NEXSTAR MEDIA GROUP INC CLASS A. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,480.000 ..........139,618 XXX ..........158,986 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............158,986 ................0 ......(19,368) ........(19,368) ............666 XXX L................670346 10 5 NUCOR CORP.......................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,473.000 ............71,502 XXX ............80,568 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................80,568 ................0 ........(9,067) ..........(9,067) ................0 XXX L................670837 10 3 OGE ENERGY CORP................................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,916.000 ..........167,272 XXX ..........123,005 ..............153,468 .......(30,463) ..................0 ...............0 ...........(30,463) .................0 ..............123,005 ................0 .......44,268 .........44,268 .........4,288 XXX L................674599 10 5 OCCIDENTAL PETROLEUM CORP.......... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,431.000 ..........192,910 XXX ..........230,740 ................42,291 ..........3,514 ..................0 ...............0 ..............3,514 .................0 ..............230,740 ................0 ......(37,830) ........(37,830) .........1,651 XXX L................680223 10 4 OLD REPUBLIC INTERNATIONAL CORP. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........8,301.000 ..........194,467 XXX ..........148,067 ..............170,752 .......(22,684) ..................0 ...............0 ...........(22,684) .................0 ..............148,067 ................0 .......46,400 .........46,400 .........3,320 XXX L................681919 10 6 OMNICOM GROUP INC............................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,679.000 ..........205,837 XXX ..........192,202 ..............196,210 .........(4,008) ..................0 ...............0 .............(4,008) .................0 ..............192,202 ................0 .......13,635 .........13,635 .........4,836 XXX L................68389X 10 5 ORACLE CORP......................................... . 07/08/2019. NOMURA SECURITIES CO.,LTD... ........17,731.000 .......1,053,717 XXX ..........873,435 ..............796,401 ........71,976 ..................0 ...............0 ............71,976 .................0 ..............873,435 ................0 .....180,282 .......180,282 .........7,585 XXX L................69351T 10 6 PPL CORP................................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........6,479.000 ..........189,105 XXX ..........200,947 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............200,947 ................0 ......(11,842) ........(11,842) ..............27 XXX L................704326 10 7 PAYCHEX INC........................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,456.000 ..........200,674 XXX ..........117,322 ..............160,008 .......(42,686) ..................0 ...............0 ...........(42,686) .................0 ..............117,322 ................0 .......83,352 .........83,352 .........4,421 XXX L................

70959W 10 3PENSKE AUTOMOTIVE GROUP VOTINGINC . 07/08/2019. NOMURA SECURITIES CO.,LTD... ........11,771.000 ..........555,589 XXX ..........474,586 ..............391,427 .........(6,942) ..................0 ...............0 .............(6,942) .................0 ..............474,586 ................0 .......81,002 .........81,002 .........8,280 XXX L................

713448 10 8 PEPSICO INC............................................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,966.000 ..........402,899 XXX ..........290,464 ..............327,684 .......(37,219) ..................0 ...............0 ...........(37,219) .................0 ..............290,464 ................0 .....112,435 .......112,435 .........8,334 XXX L................717081 10 3 PFIZER INC............................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ........10,134.000 ..........358,345 XXX ..........296,897 ..............442,349 .....(145,452) ..................0 ...............0 .........(145,452) .................0 ..............296,897 ................0 .......61,448 .........61,448 .......10,945 XXX L................718546 10 4 PHILLIPS................................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,331.000 ..........228,241 XXX ..........206,033 ..............174,368 ..........1,840 ..................0 ...............0 ..............1,840 .................0 ..............206,033 ................0 .......22,208 .........22,208 .........5,550 XXX L................723484 10 1 PINNACLE WEST CORP........................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,805.000 ..........171,495 XXX ..........119,612 ..............153,786 .......(34,174) ..................0 ...............0 ...........(34,174) .................0 ..............119,612 ................0 .......51,883 .........51,883 .........3,994 XXX L................74144T 10 8 T ROWE PRICE GROUP INC.................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,859.000 ..........204,487 XXX ..........123,624 ..............171,623 .......(47,999) ..................0 ...............0 ...........(47,999) .................0 ..............123,624 ................0 .......80,863 .........80,863 .........2,826 XXX L................742718 10 9 PROCTER & GAMBLE.............................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,435.000 ..........536,101 XXX ..........353,824 ..............407,665 .......(53,841) ..................0 ...............0 ...........(53,841) .................0 ..............353,824 ................0 .....182,277 .......182,277 .........9,797 XXX L................744320 10 2 PRUDENTIAL FINANCIAL INC.................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... .............872.000 ............69,496 XXX ............88,883 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................88,883 ................0 ......(19,387) ........(19,387) ............872 XXX L................

744573 10 6PUBLIC SERVICE ENTERPRISE GROUPIN . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,568.000 ..........153,833 XXX ..........111,182 ..............133,664 .......(22,483) ..................0 ...............0 ...........(22,483) .................0 ..............111,182 ................0 .......42,652 .........42,652 .........2,414 XXX L................

74834L 10 0 QUEST DIAGNOSTICS INC...................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,837.000 ..........187,568 XXX ..........117,642 ..............152,967 .......(35,325) ..................0 ...............0 ...........(35,325) .................0 ..............117,642 ................0 .......69,926 .........69,926 .........2,921 XXX L................755111 50 7 RAYTHEON............................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... .............696.000 ..........126,466 XXX ............84,582 ..............106,732 .......(22,150) ..................0 ...............0 ...........(22,150) .................0 ................84,582 ................0 .......41,884 .........41,884 .........1,916 XXX L................759509 10 2 RELIANCE STEEL & ALUMINUM.............. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,065.000 ..........103,806 XXX ............98,465 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................98,465 ................0 .........5,341 ...........5,341 ............586 XXX L................760759 10 0 REPUBLIC SERVICES INC....................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,313.000 ..........206,737 XXX ..........132,984 ..............166,744 .......(33,761) ..................0 ...............0 ...........(33,761) .................0 ..............132,984 ................0 .......73,754 .........73,754 .........2,602 XXX L................

80283M 10 1SANTANDER CONSUMER USAHOLDINGS IN . 08/29/2019. NOMURA SECURITIES CO.,LTD... ........11,955.000 ..........308,257 XXX ..........208,300 ..............207,896 .........(2,512) ..................0 ...............0 .............(2,512) .................0 ..............208,300 ................0 .......99,956 .........99,956 .........6,303 XXX L................

817565 10 4SERVICE CORPORATIONINTERNATIONAL . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,758.000 ..........175,817 XXX ..........135,110 ..............148,922 .......(16,275) ..................0 ...............0 ...........(16,275) .................0 ..............135,110 ................0 .......40,707 .........40,707 .........1,342 XXX L................

829226 10 9SINCLAIR BROADCAST GROUP INCCLASS . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,006.000 ..........133,408 XXX ..........169,104 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............169,104 ................0 ......(35,696) ........(35,696) ............601 XXX L................

832696 40 5 JM SMUCKER........................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,614.000 ..........166,138 XXX ..........177,904 ..............150,893 ........27,012 ..................0 ...............0 ............27,012 .................0 ..............177,904 ................0 ......(11,767) ........(11,767) .........4,164 XXX L................835495 10 2 SONOCO PRODUCTS.............................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,244.000 ..........185,392 XXX ..........127,068 ..............172,354 .......(45,285) ..................0 ...............0 ...........(45,285) .................0 ..............127,068 ................0 .......58,323 .........58,323 .........4,120 XXX L................


