78700 Aetna Health and Life Insurance Company Refiling ...

*78700201720100100*LIFE AND ACCIDENT AND HEALTH COMPANIES - ASSOCIATION EDITION

ANNUAL STATEMENTFOR THE YEAR ENDED DECEMBER 31, 2017

OF THE CONDITION AND AFFAIRS OF THE

Aetna Health and Life Insurance Company NAIC Group Code 0001 0001 NAIC Company Code 78700 Employer's ID Number 06-0876836

(Current) (Prior)

Organized under the Laws of Connecticut , State of Domicile or Port of Entry CT

Country of Domicile United States of America

Incorporated/Organized 08/19/1971 Commenced Business 10/18/1971

Statutory Home Office 151 Farmington Avenue , Hartford , CT, US 06156

(Street and Number) (City or Town, State, Country and Zip Code)

Main Administrative Office 151 Farmington Avenue

(Street and Number)

Hartford , CT, US 06156 , 860-273-0123

(City or Town, State, Country and Zip Code) (Area Code) (Telephone Number)

Mail Address 151 Farmington Avenue, RT21 , Hartford , CT, US 06156

(Street and Number or P.O. Box) (City or Town, State, Country and Zip Code)

Primary Location of Books and Records 151 Farmington Avenue

(Street and Number)

Hartford , CT, US 06156 , 800-872-3862

(City or Town, State, Country and Zip Code) (Area Code) (Telephone Number)

Internet Website Address N/A

Statutory Statement Contact Bradley Andrew Thompson , 860-273-7297

(Name) (Area Code) (Telephone Number)

[email protected] , 860-273-8968

(E-mail Address) (FAX Number)

OFFICERS

President Tyree Scott Wooldridge # Controller Bradley Andrew Thompson #

Vice President and Secretary Edward Chung-I Lee

OTHERJohn Patrick Maroney, Vice President and Treasurer

DIRECTORS OR TRUSTEESSteven Louis Hendrich # Tyree Scott Wooldridge # Brad Everett Shelton

SS:State of

County of

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 related corresponding electronic filing with the NAIC, when required, that is an exact copy (except for formatting differences due to electronic filing) of the enclosed statement. The electronic filing may be requested by various regulators in lieu of or in addition to the enclosed statement.

Tyree Scott Wooldridge Edward Chung-I-Lee Bradley Andrew Thompson

President Vice President and Secretary Controller

a. Is this an original filing? Yes [ X ] No [ ]

Subscribed and sworn to before me this b. If no,

day of 1. State the amendment number

2. Date filed

3. Number of pages attached

ANNUAL STATEMENT FOR THE YEAR 2017 OF THE Aetna Health and Life Insurance Company

SUMMARY INVESTMENT SCHEDULEGross Investment Holdings

Admitted Assets as Reportedin the Annual Statement

Investment Categories

1

Amount

2

Percentage

3

Amount

4Securities Lending

Reinvested CollateralAmount

5

Total(Col. 3 + 4)

Amount

6

Percentage

1. Bonds:

1.1 U.S. treasury securities 6,427,359 1.816 6,427,359 0 6,427,359 1.816

1.2 U.S. government agency obligations (excluding mortgage-backed securities):

1.21 Issued by U.S. government agencies 0.000 0 0.000

1.22 Issued by U.S. government sponsored agencies 0.000 0 0.000

1.3 Non-U.S. government (including Canada, excluding mortgaged-backed securities) 244,076 0.069 244,076 0 244,076 0.069

1.4 Securities issued by states, territories, and possessions and political subdivisions in the U.S. :

1.41 States, territories and possessions general obligations 0.000 0 0.000

1.42 Political subdivisions of states, territories and possessions and political subdivisions general obligations 0.000 0 0.000

1.43 Revenue and assessment obligations 9,295,045 2.626 9,295,045 0 9,295,045 2.626

1.44 Industrial development and similar obligations 0.000 0 0.000

1.5 Mortgage-backed securities (includes residential and commercial MBS):

1.51 Pass-through securities:

1.511 Issued or guaranteed by GNMA 0.000 0 0.000

1.512 Issued or guaranteed by FNMA and FHLMC 0.000 0 0.000

1.513 All other 0.000 0 0.000

1.52 CMOs and REMICs:

1.521 Issued or guaranteed by GNMA, FNMA, FHLMC or VA 0.000 0 0.000

1.522 Issued by non-U.S. Government issuers and collateralized by mortgage-backed securities issued or guaranteed by agencies shown in Line 1.521 0.000 0 0.000

1.523 All other 0.000 0 0.000

2. Other debt and other fixed income securities (excluding short-term):

2.1 Unaffiliated domestic securities (includes credit tenant loans and hybrid securities) 56,340,919 15.918 56,340,919 0 56,340,919 15.918

