03 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired FIXED INCOME (continued) Corporate Bonds (continued) CITIGROUP INC 110 RT SR NT PERP DEP RECPT 5.950% 08115/88 WE DTD 0 WM% CALLABLE0815/20 0 1)0.000Moody Ratiag BA2 68 P Rating 88• 08106/15 3,000,000.000 100.0000 June 1,2

Type of Activity Process/ &Klement Date Activity Type Description Dividends and Interest 09121116 80AD INTEREST ADAISTM EN T CITIGRO UP INC RT SR NT PERP DEP RECPT 5.950% -90.73749 LSO 17296125 08115188 B/E DTD 08/12115 CLB RD 02/14 PD 02/15116 ADJSOURCE CODE TO DIVIDEND 09/21/16 BOND INTER

233993682 3000000 CITIGROUP INC FXD RT SR NT FERP DEP RECPT 5.950% 08115188 BIE DTO 08112/1 5 CLB RD 02114 PD 02115116 3000000 CITIGROUP INC FYJ) RT SR NT FERP DEP RECPT 5.950% 08/15188 EVE DTO 08112115 CLB RD 02114 PD 02/15116 AEU RATE 11 30.245833 3000000 CITIGROUP INC PAD RT SR NT FERP DEP RECPT