QE05.9




Foreign





(Decrease)

CurrentYear's


CurrentYear's





Disposal Date

ForeignExchange




BondInterest /


During Year

StatedContractual

MaturityDate



Indicator (a)844741 10 8 SOUTHWEST AIRLINES........................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,664.000 ..........191,149 XXX ..........182,088 ..............167,607 ........11,338 ..................0 ...............0 ............11,338 .................0 ..............182,088 ................0 .........9,061 ...........9,061 .........1,896 XXX L................855244 10 9 STARBUCKS CORP.................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,821.000 ..........177,729 XXX ............97,874 ..............117,272 .......(19,398) ..................0 ...............0 ...........(19,398) .................0 ................97,874 ................0 .......79,855 .........79,855 .........1,967 XXX L................858912 10 8 STERICYCLE INC..................................... . 09/13/2019. NOMURA SECURITIES CO.,LTD... .............300.000 ............15,211 XXX ............20,736 ................11,007 ..........9,729 ..................0 ...............0 ..............9,729 .................0 ................20,736 ................0 ........(5,525) ..........(5,525) ................0 XXX L................867914 10 3 SUNTRUST BANKS INC........................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,374.000 ............84,326 XXX ............83,004 ................32,332 ..........6,529 ..................0 ...............0 ..............6,529 .................0 ................83,004 ................0 .........1,323 ...........1,323 .........1,777 XXX L................87161C 50 1 SYNOVUS FINANCIAL CORP................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,898.000 ..........174,281 XXX ..........153,541 ..............156,687 .........(3,146) ..................0 ...............0 .............(3,146) .................0 ..............153,541 ................0 .......20,740 .........20,740 .........3,821 XXX L................87165B 10 3 SYNCHRONY FINANCIAL......................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........5,734.000 ..........185,405 XXX ..........204,601 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............204,601 ................0 ......(19,196) ........(19,196) .........1,261 XXX L................872307 10 3 TCF FINANCIAL CORP............................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,944.301 ..........149,398 XXX ..........172,574 ..............148,920 ........20,948 ..................0 ...............0 ............20,948 .................0 ..............172,574 ................0 ......(23,176) ........(23,176) .........3,691 XXX L................872540 10 9 TJX INC..................................................... . 07/08/2019. NOMURA SECURITIES CO.,LTD... ..........5,523.000 ..........302,985 XXX ..........199,906 ..............245,802 .......(47,486) ..................0 ...............0 ...........(47,486) .................0 ..............199,906 ................0 .....103,080 .......103,080 .........2,342 XXX L................87612E 10 6 TARGET CORP......................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,137.000 ..........416,624 XXX ..........283,489 ..............273,414 ........10,075 ..................0 ...............0 ............10,075 .................0 ..............283,489 ................0 .....133,134 .......133,134 .........6,992 XXX L................879433 82 9 TELEPHONE AND DATA SYSTEMS INC.. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........5,754.000 ..........145,237 XXX ..........185,304 ................69,440 ..........1,658 ..................0 ...............0 ..............1,658 .................0 ..............185,304 ................0 ......(40,067) ........(40,067) ............716 XXX L................882508 10 4 TEXAS INSTRUMENT INC........................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,841.000 ..........351,407 XXX ..........224,056 ..............268,475 .......(44,418) ..................0 ...............0 ...........(44,418) .................0 ..............224,056 ................0 .....127,351 .......127,351 .........6,563 XXX L................883556 10 2 THERMO FISHER SCIENTIFIC INC.......... . 07/29/2019. NOMURA SECURITIES CO.,LTD... .............100.000 ............28,875 XXX ............11,968 ................22,379 .......(10,411) ..................0 ...............0 ...........(10,411) .................0 ................11,968 ................0 .......16,907 .........16,907 ..............55 XXX L................89417E 10 9 TRAVELERS COMPANIES INC................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,609.000 ..........236,093 XXX ..........205,546 ..............192,678 ........12,868 ..................0 ...............0 ............12,868 .................0 ..............205,546 ................0 .......30,548 .........30,548 .........2,558 XXX L................902494 10 3 TYSON FOODS INC CLASS A.................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........6,641.000 ..........557,164 XXX ..........349,127 ..............352,013 .........(6,551) ..................0 ...............0 .............(6,551) .................0 ..............349,127 ................0 .....208,038 .......208,038 .........4,962 XXX L................904214 10 3 UMPQUA HOLDINGS CORP..................... . 07/08/2019. NOMURA SECURITIES CO.,LTD... ........21,649.000 ..........362,781 XXX ..........495,676 ..............342,438 ......151,285 ..................0 ...............0 ..........151,285 .................0 ..............495,676 ................0 ....(132,896) ......(132,896) .......13,592 XXX L................911312 10 6 UNITED PARCEL SERVICE INC CLASS B . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,503.000 ..........296,093 XXX ..........255,409 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............255,409 ................0 .......40,684 .........40,684 .........2,403 XXX L................91324P 10 2 UNITEDHEALTH GROUP INC................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... .............951.000 ..........219,404 XXX ..........239,390 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............239,390 ................0 ......(19,986) ........(19,986) .........1,027 XXX L................91913Y 10 0 VALERO ENERGY CORP......................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,620.000 ..........196,280 XXX ..........174,602 ..............196,421 .......(21,820) ..................0 ...............0 ...........(21,820) .................0 ..............174,602 ................0 .......21,679 .........21,679 .........7,074 XXX L................92343V 10 4 VERIZON COMMUNICATIONS INC.......... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........7,766.000 ..........449,051 XXX ..........383,213 ..............436,605 .......(53,391) ..................0 ...............0 ...........(53,391) .................0 ..............383,213 ................0 .......65,838 .........65,838 .......14,248 XXX L................92553P 20 1 VIACOM INC CLASS B.............................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........6,058.000 ..........152,810 XXX ..........172,343 ..............111,615 ..........7,139 ..................0 ...............0 ..............7,139 .................0 ..............172,343 ................0 ......(19,533) ........(19,533) .........1,755 XXX L................928254 10 1 VIRTU FINANCIAL INC CLASS A.............. . 07/08/2019. NOMURA SECURITIES CO.,LTD... ........15,075.000 ..........337,242 XXX ..........358,117 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............358,117 ................0 ......(20,875) ........(20,875) .........3,618 XXX L................92826C 83 9 VISA INC CLASS A.................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... .............516.000 ............93,317 XXX ............68,746 ................67,026 .............401 ..................0 ...............0 .................401 .................0 ................68,746 ................0 .......24,571 .........24,571 ............385 XXX L................92939U 10 6 WEC ENERGY GROUP INC...................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,002.000 ............95,861 XXX ............62,349 ................69,399 .........(7,049) ..................0 ...............0 .............(7,049) .................0 ................62,349 ................0 .......33,511 .........33,511 .........1,774 XXX L................94106L 10 9 WASTE MANAGEMENT INC..................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,176.000 ..........259,087 XXX ..........138,297 ..............193,642 .......(55,345) ..................0 ...............0 ...........(55,345) .................0 ..............138,297 ................0 .....120,790 .......120,790 .........2,230 XXX L................942622 20 0 WATSCO INC............................................ . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,104.000 ..........178,128 XXX ..........127,157 ..............153,611 .......(26,453) ..................0 ...............0 ...........(26,453) .................0 ..............127,157 ................0 .......50,970 .........50,970 .........5,299 XXX L................949746 10 1 WELLS FARGO......................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........8,328.000 ..........386,203 XXX ..........409,353 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............409,353 ................0 ......(23,150) ........(23,150) .........6,837 XXX L................95058W 10 0 WENDYS................................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ........10,268.000 ..........226,652 XXX ..........171,095 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............171,095 ................0 .......55,558 .........55,558 .........1,714 XXX L................958102 10 5 WESTERN DIGITAL CORP....................... . 07/08/2019. NOMURA SECURITIES CO.,LTD... ........13,013.000 ..........645,115 XXX ..........523,018 ..............478,577 ........41,051 ..................0 ...............0 ............41,051 .................0 ..............523,018 ................0 .....122,098 .......122,098 .......19,452 XXX L................968223 20 6 JOHN WILEY AND SONS INC CLASS A... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,819.000 ..........125,164 XXX ..........176,213 ..............132,408 ........43,804 ..................0 ...............0 ............43,804 .................0 ..............176,213 ................0 ......(51,049) ........(51,049) .........3,237 XXX L................98389B 10 0 XCEL ENERGY INC.................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,472.000 ............94,716 XXX ............60,146 ................72,525 .......(12,380) ..................0 ...............0 ...........(12,380) .................0 ................60,146 ................0 .......34,570 .........34,570 .........1,752 XXX L................98421M 10 6 XEROX HLDGS CORP.............................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,767.000 ............79,716 XXX ............91,131 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ................91,131 ................0 ......(11,415) ........(11,415) .........1,384 XXX L................98956P 10 2 ZIMMER BIOMET HOLDINGS INC............ . 09/24/2019. NOMURA SECURITIES CO.,LTD... .............550.000 ............75,755 XXX ............55,389 ................57,046 .........(1,657) ..................0 ...............0 .............(1,657) .................0 ................55,389 ................0 .......20,366 .........20,366 ............396 XXX L................989701 10 7 ZIONS BANCORPORATION..................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........3,913.000 ..........159,906 XXX ..........160,056 ..............156,930 .............129 ..................0 ...............0 .................129 .................0 ..............160,056 ................0 ...........(150) .............(150) .........3,660 XXX L................98978V 10 3 ZOETIS INC CLASS A............................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,288.000 ..........288,893 XXX ..........195,163 ..............192,636 .........(1,128) ..................0 ...............0 .............(1,128) .................0 ..............195,163 ................0 .......93,730 .........93,730 .........1,114 XXX L................000000 00 0 FHLB ACTIVITY STOCK............................ . 09/16/2019. ZZINTR........................................... ........42,402.000 .......4,240,200 XXX .......4,240,200 ...........4,240,200 .................0 ..................0 ...............0 ....................0 .................0 ...........4,240,200 ................0 ................0 ..................0 .....155,719 XXX L................G02602 10 3 AMDOCS LTD........................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,991.000 ..........192,790 XXX ..........161,753 ..............172,460 .......(13,261) ..................0 ...............0 ...........(13,261) .................0 ..............161,753 ................0 .......31,037 .........31,037 .........2,427 XXX L................G0692U 10 9 AXIS CAPITAL HOLDINGS LTD................ . 07/08/2019. NOMURA SECURITIES CO.,LTD... ..........8,768.000 ..........532,123 XXX ..........482,810 ..............450,404 ........29,794 ..................0 ...............0 ............29,794 .................0 ..............482,810 ................0 .......49,313 .........49,313 .......10,485 XXX L................G3922B 10 7 GENPACT LTD.......................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........4,987.000 ..........203,641 XXX ..........172,920 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............172,920 ................0 .......30,722 .........30,722 ............424 XXX L................S25568 68 4 EVEREST RE GROUP LTD....................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... .............731.000 ..........175,581 XXX ..........129,841 ..............159,183 .......(29,342) ..................0 ...............0 ...........(29,342) .................0 ..............129,841 ................0 .......45,740 .........45,740 .........2,062 XXX L................SB081V Q7 7 LAZARD LTD CLASS A............................. . 08/29/2019. VARIOUS........................................ ..........3,788.000 ..........137,843 XXX ..........154,811 ..............143,888 ........16,645 ..................0 ...............0 ............16,645 .................0 ..............163,020 ................0 ......(25,177) ........(25,177) .........7,065 XXX L................