2.2 Unaffiliated non-U.S. securities (including Canada) 300,000 0.085 300,000 0 300,000 0.085

2.3 Affiliated securities 0.000 0 0.000

3. Equity interests:

3.1 Investments in mutual funds 0 0.000 0 0 0 0.000

3.2 Preferred stocks:

3.21 Affiliated 0.000 0 0.000

3.22 Unaffiliated 150,000 0.042 150,000 0 150,000 0.042

3.3 Publicly traded equity securities (excluding preferred stocks):

3.31 Affiliated 0.000 0 0.000

3.32 Unaffiliated 1,400,000 0.396 1,400,000 0 1,400,000 0.396

3.4 Other equity securities:

3.41 Affiliated 0.000 0 0.000

3.42 Unaffiliated 0.000 0 0.000

3.5 Other equity interests including tangible personal property under lease:

3.51 Affiliated 0.000 0 0.000

3.52 Unaffiliated 0.000 0 0.000

4. Mortgage loans:

4.1 Construction and land development 0.000 0 0.000

4.2 Agricultural 0.000 0 0.000

4.3 Single family residential properties 0.000 0 0.000

4.4 Multifamily residential properties 0.000 0 0.000

4.5 Commercial loans 0.000 0 0.000

4.6 Mezzanine real estate loans 0.000 0 0.000

5. Real estate investments:

5.1 Property occupied by company 0.000 0 0 0.000

5.2 Property held for production of income (including

$ of property acquired in satisfaction of

debt) 0.000 0 0 0.000

5.3 Property held for sale (including $

property acquired in satisfaction of debt) 0.000 0 0 0.000

6. Contract loans 0.000 0 0 0.000

7. Derivatives 0.000 0 0 0.000

8. Receivables for securities 530,839 0.150 530,839 530,839 0.150

9. Securities Lending (Line 10, Asset Page reinvested collateral) 0.000 0 XXX XXX XXX

10. Cash, cash equivalents and short-term investments 64,355,300 18.183 64,355,300 0 64,355,300 18.183

11. Other invested assets 214,890,430 60.715 214,890,430 214,890,430 60.715

12. Total invested assets 353,933,968 100.000 353,933,968 0 353,933,968 100.000

SI01


SCHEDULE A - VERIFICATION BETWEEN YEARSReal Estate

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

2. Cost of acquired:

2.1 Actual cost at time of acquisition (Part 2, Column 6)

2.2 Additional investment made after acquisition (Part 2, Column 9)

3. Current year change in encumbrances:

3.1 Totals, Part 1, Column 13


4. Total gain (loss) on disposals, Part 3, Column 18

5. Deduct amounts received on disposals, Part 3, Column 15

6. Total foreign exchange change in book/adjusted carrying value:



7. Deduct current year’s other than temporary impairment recognized:



8. Deduct current year’s depreciation:



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

10. Deduct total nonadmitted amounts

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

SCHEDULE B - VERIFICATION BETWEEN YEARSMortgage Loans

1. Book value/recorded investment excluding accrued interest, December 31 of prior year 229,805,043


2.1 Actual cost at time of acquisition (Part 2, Column 7) 25,990,000

2.2 Additional investment made after acquisition (Part 2, Column 8) 1,757,072 27,747,072

3. Capitalized deferred interest and other:


3.2 Totals, Part 3, Column 11 0 0

4. Accrual of discount 0

5. Unrealized valuation increase (decrease):



6. Total gain (loss) on disposals, Part 3, Column 18 5,837,882

7. Deduct amounts received on disposals, Part 3, Column 15 263,389,997

8. Deduct amortization of premium and mortgage interest points and commitment fees 0

9. Total foreign exchange change in book value/recorded investment excluding accrued interest:






11. Book value/recorded investment excluding accrued interest at end of current period (Lines 1+2+3+4+5+6-7-8+9-10) 0

12. Total valuation allowance

13. Subtotal (Line 11 plus 12) 0

14. Deduct total nonadmitted amounts 0

15. Statement value of mortgages owned at end of current period (Line 13 minus Line 14) 0

NONE

SI02


SCHEDULE BA - VERIFICATION BETWEEN YEARSOther Long-Term Invested Assets

1. Book/adjusted carrying value, December 31 of prior year 213,734,759


2.1 Actual cost at time of acquisition (Part 2, Column 8) 1,909,036

2.2 Additional investment made after acquisition (Part 2, Column 9) 25,561,472 27,470,508

3. Capitalized deferred interest and other:

3.1 Totals, Part 1, Column 16 0


4. Accrual of discount


5.1 Totals, Part 1, Column 13 14,013,933

5.2 Totals, Part 3, Column 9 (17,559,510) (3,545,577)


7. Deduct amounts received on disposals, Part 3, Column 16 37,088,526

8. Deduct amortization of premium and depreciation


9.1 Totals, Part 1, Column 17 0



10.1 Totals, Part 1, Column 15 (32,163)

10.2 Totals, Part 3, Column 11 (103,190) (135,353)

11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5+6-7-8+9-10) 214,890,430


13. Statement value at end of current period (Line 11 minus Line 12) 214,890,430

SCHEDULE D - VERIFICATION BETWEEN YEARSBonds and Stocks

1. Book/adjusted carrying value, December 31 of prior year 1,867,697,550

2. Cost of bonds and stocks acquired, Part 3, Column 7 335,436,975

3. Accrual of discount 4,612,936


4.1. Part 1, Column 12 (1,119)

4.2. Part 2, Section 1, Column 15 0

4.3. Part 2, Section 2, Column 13 494,715

4.4. Part 4, Column 11 (3,000,000) (2,506,404)


6. Deduction consideration for bonds and stocks disposed of, Part 4, Column 7 2,229,629,039

7. Deduct amortization of premium 8,052,580


8.1. Part 1, Column 15 0



8.4. Part 4, Column 15 0 0


9.1. Part 1, Column 14 0



9.4. Part 4, Column 13 1,298,693 1,298,693

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9) 74,157,399



SI03


SCHEDULE D - SUMMARY BY COUNTRYLong-Term Bonds and Stocks OWNED December 31 of Current Year