SB3SPX Z3 9LYONDELLBASELL INDUSTRIES NVCLASS . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,348.000 ..........176,157 XXX ..........168,501 ..............195,260 .......(26,759) ..................0 ...............0 ...........(26,759) .................0 ..............168,501 ................0 .........7,656 ...........7,656 .........4,813 XXX L................


QE05.10




Foreign





(Decrease)

CurrentYear's


CurrentYear's





Disposal Date

ForeignExchange




BondInterest /


During Year

StatedContractual

MaturityDate



Indicator (a)SB3Z5T 14 9 GARMIN LTD............................................. . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,348.000 ..........189,607 XXX ............82,122 ..............148,675 .......(66,553) ..................0 ...............0 ...........(66,553) .................0 ................82,122 ................0 .....107,485 .......107,485 .........2,583 XXX L................SB4BNM Y3 2 ACCENTURE PLC CLASS A..................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........1,717.000 ..........341,297 XXX ..........175,646 ..............242,114 .......(66,468) ..................0 ...............0 ...........(66,468) .................0 ..............175,646 ................0 .....165,651 .......165,651 .........2,507 XXX L................SB8KQN 82 4 EATON PLC............................................... . 08/29/2019. NOMURA SECURITIES CO.,LTD... ..........2,618.000 ..........208,457 XXX ..........214,970 ..............176,937 ........34,661 ..................0 ...............0 ............34,661 .................0 ..............214,970 ................0 ........(6,512) ..........(6,512) .........5,528 XXX L................SBJ1F3 07 7 AMCOR PLC.............................................. D 07/08/2019. NOMURA SECURITIES CO.,LTD... ........48,791.000 ..........555,728 XXX ..........519,652 .........................0 .................0 ..................0 ...............0 ....................0 .................0 ..............519,652 ................0 .......36,075 .........36,075 .........3,045 XXX L................

9099999. Total - Common Stocks - Industrial and Miscellaneous............... ...................................................................................... .....49,602,924 XXX .....43,671,866 .........33,994,843 ..(1,232,172) ..................0 ...............0 ......(1,232,172) .................0 .........43,680,075 ................0 ..5,922,857 .....5,922,857 .....885,803 XXX XXX9799997. Total - Common Stocks - Part 4.................................................. ...................................................................................... .....49,602,924 XXX .....43,671,866 .........33,994,843 ..(1,232,172) ..................0 ...............0 ......(1,232,172) .................0 .........43,680,075 ................0 ..5,922,857 .....5,922,857 .....885,803 XXX XXX9799999. Total - Common Stocks.............................................................. ...................................................................................... .....49,602,924 XXX .....43,671,866 .........33,994,843 ..(1,232,172) ..................0 ...............0 ......(1,232,172) .................0 .........43,680,075 ................0 ..5,922,857 .....5,922,857 .....885,803 XXX XXX9899999. Total - Preferred and Common Stocks........................................ ...................................................................................... .....49,602,924 XXX .....43,671,866 .........33,994,843 ..(1,232,172) ..................0 ...............0 ......(1,232,172) .................0 .........43,680,075 ................0 ..5,922,857 .....5,922,857 .....885,803 XXX XXX9999999. Total - Bonds, Preferred and Common Stocks............................ ...................................................................................... ....259,045,527 XXX ....253,803,465 .......210,757,226 ..(1,232,172) .........78,471 ...............0 ......(1,153,701) .................0 .......253,503,744 ................0 ..5,541,781 .....5,541,781 10,599,406 XXX XXX(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues: ..........0.


QE06

SCHEDULE DB - PART A - SECTION 1Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23

DescriptionDescription of Item(s) Hedged, Used for Income

Generation or Replicated

Schedule/ ExhibitIdentifier

Type(s)of

Risk(s)(a)

Exchange,or Central

CounterpartyClearinghouse

TradeDate

Date ofMaturity orExpiration

Number ofContracts

NotionalAmount

Strike Price,Rate of Index

Received(Paid)

CumulativePrior Year(s)Initial Cost ofUndiscounted

Premium(Received)

Paid

Current YearInitial Cost ofUndiscounted

Premium(Received)

PaidCurrent Year

IncomeBook/AdjustedCarrying Value

Code Fair Value


(Decrease)


CurrentYear's

(Amortization) / Accretion

Adjustmentto Carrying

Value ofHedged

ItemsPotentialExposure

CreditQuality ofReference

Entity

HedgeEffectivenessat Inceptionand at Year-

end (b)

Swaps - Hedging Other - Interest Rate

Int.Swap-SWAP BAF2YVLL2 09/16/2019............ Interest Rate........................................................... N/A.........InterestRate

Goldman SachsInternational W22LROWP2IHZNBB6K528... 09/12/2019 12/31/2019 .............1 ..300,000,000 1.8875............ ....................0 ....................0 ....................0 ............(65,973) ... ............(65,973) ..................0 ........(65,973) ..................0 ................0 .........758,288 ................. 0....................

Int.Swap-SWAP BAF2YVLU2 09/16/2019............ Interest Rate........................................................... N/A.........InterestRate

Goldman SachsInternational W22LROWP2IHZNBB6K528... 09/12/2019 12/31/2020 .............1 ..370,000,000 1.465.............. ....................0 ....................0 ....................0 ............(45,754) ... ............(45,754) ..................0 ........(45,754) ..................0 ................0 ......2,086,667 ................. 0....................

0919999999. Total-Swaps-Hedging Other-Interest Rate......................................................................................................... .................................................................................... ................................................................................................................. ....................0 ....................0 ....................0 ..........(111,727) XX ..........(111,727) ..................0 ......(111,727) ..................0 ................0 ......2,844,955 XXX XXX

0969999999. Total-Swaps-Hedging Other................................................................................................................................ .................................................................................... ................................................................................................................. ....................0 ....................0 ....................0 ..........(111,727) XX ..........(111,727) ..................0 ......(111,727) ..................0 ................0 ......2,844,955 XXX XXX

1159999999. Total-Swaps-Interest Rate................................................................................................................................... .................................................................................... ................................................................................................................. ....................0 ....................0 ....................0 ..........(111,727) XX ..........(111,727) ..................0 ......(111,727) ..................0 ................0 ......2,844,955 XXX XXX

1209999999. Total-Swaps.......................................................................................................................................................... .................................................................................... ................................................................................................................. ....................0 ....................0 ....................0 ..........(111,727) XX ..........(111,727) ..................0 ......(111,727) ..................0 ................0 ......2,844,955 XXX XXX

1409999999. Total-Hedging Other............................................................................................................................................. .................................................................................... ................................................................................................................. ....................0 ....................0 ....................0 ..........(111,727) XX ..........(111,727) ..................0 ......(111,727) ..................0 ................0 ......2,844,955 XXX XXX

1449999999. TOTAL................................................................................................................................................................... .................................................................................... ................................................................................................................. ....................0 ....................0 ....................0 ..........(111,727) XX ..........(111,727) ..................0 ......(111,727) ..................0 ................0 ......2,844,955 XXX XXX


QE07

SCHEDULE DB - PART B - SECTION 1Futures Contracts Open as of the Current Statement Date

1 2 3 4 5 6 7 8 9 10 11 12 13 14 Highly Effective Hedges 18 19 20 21 2215 16 17

TickerSymbol

Numberof

ContractsNotionalAmount Description

Description of Item(s) Hedged,Used for Income Generation or

Replicated

Schedule/ ExhibitIdentifier

Type(s)of Risk(s)

(a)

Date ofMaturity orExpiration Exchange

TradeDate

TransactionPrice

ReportingDate Price Fair Value


CumulativeVariationMargin

DeferredVariationMargin

Change inVariation

Margin Gain(Loss) Used toAdjust Basisof Hedged

Item

CumulativeVariation

Margin for AllOther Hedges

Change inVariation

Margin Gain(Loss)

Recognized inCurrent Year

PotentialExposure

HedgeEffectivenessat Inceptionand at Year-

end (b)Value of One

(1) Point

NONE


QE08

SCHEDULE DB - PART D - SECTION 1Counterparty Exposure for Derivative Instruments Open as of Current Statement Date

1 2 3 4 Book Adjusted Carrying Value Fair Value 11 125 6 7 8 9 10

Description of Exchange, Counterparty or Central Clearinghouse

MasterAgreement

(Y or N)

CreditSupportAnnex

(Y or N)Fair Value of Acceptable

Collateral

Contracts withBook/Adjusted Carrying

Value > 0

Contracts withBook/Adjusted Carrying

Value < 0Exposure Netof Collateral

Contracts withFair Value > 0

Contracts withFair Value < 0

Exposure Netof Collateral

PotentialExposure

Off-BalanceSheet Exposure

0899999999. Aggregate Sum of Central Clearinghouse................................................................. XXX XXX XXX ..................................0 ..................................0 .......................(111,727) ..................................0 ..................................0 .......................(111,727) ..................................0 .....................2,844,955 .....................2,733,2280999999999. Gross Totals............................................................................................................. ....................................................................................... ..................................0 ..................................0 .......................(111,727) ..................................0 ..................................0 .......................(111,727) ..................................0 .....................2,844,955 .....................2,733,2281. Offset per SSAP No. 64............................................................................................................. ................................................................................................................................ ..................................0 ..................................02. Net after right of offset per SSAP No. 64.................................................................................... ................................................................................................................................ ..................................0 .......................(111,727)


QE09

SCHEDULE DB - PART D - SECTION 2Collateral for Derivative Instruments Open as of Current Statement Date

1 2 3 4 5 6 7 8 9

Exchange, Counterparty or Central Clearinghouse Type of Asset Pledged CUSIP Identification Description Fair Value Par ValueBook/AdjustedCarrying Value

MaturityDate

Type of Margin(I, V or IV)

Collateral Pledged by Reporting EntityGoldman Sachs International............................................ W22LROWP2IHZNBB6K528.. Cash........................................................................................................ Cash............................................................................................................................................... ...................1,914,614 ...................1,914,614 ...................1,914,614 XXX........... ..........IV..........0199999999. Totals............................................................................................................ ..................................................................................................................................................... ....................................................................................................................................................... ...................1,914,614 ...................1,914,614 ...................1,914,614 XXX XXX


QE10

SCHEDULE DL - PART 1SECURITIES LENDING COLLATERAL ASSETS

Reinvested Collateral Assets Owned Current Statement Date(Securities lending collateral assets reported in aggregate on one Line 10 of the Assets page and not included on Schedules A, B, BA, D, DB and E.)