Description

1Book/Adjusted Carrying Value

2

Fair Value

3

Actual Cost

4

Par Value of Bonds

BONDS

Governments

(Including all obligations guaranteed by governments)

1. United States 6,427,359 6,443,197 6,376,758 6,525,000

2. Canada

3. Other Countries 244,076 281,161 243,125 250,000

4. Totals 6,671,435 6,724,358 6,619,883 6,775,000

U.S. States, Territories and Possessions

(Direct and guaranteed) 5. Totals

U.S. Political Subdivisions of States, Territories and Possessions (Direct and guaranteed)

6. Totals

U.S. Special Revenue and Special Assessment Obligations and all Non-Guaranteed Obligations of Agencies and Authorities of Governments and their Political Subdivisions 7. Totals 9,295,045 10,025,780 9,497,560 9,090,411

Industrial and Miscellaneous, SVO Identified Funds and Hybrid Securities (unaffiliated)

8. United States 56,340,919 57,043,233 55,857,042 56,613,345

9. Canada

10. Other Countries 300,000 303,460 300,000 300,000

11. Totals 56,640,919 57,346,693 56,157,042 56,913,345

Parent, Subsidiaries and Affiliates 12. Totals

13. Total Bonds 72,607,399 74,096,831 72,274,485 72,778,756

PREFERRED STOCKS

Industrial and Miscellaneous (unaffiliated)

14. United States 150,000 184,500 150,000

15. Canada

16. Other Countries

17. Totals 150,000 184,500 150,000


19. Total Preferred Stocks 150,000 184,500 150,000

COMMON STOCKS

Industrial and Miscellaneous (unaffiliated)

20. United States 1,400,000 1,400,000 905,285

21. Canada

22. Other Countries

23. Totals 1,400,000 1,400,000 905,285


25. Total Common Stocks 1,400,000 1,400,000 905,285

26. Total Stocks 1,550,000 1,584,500 1,055,285

27. Total Bonds and Stocks 74,157,399 75,681,331 73,329,770

SI04


SCHEDULE D - PART 1A - SECTION 1Quality and Maturity Distribution of All Bonds Owned December 31, at Book/Adjusted Carrying Values by Major Types of Issues and NAIC Designations

NAIC Designation

1

1 Year or Less

2Over 1 Year

Through 5 Years

3Over 5 Years

Through 10 Years

4Over 10 Years

Through 20 Years

5

Over 20 Years

6No Maturity

Date

7

Total Current Year

8Col. 7 as a % of

Line 10.7

9Total from Col. 7

Prior Year

10% From Col. 8

Prior Year

11Total Publicly

Traded

12Total Privately

Placed (a)