1 2 3 4 5 6 7

CUSIP Identification Description Code

NAIC Designationand

AdministrativeSymbol / Market

Indicator Fair ValueBook/AdjustedCarrying Value

MaturityDate

Short-Term Invested Assets (Schedule DA Type)000000 00 0 UBS AG (LONDON) - Commercial Paper................................................................................................................. ................ ........................ ...................4,300,020 ...................4,300,000 10/01/2019.......000000 00 0 NATIONAL BANK OF CANADA - Commercial Paper............................................................................................... ................ ........................ ...................3,400,003 ...................3,400,000 10/03/2019.......000000 00 0 OVERSEA-CHINESE BANKING CORP LTD - Commercial Paper........................................................................... ................ ........................ ......................900,003 ......................899,999 10/07/2019.......000000 00 0 WESTPAC BANKING CORP - Commercial Paper................................................................................................... ................ ........................ ...................1,089,181 ...................1,089,000 10/31/2019.......000000 00 0 LLOYDS BANK PLC - Commercial Paper................................................................................................................ ................ ........................ ......................900,003 ......................900,000 11/01/2019.......000000 00 0 NATIONAL BANK OF CANADA - Commercial Paper............................................................................................... ................ ........................ ...................1,999,942 ...................2,000,000 11/06/2019.......000000 00 0 BANK OF AMERICA NA - Corporates..................................................................................................................... ................ ........................ ...................3,100,120 ...................3,100,000 11/07/2019.......000000 00 0 LLOYDS BANK PLC - Commercial Paper................................................................................................................ ................ ........................ ...................1,399,985 ...................1,400,000 11/07/2019.......000000 00 0 BANK OF AMERICA NA - Corporates..................................................................................................................... ................ ........................ ...................1,400,056 ...................1,400,000 11/08/2019.......000000 00 0 ING (US) FUNDING LLC - Commercial Paper......................................................................................................... ................ ........................ ...................3,899,876 ...................3,900,000 11/08/2019.......000000 00 0 JP MORGAN SECURITIES LLC - Commercial Paper.............................................................................................. ................ ........................ ...................1,499,952 ...................1,500,000 11/08/2019.......000000 00 0 BANK OF AMERICA NA - Corporates..................................................................................................................... ................ ........................ ...................4,400,145 ...................4,400,000 11/12/2019.......000000 00 0 LLOYDS BANK PLC - Commercial Paper................................................................................................................ ................ ........................ ...................3,899,957 ...................3,900,000 11/13/2019.......000000 00 0 LLOYDS BANK PLC - Commercial Paper................................................................................................................ ................ ........................ ...................4,099,947 ...................4,100,000 11/15/2019.......000000 00 0 WELLS FARGO BANK NA - Corporates.................................................................................................................. ................ ........................ ...................1,301,498 ...................1,301,454 12/06/2019.......000000 00 0 BANK OF NOVA SCOTIA - Commercial Paper........................................................................................................ ................ ........................ ...................3,568,746 ...................3,568,962 01/24/2020.......000000 00 0 US BANK NA CINCINNATI - Corporates................................................................................................................. ................ ........................ ...................1,701,238 ...................1,701,221 01/24/2020.......000000 00 0 COMMONWEALTH BANK AUST - Commercial Paper............................................................................................ ................ ........................ ...................2,600,525 ...................2,600,000 02/03/2020.......000000 00 0 WESTPAC BANKING CORP - Commercial Paper................................................................................................... ................ ........................ ......................400,081 ......................400,046 02/03/2020.......000000 00 0 HSBC BANK PLC - Commercial Paper.................................................................................................................... ................ ........................ ...................1,000,272 ...................1,000,000 02/06/2020.......000000 00 0 NATIONAL AUSTRALIA BANK - Commercial Paper................................................................................................ ................ ........................ ...................2,399,901 ...................2,400,000 02/06/2020.......000000 00 0 HSBC BANK PLC - Commercial Paper.................................................................................................................... ................ ........................ ...................2,747,659 ...................2,747,000 02/07/2020.......000000 00 0 BEDFORD ROW FUNDING - Commercial Paper.................................................................................................... ................ ........................ ......................639,087 ......................639,000 02/07/2020.......000000 00 0 LLOYDS BANK PLC - Commercial Paper................................................................................................................ ................ ........................ ...................1,575,038 ...................1,575,000 02/07/2020.......000000 00 0 HSBC BANK PLC - Commercial Paper.................................................................................................................... ................ ........................ ...................2,700,869 ...................2,700,000 02/12/2020.......000000 00 0 COMMONWEALTH BANK AUST - Commercial Paper............................................................................................ ................ ........................ ...................1,200,284 ...................1,200,000 02/24/2020.......000000 00 0 COLLATERALIZED COMMERCIAL PAPER II CO., LLC. - Commercial Paper........................................................ ................ ........................ ...................3,670,726 ...................3,670,430 02/25/2020.......000000 00 0 BANK OF AMERICA NA - Corporates..................................................................................................................... ................ ........................ ...................1,900,000 ...................1,900,000 03/02/2020.......000000 00 0 COMMONWEALTH BANK AUST - Corporates........................................................................................................ ................ ........................ ...................3,004,887 ...................3,005,452 03/10/2020.......000000 00 0 AUST & NZ BANKING GROUP - Commercial Paper............................................................................................... ................ ........................ ...................4,049,430 ...................4,050,000 03/11/2020.......000000 00 0 JP MORGAN SECURITIES LLC (4(2)) - Commercial Paper.................................................................................... ................ ........................ ...................1,197,157 ...................1,197,000 03/13/2020.......000000 00 0 ERSTE ABWICKLUNGSANSTALT - Commercial Paper.......................................................................................... ................ ........................ ...................4,374,986 ...................4,375,000 03/27/2020.......000000 00 0 COMMONWEALTH BANK AUST - Commercial Paper............................................................................................ ................ ........................ ...................1,900,000 ...................1,899,975 04/03/2020.......000000 00 0 OVERSEA-CHINESE BANKING CORP LTD - Commercial Paper........................................................................... ................ ........................ ...................2,299,998 ...................2,300,000 04/09/2020.......000000 00 0 JP MORGAN SECURITIES LLC (4(2)) - Commercial Paper.................................................................................... ................ ........................ ...................2,268,998 ...................2,269,000 04/09/2020.......000000 00 0 OVERSEA-CHINESE BANKING CORP LTD - Commercial Paper........................................................................... ................ ........................ ...................3,374,197 ...................3,374,699 04/09/2020.......000000 00 0 NATIONAL AUSTRALIA BANK - Commercial Paper................................................................................................ ................ ........................ ...................3,292,993 ...................3,293,000 04/17/2020.......000000 00 0 NATIONAL AUSTRALIA BANK - Commercial Paper................................................................................................ ................ ........................ ......................249,917 ......................250,000 05/06/2020.......000000 00 0 BEDFORD ROW FUNDING - Commercial Paper.................................................................................................... ................ ........................ ......................937,996 ......................938,000 05/08/2020.......000000 00 0 WESTPAC BANKING CORP - Commercial Paper................................................................................................... ................ ........................ ...................3,896,828 ...................3,900,000 05/29/2020.......000000 00 0 NORDEA BANK ABP - Corporates.......................................................................................................................... ................ ........................ ...................4,686,177 ...................4,686,840 05/29/2020.......000000 00 0 CREDIT SUISSE AG (NEW YORK) - Commercial Paper......................................................................................... ................ ........................ ...................1,075,000 ...................1,075,000 05/29/2020.......000000 00 0 UBS AG (LONDON) - Corporates............................................................................................................................ ................ ........................ ...................1,453,888 ...................1,454,478 06/08/2020.......000000 00 0 WALMART INC - Corporates................................................................................................................................... ................ ........................ ...................2,875,116 ...................2,875,464 06/23/2020.......000000 00 0 NATIONAL AUSTRALIA BANK - Commercial Paper................................................................................................ ................ ........................ ......................899,439 ......................900,000 06/25/2020.......000000 00 0 ROYAL BANK OF CANADA - Commercial Paper.................................................................................................... ................ ........................ ...................4,280,948 ...................4,275,000 07/23/2020.......000000 00 0 FEDERATION DES CAISSES DESJARDINS DU QUEBEC - Corporates................................................................ ................ ........................ ...................2,769,816 ...................2,769,695 11/01/2019.......000000 00 0 DBS BANK LTD - Corporates.................................................................................................................................. ................ ........................ ...................2,893,736 ...................2,893,519 11/06/2019.......000000 00 0 MATCHPOINT FINANCE PLC - Commercial Paper................................................................................................. ................ ........................ ...................1,894,053 ...................1,893,409 11/26/2019.......000000 00 0 BANCO SANTANDER SA (NEW YORK) - Commercial Paper................................................................................. ................ ........................ ...................2,709,130 ...................2,709,028 01/09/2020.......000000 00 0 UNITED OVERSEAS BANK LTD - Corporates........................................................................................................ ................ ........................ ...................4,024,363 ...................4,024,962 01/16/2020.......

8999999 Total - Short-Term Invested Assets (Schedule DA Type)........................................................................................................... ........................................... ...............124,104,167 ...............124,101,633 XXXCash (Schedule E Part 1 Type)

000000 00 0 TORONTO-DOMINION BANK (NEW YORK) - Certificate Of Deposit...................................................................... ................ ........................ ...................3,899,972 ...................3,900,000 10/09/2019.......000000 00 0 CREDIT SUISSE AG (NEW YORK) - Certificate Of Deposit.................................................................................... ................ ........................ ...................3,600,020 ...................3,600,000 10/10/2019.......000000 00 0 NATIONAL BANK OF CANADA (NEW YORK) - Certificate Of Deposit.................................................................... ................ ........................ ...................2,599,986 ...................2,600,000 10/10/2019.......000000 00 0 OVERSEA-CHINESE BANKING CORP LTD. (NEW YORK) - Certificate Of Deposit............................................... ................ ........................ ...................2,299,967 ...................2,300,000 10/15/2019.......000000 00 0 SVENSKA HANDELSBANKEN AB (NEW YORK) - Certificate Of Deposit............................................................... ................ ........................ ...................1,553,976 ...................1,554,000 10/16/2019.......000000 00 0 WELLS FARGO BANK NA - Certificate Of Deposit.................................................................................................. ................ ........................ ...................2,000,264 ...................2,000,000 10/23/2019.......000000 00 0 OVERSEA-CHINESE BANKING CORP LTD. (NEW YORK) - Certificate Of Deposit............................................... ................ ........................ ...................1,099,985 ...................1,099,995 11/01/2019.......000000 00 0 WELLS FARGO BANK NA - Certificate Of Deposit.................................................................................................. ................ ........................ ......................917,976 ......................918,000 11/04/2019.......000000 00 0 NATIXIS SA (NEW YORK) - Certificate Of Deposit.................................................................................................. ................ ........................ ...................2,585,085 ...................2,585,058 11/07/2019.......000000 00 0 CREDIT AGRICOLE CIB (NEW YORK) - Certificate Of Deposit.............................................................................. ................ ........................ ...................3,699,813 ...................3,700,000 11/07/2019.......000000 00 0 SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK) - Certificate Of Deposit.................................................. ................ ........................ ...................4,199,866 ...................4,200,000 11/08/2019.......000000 00 0 NATIXIS SA (NEW YORK) - Certificate Of Deposit.................................................................................................. ................ ........................ ...................2,899,910 ...................2,900,000 11/08/2019.......000000 00 0 HSBC BANK USA NA - Certificate Of Deposit......................................................................................................... ................ ........................ ...................1,800,001 ...................1,800,000 11/08/2019.......000000 00 0 BNP PARIBAS (NEW YORK) - Certificate Of Deposit.............................................................................................. ................ ........................ ......................399,989 ......................400,000 11/14/2019.......000000 00 0 STATE STREET BANK & TRST - Certificate Of Deposit.......................................................................................... ................ ........................ ...................3,999,745 ...................4,000,000 11/15/2019.......000000 00 0 NATIONAL AUSTRALIA BANK LTD (NEW YORK) - Certificate Of Deposit............................................................. ................ ........................ ......................999,936 ...................1,000,000 11/15/2019.......000000 00 0 TORONTO-DOMINION BANK (NEW YORK) - Certificate Of Deposit...................................................................... ................ ........................ ...................3,399,824 ...................3,400,000 11/18/2019.......000000 00 0 BANCO SANTANDER SA (NEW YORK) - Certificate Of Deposit............................................................................. ................ ........................ ...................4,199,768 ...................4,200,000 11/22/2019.......000000 00 0 US BANK NA CINCINNATI - Certificate Of Deposit................................................................................................. ................ ........................ ...................4,099,705 ...................4,100,000 11/25/2019.......000000 00 0 BANCO SANTANDER SA (NEW YORK) - Certificate Of Deposit............................................................................. ................ ........................ ...................2,799,717 ...................2,799,954 11/27/2019.......000000 00 0 WELLS FARGO BANK NA - Certificate Of Deposit.................................................................................................. ................ ........................ ...................1,796,904 ...................1,797,000 12/03/2019.......000000 00 0 NORDEA BANK ABP (NEW YORK) - Certificate Of Deposit.................................................................................... ................ ........................ ...................1,217,971 ...................1,218,000 12/20/2019.......


QE10.1


Reinvested Collateral Assets Owned Current Statement Date(Securities lending collateral assets reported in aggregate on one Line 10 of the Assets page and not included on Schedules A, B, BA, D, DB and E.)