1. U.S. Governments

1.1 NAIC 1 16,488,740 2,805,471 2,421,686 0 76,106 XXX 21,792,003 15.0 21,195,336 1.1 21,792,002 1

1.2 NAIC 2 XXX 0 0.0 0.0 0

1.3 NAIC 3 XXX 0 0.0 0.0 0

1.4 NAIC 4 XXX 0 0.0 0.0 0

1.5 NAIC 5 XXX 0 0.0 0.0 0

1.6 NAIC 6 XXX 0 0.0 0.0 0

1.7 Totals 16,488,740 2,805,471 2,421,686 0 76,106 XXX 21,792,003 15.0 21,195,336 1.1 21,792,002 1

2. All Other Governments

2.1 NAIC 1 XXX 0 0.0 17,453,000 0.9 0

2.2 NAIC 2 XXX 0 0.0 29,856,242 1.6 0

2.3 NAIC 3 XXX 0 0.0 30,429,528 1.6 0

2.4 NAIC 4 0 0 244,076 0 0 XXX 244,076 0.2 12,262,076 0.7 0 244,076

2.5 NAIC 5 XXX 0 0.0 0.0 0

2.6 NAIC 6 XXX 0 0.0 0.0 0

2.7 Totals 0 0 244,076 0 0 XXX 244,076 0.2 90,000,846 4.8 0 244,076

3. U.S. States, Territories and Possessions etc., Guaranteed

3.1 NAIC 1 XXX 0 0.0 173,694,175 9.3 0

3.2 NAIC 2 XXX 0 0.0 11,687,174 0.6 0

3.3 NAIC 3 XXX 0 0.0 0.0 0

3.4 NAIC 4 XXX 0 0.0 0.0 0

3.5 NAIC 5 XXX 0 0.0 0 0.0 0

3.6 NAIC 6 XXX 0 0.0 0.0 0

3.7 Totals 0 0 0 0 0 XXX 0 0.0 185,381,349 9.9 0 0

4. U.S. Political Subdivisions of States, Territories and Possessions , Guaranteed

4.1 NAIC 1 XXX 0 0.0 195,840,721 10.4 0

4.2 NAIC 2 XXX 0 0.0 0.0 0

4.3 NAIC 3 XXX 0 0.0 0.0 0

4.4 NAIC 4 XXX 0 0.0 0.0 0

4.5 NAIC 5 XXX 0 0.0 0.0 0

4.6 NAIC 6 XXX 0 0.0 0.0 0

4.7 Totals 0 0 0 0 0 XXX 0 0.0 195,840,721 10.4 0 0

5. U.S. Special Revenue & Special Assessment Obligations, etc., Non-Guaranteed

5.1 NAIC 1 104,508 367,210 1,976,814 0 0 XXX 2,448,532 1.7 717,379,157 38.2 1,976,814 471,718

5.2 NAIC 2 0 6,524,649 0 0 0 XXX 6,524,649 4.5 29,625,265 1.6 6,524,649 0

5.3 NAIC 3 XXX 0 0.0 0 0.0 0

5.4 NAIC 4 XXX 0 0.0 4,040,514 0.2 0

5.5 NAIC 5 XXX 0 0.0 0.0 0

5.6 NAIC 6 71,787 250,077 0 0 0 XXX 321,864 0.2 389,695 0.0 0 321,864

5.7 Totals 176,295 7,141,936 1,976,814 0 0 XXX 9,295,045 6.4 751,434,631 40.1 8,501,463 793,582

SI0

5


SCHEDULE D - PART 1A - SECTION 1 (Continued)Quality and Maturity Distribution of All Bonds Owned December 31, at Book/Adjusted Carrying Values by Major Types of Issues and NAIC Designations

NAIC Designation

1

1 Year or Less

2Over 1 Year

Through 5 Years

3Over 5 Years

Through 10 Years

4Over 10 Years

Through 20 Years

5

Over 20 Years

6No Maturity

Date

7

Total Current Year

8Col. 7 as a % of

Line 10.7

9Total from Col. 7

Prior Year

10% From Col. 8

Prior Year

11Total Publicly

Traded

12Total Privately

Placed (a)

6. Industrial & Miscellaneous (Unaffiliated)

6.1 NAIC 1 44,013,869 3,067,894 21,916,794 597,738 0 XXX 69,596,295 48.0 364,370,278 19.4 5,758,941 63,837,354

6.2 NAIC 2 12,983,518 7,229,614 11,409,960 0 0 XXX 31,623,092 21.8 159,500,734 8.5 4,111,752 27,511,340

6.3 NAIC 3 0 4,722,652 5,751,363 0 0 XXX 10,474,015 7.2 82,185,684 4.4 2,108,945 8,365,070

6.4 NAIC 4 0 0 1,827,862 0 0 XXX 1,827,862 1.3 18,116,379 1.0 894,772 933,090

6.5 NAIC 5 XXX 0 0.0 3,257,591 0.2 0

6.6 NAIC 6 XXX 0 0.0 0.0 0

6.7 Totals 56,997,387 15,020,160 40,905,979 597,738 0 XXX 113,521,264 78.4 627,430,666 33.4 12,874,410 100,646,854

7. Hybrid Securities

7.1 NAIC 1 XXX 0 0.0 949,749 0.1 0

7.2 NAIC 2 XXX 0 0.0 3,991,574 0.2 0

7.3 NAIC 3 XXX 0 0.0 0.0 0

7.4 NAIC 4 XXX 0 0.0 0.0 0

7.5 NAIC 5 XXX 0 0.0 0.0 0

7.6 NAIC 6 XXX 0 0.0 0.0 0

7.7 Totals 0 0 0 0 0 XXX 0 0.0 4,941,323 0.3 0 0

8. Parent, Subsidiaries and Affiliates

8.1 NAIC 1 XXX 0 0.0 0.0 0

8.2 NAIC 2 XXX 0 0.0 0.0 0

8.3 NAIC 3 XXX 0 0.0 0.0 0

8.4 NAIC 4 XXX 0 0.0 0.0 0

8.5 NAIC 5 XXX 0 0.0 0.0 0

8.6 NAIC 6 XXX 0 0.0 0.0 0

8.7 Totals 0 0 0 0 0 XXX 0 0.0 0 0.0 0 0

9. SVO Identified Funds

9.1 NAIC 1 XXX XXX XXX XXX XXX 0 0.0 0.0 0






9.7 Totals XXX XXX XXX XXX XXX 0 0 0.0 0 0.0 0 0

SI0

6


SCHEDULE D - PART 1A - SECTION 1 (Continued)Quality and Maturity Distribution of All Bonds Owned December 31, at Book/Adjusted Carrying Values by Major Types of Issues and NAIC Designations

NAIC Designation

1

1 Year or Less

2Over 1 Year

Through 5 Years

3Over 5 Years

Through 10 Years

4Over 10 Years

Through 20 Years

5

Over 20 Years

6No Maturity

Date

7

Total Current Year

8Col. 7 as a % of

Line 10.7

9Total from Col. 7

Prior Year

10% From Col. 8

Prior Year

11Total Publicly

Traded

12Total Privately

Placed (a)

10. Total Bonds Current Year

10.1 NAIC 1 (d) 60,607,117 6,240,575 26,315,294 597,738 76,106 0 93,836,830 64.8 XXX XXX 29,527,757 64,309,073

10.2 NAIC 2 (d) 12,983,518 13,754,263 11,409,960 0 0 0 38,147,741 26.3 XXX XXX 10,636,401 27,511,340

10.3 NAIC 3 (d) 0 4,722,652 5,751,363 0 0 0 10,474,015 7.2 XXX XXX 2,108,945 8,365,070

10.4 NAIC 4 (d) 0 0 2,071,938 0 0 0 2,071,938 1.4 XXX XXX 894,772 1,177,166

10.5 NAIC 5 (d) 0 0 0 0 0 0 (c) 0 0.0 XXX XXX 0 0

10.6 NAIC 6 (d) 71,787 250,077 0 0 0 0 (c) 321,864 0.2 XXX XXX 0 321,864

10.7 Totals 73,662,422 24,967,567 45,548,555 597,738 76,106 0 (b) 144,852,388 100.0 XXX XXX 43,167,875 101,684,513

10.8 Line 10.7 as a % of Col. 7 50.9 17.2 31.4 0.4 0.1 0.0 100.0 XXX XXX XXX 29.8 70.2

11. Total Bonds Prior Year

11.1 NAIC 1 125,911,181 443,144,869 717,217,265 136,248,193 68,360,908 0 XXX XXX 1,490,882,416 79.5 1,390,575,841 100,306,575

11.2 NAIC 2 29,741,344 100,104,662 56,747,174 23,326,618 24,741,191 0 XXX XXX 234,660,989 12.5 207,699,058 26,961,931

11.3 NAIC 3 2,798,428 29,474,316 56,534,996 7,918,226 15,889,246 0 XXX XXX 112,615,212 6.0 94,349,188 18,266,024

11.4 NAIC 4 1,437,651 11,551,240 16,902,524 3,700,143 827,411 0 XXX XXX 34,418,969 1.8 18,180,690 16,238,279

11.5 NAIC 5 0 3,257,591 0 0 0 0 XXX XXX (c) 3,257,591 0.2 0 3,257,591

11.6 NAIC 6 66,879 322,816 0 0 0 0 XXX XXX (c) 389,695 0.0 389,695

11.7 Totals 159,955,483 587,855,494 847,401,959 171,193,180 109,818,756 0 XXX XXX (b) 1,876,224,872 100.0 1,710,804,777 165,420,095

11.8 Line 11.7 as a % of Col. 9 8.5 31.3 45.2 9.1 5.9 0.0 XXX XXX 100.0 XXX 91.2 8.8

12. Total Publicly Traded Bonds

12.1 NAIC 1 16,643,795 2,958,283 9,731,680 117,893 76,106 0 29,527,757 20.4 1,390,575,841 74.1 29,527,757 XXX

12.2 NAIC 2 0 6,922,220 3,714,182 0 0 0 10,636,402 7.3 207,699,058 11.1 10,636,402 XXX

12.3 NAIC 3 0 1,366,251 742,694 0 0 0 2,108,945 1.5 94,349,188 5.0 2,108,945 XXX

12.4 NAIC 4 0 0 894,772 0 0 0 894,772 0.6 18,180,690 1.0 894,772 XXX

12.5 NAIC 5 0 0.0 0 0.0 0 XXX

12.6 NAIC 6 0 0.0 0 0.0 0 XXX

12.7 Totals 16,643,795 11,246,754 15,083,328 117,893 76,106 0 43,167,876 29.8 1,710,804,777 91.2 43,167,876 XXX

12.8 Line 12.7 as a % of Col. 7 38.6 26.1 34.9 0.3 0.2 0.0 100.0 XXX XXX XXX 100.0 XXX

12.9 Line 12.7 as a % of Line 10.7, Col. 7, Section 10 11.5 7.8 10.4 0.1 0.1 0.0 29.8 XXX XXX XXX 29.8 XXX

13. Total Privately Placed Bonds

13.1 NAIC 1 43,963,322 3,282,292 16,583,614 479,845 0 0 64,309,073 44.4 100,306,575 5.3 XXX 64,309,073

13.2 NAIC 2 12,983,518 6,832,043 7,695,778 0 0 0 27,511,339 19.0 26,961,931 1.4 XXX 27,511,339

13.3 NAIC 3 0 3,356,401 5,008,669 0 0 0 8,365,070 5.8 18,266,024 1.0 XXX 8,365,070

13.4 NAIC 4 0 0 1,177,166 0 0 0 1,177,166 0.8 16,238,279 0.9 XXX 1,177,166

13.5 NAIC 5 0 0 0 0 0 0 0 0.0 3,257,591 0.2 XXX 0

13.6 NAIC 6 71,787 250,077 0 0 0 0 321,864 0.2 389,695 0.0 XXX 321,864

13.7 Totals 57,018,627 13,720,813 30,465,227 479,845 0 0 101,684,512 70.2 165,420,095 8.8 XXX 101,684,512

13.8 Line 13.7 as a % of Col. 7 56.1 13.5 30.0 0.5 0.0 0.0 100.0 XXX XXX XXX XXX 100.0

13.9 Line 13.7 as a % of Line 10.7, Col. 7, Section 10 39.4 9.5 21.0 0.3 0.0 0.0 70.2 XXX XXX XXX XXX 70.2

(a) Includes $ 101,684,513 freely tradable under SEC Rule 144 or qualified for resale under SEC Rule 144A.