1 2 3 4 5 6 7


NAIC Designationand



MaturityDate

000000 00 0 TORONTO-DOMINION BANK (NEW YORK) - Certificate Of Deposit...................................................................... ................ ........................ ......................349,993 ......................350,000 12/23/2019.......000000 00 0 BANCO SANTANDER SA (NEW YORK) - Certificate Of Deposit............................................................................. ................ ........................ ......................249,969 ......................250,000 12/23/2019.......000000 00 0 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK) - Certificate Of Deposit............................................ ................ ........................ ...................3,001,564 ...................3,001,413 12/27/2019.......000000 00 0 HSBC BANK USA NA - Certificate Of Deposit......................................................................................................... ................ ........................ ......................250,021 ......................250,000 12/27/2019.......000000 00 0 BANK OF NOVA SCOTIA (HOUSTON) - Certificate Of Deposit............................................................................... ................ ........................ ...................1,500,848 ...................1,500,826 12/30/2019.......000000 00 0 COMMONWEALTH BANK OF AUSTRALIA (NEW YORK) - Certificate Of Deposit.................................................. ................ ........................ ......................250,014 ......................250,000 01/24/2020.......000000 00 0 BANK OF MONTREAL (CHICAGO) - Certificate Of Deposit.................................................................................... ................ ........................ ...................2,400,641 ...................2,400,265 02/03/2020.......000000 00 0 WELLS FARGO BANK NA - Certificate Of Deposit.................................................................................................. ................ ........................ ...................2,400,406 ...................2,400,000 02/06/2020.......000000 00 0 HSBC BANK USA NA - Certificate Of Deposit......................................................................................................... ................ ........................ ...................2,400,576 ...................2,400,000 02/07/2020.......000000 00 0 CREDIT INDUSTRIEL ET COMMERCIAL (NEW YORK) - Certificate Of Deposit.................................................... ................ ........................ ...................4,198,996 ...................4,200,000 02/18/2020.......000000 00 0 SOCIETE GENERALE SA (NEW YORK) - Certificate Of Deposit............................................................................ ................ ........................ ...................3,747,266 ...................3,745,000 02/19/2020.......000000 00 0 SVENSKA HANDELSBANKEN AB (NEW YORK) - Certificate Of Deposit............................................................... ................ ........................ ...................3,099,422 ...................3,100,000 03/04/2020.......000000 00 0 CREDIT INDUSTRIEL ET COMMERCIAL (NEW YORK) - Certificate Of Deposit.................................................... ................ ........................ ...................3,549,202 ...................3,550,000 03/05/2020.......000000 00 0 SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK) - Certificate Of Deposit.................................................. ................ ........................ ...................2,549,489 ...................2,550,000 03/09/2020.......000000 00 0 NATIXIS SA (NEW YORK) - Certificate Of Deposit.................................................................................................. ................ ........................ ...................1,790,432 ...................1,790,000 03/27/2020.......000000 00 0 BANK OF MONTREAL (CHICAGO) - Certificate Of Deposit.................................................................................... ................ ........................ ...................4,097,785 ...................4,100,000 05/01/2020.......000000 00 0 WELLS FARGO BANK NA - Certificate Of Deposit.................................................................................................. ................ ........................ ......................799,602 ......................800,000 05/01/2020.......000000 00 0 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK) - Certificate Of Deposit............................................ ................ ........................ ...................2,208,868 ...................2,209,366 05/02/2020.......000000 00 0 COOPERATIEVE RABOBANK UA (NEW YORK) - Certificate Of Deposit................................................................ ................ ........................ ...................1,299,558 ...................1,300,000 05/06/2020.......000000 00 0 BNP PARIBAS (NEW YORK) - Certificate Of Deposit.............................................................................................. ................ ........................ ...................4,200,235 ...................4,200,000 05/08/2020.......000000 00 0 BANK OF NOVA SCOTIA (HOUSTON) - Certificate Of Deposit............................................................................... ................ ........................ ...................3,198,100 ...................3,200,000 05/08/2020.......000000 00 0 SOCIETE GENERALE SA (NEW YORK) - Certificate Of Deposit............................................................................ ................ ........................ ...................4,400,444 ...................4,400,000 05/08/2020.......000000 00 0 SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK) - Certificate Of Deposit.................................................. ................ ........................ ...................2,298,895 ...................2,300,000 05/11/2020.......000000 00 0 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK) - Certificate Of Deposit............................................ ................ ........................ ...................1,699,311 ...................1,700,000 05/14/2020.......000000 00 0 CREDIT AGRICOLE CIB (NEW YORK) - Certificate Of Deposit.............................................................................. ................ ........................ ...................4,262,397 ...................4,264,000 05/15/2020.......000000 00 0 BNP PARIBAS (NEW YORK) - Certificate Of Deposit.............................................................................................. ................ ........................ ...................3,897,241 ...................3,900,000 05/21/2020.......000000 00 0 SOCIETE GENERALE SA (NEW YORK) - Certificate Of Deposit............................................................................ ................ ........................ ...................2,800,139 ...................2,800,000 05/22/2020.......000000 00 0 BANK OF NOVA SCOTIA (HOUSTON) - Certificate Of Deposit............................................................................... ................ ........................ ...................1,878,210 ...................1,877,767 05/22/2020.......000000 00 0 BANK OF MONTREAL (CHICAGO) - Certificate Of Deposit.................................................................................... ................ ........................ ...................3,997,513 ...................4,000,000 06/05/2020.......000000 00 0 COOPERATIEVE RABOBANK UA (NEW YORK) - Certificate Of Deposit................................................................ ................ ........................ ...................3,372,375 ...................3,375,000 06/19/2020.......000000 00 0 SVENSKA HANDELSBANKEN AB (NEW YORK) - Certificate Of Deposit............................................................... ................ ........................ ...................1,024,069 ...................1,025,000 06/24/2020.......000000 00 0 CREDIT AGRICOLE CIB (NEW YORK) - Certificate Of Deposit.............................................................................. ................ ........................ ......................726,345 ......................726,815 07/13/2020.......000000 00 0 TORONTO-DOMINION BANK (NEW YORK) - Certificate Of Deposit...................................................................... ................ ........................ ...................1,174,694 ...................1,175,000 08/05/2020.......000000 00 0 BANK OF MONTREAL (CHICAGO) - Certificate Of Deposit.................................................................................... ................ ........................ ...................1,349,416 ...................1,350,000 08/06/2020.......000000 00 0 CREDIT SUISSE AG (NEW YORK) - Certificate Of Deposit.................................................................................... ................ ........................ ...................4,403,472 ...................4,400,000 08/07/2020.......000000 00 0 SOCIETE GENERALE SA (NEW YORK) - Certificate Of Deposit............................................................................ ................ ........................ ......................775,041 ......................775,000 08/07/2020.......000000 00 0 NATIXIS SA (NEW YORK) - Certificate Of Deposit.................................................................................................. ................ ........................ ...................1,124,597 ...................1,125,000 08/07/2020.......000000 00 0 CREDIT AGRICOLE CIB (NEW YORK) - Certificate Of Deposit.............................................................................. ................ ........................ ...................2,473,690 ...................2,475,000 08/07/2020.......000000 00 0 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK) - Certificate Of Deposit............................................ ................ ........................ ...................4,197,779 ...................4,200,000 08/07/2020.......000000 00 0 LANDESBANK BADEN-WURTTEMBERG (NEW YORK) - Certificate Of Deposit.................................................... ................ ........................ ...................4,550,628 ...................4,550,000 11/08/2019.......000000 00 0 LANDESBANK BADEN-WURTTEMBERG (NEW YORK) - Certificate Of Deposit.................................................... ................ ........................ ...................3,650,402 ...................3,650,000 01/09/2020.......000000 00 0 CASH/PAYABLE ON UNSETTLED REINVESTMENT............................................................................................. ................ ........................ .....................(846,163) .....................(846,163) ........................

9099999. Total - Cash (Schedule E Part 1 Type)...................................................................................................................................... ........................................... ...............156,823,862 ...............156,841,296 XXXCash Equivalents (Schedule E Part 2 Type)

61747C 70 7 MSILF #8302 GOVERNMENT PORTFOLIO INSTL SHARE CLASS - Money Market Mutual Fund.......................... ................ ........................ .................91,484,468 .................91,484,468 10/01/2019.......38141W 27 3 GOLDMAN SACHS FIN SQ GOVT-FS - Money Market Mutual Fund...................................................................... ................ ........................ .................44,236,600 .................44,236,600 10/01/2019.......825252 88 5 INVESCO STIT GOVT & AGENCY-INST (#1901) - Money Market Mutual Fund...................................................... ................ ........................ .................15,650,000 .................15,650,000 10/01/2019.......16115W YC 5 CHARTA LLC - Commercial Paper.......................................................................................................................... ................ ........................ ...................2,543,839 ...................2,543,693 11/12/2019.......