(b) Includes $ current year, $ prior year of bonds with Z designations and $ , current year $ prior year of bonds with Z* designations. The letter "Z" means the NAIC designation was not

assigned by the Securities Valuation Office (SVO) at the date of the statement. "Z*" means the SVO could not evaluate the obligation because valuation procedures for the security class are under regulatory review.

(c) Includes $ current year, $ prior year of bonds with 5* designations and $ , current year $ prior year of bonds with 6* designations. "5*" means the NAIC designation was assigned by the

(SVO) in reliance on the insurer's certification that the issuer is current in all principal and interest payments. "6*" means the NAIC designation was assigned by the SVO due to inadequate certification of principal and interest payments.

(d) Includes the following amount of short-term and cash equivalent bonds by NAIC designation: NAIC 1 $ 72,244,985 ; NAIC 2 $ ; NAIC 3 $ ; NAIC 4 $ ; NAIC 5 $ ; NAIC 6 $

SI0

7


SCHEDULE D - PART 1A - SECTION 2Maturity Distribution of All Bonds Owned December 31, at Book/Adjusted Carrying Values by Major Type and Subtype of Issues

Distribution by Type

1

1 Year or Less

2Over 1 Year

Through 5 Years

3Over 5 Years

Through 10 Years

4Over 10 Years

Through 20 Years

5

Over 20 Years

6No Maturity

Date

7

Total Current Year

8Col. 7 as a % of

Line 10.6

9Total from Col. 7

Prior Year

10% From Col. 8

Prior Year

11Total Publicly

Traded

12Total Privately

Placed

1. U.S. Governments1.1 Issuer Obligations 16,488,740 2,805,471 2,421,686 0 76,106 XXX 21,792,003 15.0 19,357,268 1.0 21,792,003 0

1.2 Residential Mortgage-Backed Securities XXX 0 0.0 1,838,068 0.1 0

1.3 Commercial Mortgage-Backed Securities XXX 0 0.0 0.0 0

1.4 Other Loan-Backed and Structured Securities XXX 0 0.0 0.0 0

1.5 Totals 16,488,740 2,805,471 2,421,686 0 76,106 XXX 21,792,003 15.0 21,195,336 1.1 21,792,003 0

2. All Other Governments

2.1 Issuer Obligations 0 0 244,076 0 0 XXX 244,076 0.2 90,000,846 4.8 0 244,076

2.2 Residential Mortgage-Backed Securities XXX 0 0.0 0.0 0



2.5 Totals 0 0 244,076 0 0 XXX 244,076 0.2 90,000,846 4.8 0 244,076

3. U.S. States, Territories and Possessions, Guaranteed

3.1 Issuer Obligations XXX 0 0.0 185,381,349 9.9 0




3.5 Totals 0 0 0 0 0 XXX 0 0.0 185,381,349 9.9 0 0

4. U.S. Political Subdivisions of States, Territories and Possessions, Guaranteed

4.1 Issuer Obligations XXX 0 0.0 191,209,277 10.2 0



4.4 Other Loan-Backed and Structured Securities XXX 0 0.0 4,631,444 0.2 0

4.5 Totals 0 0 0 0 0 XXX 0 0.0 195,840,721 10.4 0 0

5. U.S. Special Revenue & Special Assessment Obligations etc., Non-Guaranteed

5.1 Issuer Obligations 71,787 6,774,725 1,976,814 0 0 XXX 8,823,326 6.1 701,696,518 37.4 8,501,461 321,865

5.2 Residential Mortgage-Backed Securities XXX 0 0.0 1,350,689 0.1 0


5.4 Other Loan-Backed and Structured Securities 104,508 367,210 0 0 0 XXX 471,718 0.3 48,387,423 2.6 0 471,718

5.5 Totals 176,295 7,141,935 1,976,814 0 0 XXX 9,295,044 6.4 751,434,630 40.1 8,501,461 793,583

6. Industrial and Miscellaneous

6.1 Issuer Obligations 56,880,343 4,069,684 2,796,944 0 0 XXX 63,746,971 44.0 380,807,507 20.3 830,145 62,916,826


6.3 Commercial Mortgage-Backed Securities XXX 0 0.0 124,215,707 6.6 0

6.4 Other Loan-Backed and Structured Securities 117,045 10,950,475 38,109,035 597,738 0 XXX 49,774,293 34.4 122,407,449 6.5 12,044,264 37,730,029

6.5 Totals 56,997,388 15,020,159 40,905,979 597,738 0 XXX 113,521,264 78.4 627,430,663 33.4 12,874,409 100,646,855

7. Hybrid Securities

7.1 Issuer Obligations XXX 0 0.0 991,574 0.1 0



7.4 Other Loan-Backed and Structured Securities XXX 0 0.0 3,949,749 0.2 0

7.5 Totals 0 0 0 0 0 XXX 0 0.0 4,941,323 0.3 0 0

8. Parent, Subsidiaries and Affiliates

8.1 Issuer Obligations XXX 0 0.0 0.0 0




8.5 Totals 0 0 0 0 0 XXX 0 0.0 0 0.0 0 0

SI0

8


SCHEDULE D - PART 1A - SECTION 2 (Continued)Maturity Distribution of All Bonds Owned December 31, at Book/Adjusted Carrying Values by Major Type and Subtype of Issues

Distribution by Type

1

1 Year or Less

2Over 1 Year

Through 5 Years

3Over 5 Years

Through 10 Years

4Over 10 Years

Through 20 Years

5

Over 20 Years

6No Maturity

Date

7

Total Current Year

8Col. 7 as a % of

Line 10.6

9Total from Col. 7

Prior Year

10% From Col. 8

Prior Year

11Total Publicly

Traded

12Total Privately

Placed

9. SVO Identified Funds9.1 Exchange Traded Funds Identified by the SVO XXX XXX XXX XXX XXX 0 0.0 0.0 0

9.2 Bond Mutual Funds Identified by the SVO XXX XXX XXX XXX XXX 0 0.0 0.0 0

9.3 Totals XXX XXX XXX XXX XXX 0 0 0.0 0 0.0 0 0

10. Total Bonds Current Year10.1 Issuer Obligations 73,440,870 13,649,880 7,439,520 0 76,106 XXX 94,606,376 65.3 XXX XXX 31,123,609 63,482,767

10.2 Residential Mortgage-Backed Securities 0 0 0 0 0 XXX 0 0.0 XXX XXX 0 0

10.3 Commercial Mortgage-Backed Securities 0 0 0 0 0 XXX 0 0.0 XXX XXX 0 0

10.4 Other Loan-Backed and Structured Securities 221,553 11,317,685 38,109,035 597,738 0 XXX 50,246,011 34.7 XXX XXX 12,044,264 38,201,747

10.5 SVO Identified Funds XXX XXX XXX XXX XXX 0 0 0.0 XXX XXX 0 0

10.6 Totals 73,662,423 24,967,565 45,548,555 597,738 76,106 0 144,852,387 100.0 XXX XXX 43,167,873 101,684,514

10.7 Line 10.6 as a % of Col. 7 50.9 17.2 31.4 0.4 0.1 0.0 100.0 XXX XXX XXX 29.8 70.2

11. Total Bonds Prior Year11.1 Issuer Obligations 130,450,164 506,433,420 664,099,652 158,654,476 109,806,627 XXX XXX XXX 1,569,444,339 83.6 1,498,815,432 70,628,907

11.2 Residential Mortgage-Backed Securities 584,671 1,325,829 851,604 426,644 9 XXX XXX XXX 3,188,757 0.2 3,188,757 0

11.3 Commercial Mortgage-Backed Securities 7,793,306 9,531,216 106,869,523 9,542 12,120 XXX XXX XXX 124,215,707 6.6 121,207,021 3,008,686

11.4 Other Loan-Backed and Structured Securities 21,127,341 70,565,026 75,581,180 12,102,518 0 XXX XXX XXX 179,376,065 9.6 87,593,563 91,782,502

11.5 SVO Identified Funds XXX XXX XXX XXX XXX XXX XXX 0 0.0 0

11.6 Totals 159,955,482 587,855,491 847,401,959 171,193,180 109,818,756 0 XXX XXX 1,876,224,868 100.0 1,710,804,773 165,420,095

11.7 Line 11.6 as a % of Col. 9 8.5 31.3 45.2 9.1 5.9 0.0 XXX XXX 100.0 XXX 91.2 8.8

12. Total Publicly Traded Bonds

12.1 Issuer Obligations 16,605,601 10,043,402 4,398,500 0 76,106 XXX 31,123,609 21.5 1,498,815,432 79.9 31,123,609 XXX12.2 Residential Mortgage-Backed Securities XXX 0 0.0 3,188,757 0.2 0 XXX12.3 Commercial Mortgage-Backed Securities XXX 0 0.0 121,207,021 6.5 0 XXX12.4 Other Loan-Backed and Structured Securities 38,193 1,203,350 10,684,828 117,893 0 XXX 12,044,264 8.3 87,593,563 4.7 12,044,264 XXX12.5 SVO Identified Funds XXX XXX XXX XXX XXX 0 0.0 0 0.0 0 XXX12.6 Totals 16,643,794 11,246,752 15,083,328 117,893 76,106 0 43,167,873 29.8 1,710,804,773 91.2 43,167,873 XXX12.7 Line 12.6 as a % of Col. 7 38.6 26.1 34.9 0.3 0.2 0.0 100.0 XXX XXX XXX 100.0 XXX12.8 Line 12.6 as a % of Line 10.6, Col. 7, Section 10 11.5 7.8 10.4 0.1 0.1 0.0 29.8 XXX XXX XXX 29.8 XXX

13. Total Privately Placed Bonds

13.1 Issuer Obligations 56,835,269 3,606,478 3,041,020 0 0 XXX 63,482,767 43.8 70,628,907 3.8 XXX 63,482,767

13.2 Residential Mortgage-Backed Securities 0 0 0 0 0 XXX 0 0.0 0 0.0 XXX 0

13.3 Commercial Mortgage-Backed Securities 0 0 0 0 0 XXX 0 0.0 3,008,686 0.2 XXX 0

13.4 Other Loan-Backed and Structured Securities 183,360 10,114,335 27,424,207 479,845 0 XXX 38,201,747 26.4 91,782,502 4.9 XXX 38,201,747