9199999. Total - Cash Equivalents (Schedule E Part 2 Type)................................................................................................................... ........................................... ...............153,914,907 ...............153,914,761 XXX9999999. Totals..... ................................................................................................................................................................................ ........................................... ...............434,842,936 ...............434,857,690 XXXGeneral Interrogatories:1. The activity for the year: Fair Value $.....74,403,630 Book/Adjusted Carrying Value $.....74,396,2692. Average balance for the year: Fair Value $.....413,876,497 Book/Adjusted Carrying Value $.....413,875,1793. Reinvested securities lending collateral assets book/adjusted carrying value included in this schedule by NAIC designation:

NAIC 1: $.....435,703,853 NAIC 2: $..........0 NAIC 3: $..........0 NAIC 4: $..........0 NAIC 5: $..........0 NAIC 6: $..........0


QE11


Reinvested Collateral Assets Owned Current Statement Date(Securities lending collateral assets included on Schedules A, B, BA, D, DB and E and not reported in aggregate on Line 10 of the Assets page).

1 2 3 4 5 6 7


NAIC Designationand



MaturityDate

General Interrogatories:1. The activity for the year: Fair Value $..........0 Book/Adjusted Carrying Value $..........02. Average balance for the year: Fair Value $..........0 Book/Adjusted Carrying Value $..........0

NONE


QE12

SCHEDULE E - PART 1 - CASH Month End Depository Balances

1 2 3 4 5 Book Balance at End of Each 9Month During Current Quarter

6 7 8

Depository CodeRate ofInterest

Amount of InterestReceived DuringCurrent Quarter

Amount of InterestAccrued at

Current StatementDate First Month Second Month Third Month *

Open DepositoriesWells Fargo Bank.............................................. Atlanta, GA........................................................ ................... ........0.000 .........................0 .........................0 ........(23,106,886) ........(29,423,487) ...........3,238,320 XXXFNB Custody..................................................... Omaha, NE........................................................ ................... ........0.000 .........................0 .........................0 ...........1,050,000 ...........1,050,000 ...........1,050,000 XXXColumbus Bank & Trust..................................... Columbus, GA................................................... ................... ........0.000 .........................0 .........................0 ...........1,590,849 ................67,059 ...........5,614,286 XXXBank of America................................................ Dallas, TX.......................................................... ................... ........0.000 .........................0 .........................0 ..............969,276 ...........1,266,910 ...........1,563,856 XXXJP Morgan Chase ............................................. New York, NY.................................................... ................... ........0.000 .........................0 .........................0 ........(91,672,834) ........(74,429,072) ........(97,805,466) XXX0199998. Deposits in.....6 depositories that do not exceed the allowable limit in any one depository (see Instructions) - Open Depositories.......................................... XXX XXX .........................0 .........................0 ..............149,741 ..............346,189 ..............242,638 XXX0199999. Total Open Depositories................................................................................................. XXX XXX .........................0 .........................0 ......(111,019,854) ......(101,122,399) ........(86,096,366) XXX0399999. Total Cash on Deposit..................................................................................................... XXX XXX .........................0 .........................0 ......(111,019,854) ......(101,122,399) ........(86,096,366) XXX0499999. Cash in Company's Office............................................................................................... XXX XXX XXX XXX .....................400 .....................400 .....................400 XXX0599999. Total Cash....................................................................................................................... XXX XXX .........................0 .........................0 ......(111,019,454) ......(101,121,999) ........(86,095,966) XXX


QE13

SCHEDULE E - PART 2 - CASH EQUIVALENTSShow Investments Owned End of Current Quarter

1 2 3 4 5 6 7 8 9

CUSIP Description Code Date Acquired Rate of Interest Maturity Date Book/Adjusted Carrying ValueAmount of Interest Due &

Accrued Amount Received During YearExempt Money Market Mutual Funds as Identified by the SVO

261908 10 7 DREYFUS TRS CASH MGMT CL INST...................................................................................................................................................................... .................................................................................... ................ 09/30/2019....... ................1.970 ........................ ...........................55,365,424 .................................44,477 .............................1,875,029261908 10 7 DREYFUS TRS CASH MGMT CL INST...................................................................................................................................................................... .................................................................................... M............. 09/30/2019....... ................1.970 ........................ ...............................610,899 ..........................................0 .................................91,30109248U 71 8 BlackRock Liquidity Funds: T-Fund.............................................................................................................................................................................. .................................................................................... ................ 09/30/2019....... ................1.993 ........................ ...........................11,390,033 .................................46,216 ...............................388,267461473 20 9 DWS Treasury Portfolio............................................................................................................................................................................................... .................................................................................... ................ 09/30/2019....... ................2.066 ........................ ...........................10,929,323 .................................44,757 ...............................377,92860934N 50 0 Federated Treasury Obligations Fund.......................................................................................................................................................................... .................................................................................... ................ 09/30/2019....... ................1.975 ........................ ...........................11,585,821 .................................46,182 ...............................391,900316175 50 4 Fidelity Investments Money Market Treasury Portfolio (Class I)................................................................................................................................... .................................................................................... ................ 09/30/2019....... ................1.982 ........................ .............................9,286,954 .................................46,765 ...............................386,51731846V 54 2 First American Treasury Obligations Fund................................................................................................................................................................... .................................................................................... ................ 09/30/2019....... ................1.961 ........................ ...........................11,546,897 .................................46,795 ...............................392,08538141W 32 3 Goldman Sachs Financial Square Treasury Obligations Fund...................................................................................................................................... .................................................................................... ................ 09/30/2019....... ................1.968 ........................ ...........................11,579,036 .................................42,532 ...............................384,9364812C2 73 4 JPMorgan U.S. Treasury Plus Money Market Fund (Institutional)................................................................................................................................. .................................................................................... ................ 09/30/2019....... ................1.921 ........................ ...........................11,719,271 .................................45,797 ...............................389,66061747C 58 2 Morgan Stanley Institutional Liquidity Funds: Treasury Portfolio................................................................................................................................... .................................................................................... ................ 09/30/2019....... ................1.948 ........................ ...........................11,699,524 .................................45,598 ...............................391,570665279 80 8 Northern Institutional Treasury Portfolio....................................................................................................................................................................... .................................................................................... ................ 09/30/2019....... ................2.038 ........................ ...........................11,038,120 .................................45,957 ...............................390,895857492 86 2 State Street Institutional Treasury Plus Fund............................................................................................................................................................... .................................................................................... ................ 09/30/2019....... ................2.011 ........................ ...........................11,446,562 .................................45,111 ...............................396,58394975H 29 6 Wells Fargo Treasury Plus Money Market Fund........................................................................................................................................................... .................................................................................... ................ 09/30/2019....... ................1.960 ........................ ...........................11,470,519 .................................45,691 ...............................388,402

8599999. Total - Exempt Money Market Mutual Funds as Identified by the SVO............................................................................................................................................ .................................................................................... ................................................................................................... .........................179,668,383 ...............................545,878 .............................6,245,0738899999. Total - Cash Equivalents .................................................................................... ................................................................................................... .........................179,668,383 ...............................545,878 .............................6,245,073

american family life assurance company of columbus (aflac)

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