13.5 SVO Identified Funds XXX XXX XXX XXX XXX 0 0 0.0 0 0.0 XXX 0

13.6 Totals 57,018,629 13,720,813 30,465,227 479,845 0 0 101,684,514 70.2 165,420,095 8.8 XXX 101,684,514

13.7 Line 13.6 as a % of Col. 7 56.1 13.5 30.0 0.5 0.0 0.0 100.0 XXX XXX XXX XXX 100.0

13.8 Line 13.6 as a % of Line 10.6, Col. 7, Section 10 39.4 9.5 21.0 0.3 0.0 0.0 70.2 XXX XXX XXX XXX 70.2

SI0

9


SCHEDULE DA - VERIFICATION BETWEEN YEARSShort-Term Investments

1

Total

2

Bonds

3

Mortgage Loans

4Other Short-term

Investment Assets (a)

5Investments in Parent,

Subsidiaries and Affiliates

1. Book/adjusted carrying value, December 31 of prior year 8,336,072 8,336,072 0 0 0

2. Cost of short-term investments acquired 96,290,351 96,290,351 0 0 0

3. Accrual of discount 4,781 4,781 0 0 0

4. Unrealized valuation increase (decrease) 0

5. Total gain (loss) on disposals 0

6. Deduct consideration received on disposals 103,631,699 103,631,699 0 0 0

7. Deduct amortization of premium 0

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

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

10. Book adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9) 999,505 999,505 0 0 0


12. Statement value at end of current period (Line 10 minus Line 11) 999,505 999,505 0 0 0

(a) Indicate the category of such assets, for example, joint ventures, transportation equipment:

SI1

0


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

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

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

2.1 Current year paid/(consideration received) at time of acquisition, still open, Section 1, Column 12

2.2 Current year paid/(consideration received) at time of acquisition, terminated, Section 2, Column 14

3. Unrealized valuation increase/(decrease):

3.1 Section 1, Column 17


4. Total gain (loss) on termination recognized, Section 2, Column 22

5. Considerations received/(paid) on terminations, Section 2, Column 15

6. Amortization:



7. Adjustment to the book/adjusted carrying value of hedged item:






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

10. Deduct nonadmitted assets

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

SCHEDULE DB - PART B - VERIFICATIONFutures Contracts

1. Book/Adjusted carrying value, December 31 of prior year (Line 6, prior year) 1,000,000

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 minus

3.12 Section 1, Column 15, prior year 0

Change in variation margin on open contracts - All other

3.13 Section 1, Column 18, current year minus

3.14 Section 1, Column 18, prior year 0 0

3.2 Add:

Change in adjustment to basis of hedged item

3.21 Section 1, Column 17, current year to date minus

3.22 Section 1, Column 17, prior year 0

Change in amount recognized

3.23 Section 1, Column 19, current year to date minus

3.24 Section 1, Column 19, prior year 0 0

3.3 Subtotal (Line 3.1 minus Line 3.2) 0

4.1 Cumulative variation margin on terminated contracts during the year (Section 2, Column 15)

4.2 Less:

4.21 Amount used to adjust basis of hedged item (Section 2, Column 17)

4.22 Amount recognized (Section 2, Column 16) 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

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

6. Book/Adjusted carrying value at end of current period (Lines 1+2+3.3-4.3-5.1-5.2) 1,000,000



NONE

SI11


Schedule DB - Part C - Section 1 - Replication (Synthetic Asset) Transactions (RSATs) Open

N O N E

Schedule DB-Part C-Section 2-Reconciliation of Replication (Synthetic Asset) Transactions Open

N O N E

SI12, SI13


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

2. Part B, Section 1, Column 15 plus Part B, Section 1 Footnote - Total Ending Cash Balance 1,000,000

3. Total (Line 1 plus Line 2) 1,000,000

4. Part D, Section 1, Column 5 1,000,000

5. Part D, Section 1, Column 6 0

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

Fair Value Check


8. Part B, Section 1, Column 13

9. Total (Line 7 plus Line 8) 0

10. Part D, Section 1, Column 8 1,000,000


12 Total (Line 9 minus Line 10 minus Line 11) (1,000,000)

Potential Exposure Check


14. Part B, Section 1, Column 20


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

SI14


SCHEDULE E - PART 2 - VERIFICATION BETWEEN YEARS(Cash Equivalents)

1

Total

2

Bonds

3Money MarketMutual funds

4

Other (a)

1. Book/adjusted carrying value, December 31 of prior year 7,341,252 7,341,252 0

2. Cost of cash equivalents acquired 3,922,710,993 3,906,874,049 15,836,944 0

3. Accrual of discount 1,503,163 1,503,163 0 0

4. Unrealized valuation increase (decrease) 0

5. Total gain (loss) on disposals (6,483) (6,483) 0 0

6. Deduct consideration received on disposals 3,855,085,554 3,844,466,500 10,619,054 0

7. Deduct amortization of premium 0

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

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

10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9) 76,463,371 71,245,481 5,217,890 0


12. Statement value at end of current period (Line 10 minus Line 11) 76,463,371 71,245,481 5,217,890 0

(a) Indicate the category of such investments, for example, joint ventures, transportation equipment:

SI15


Schedule A - Part 1 - Real Estate Owned

N O N E

Schedule A - Part 2 - Real Estate Acquired and Additions Made

N O N E

Schedule A - Part 3 - Real Estate Disposed

N O N E

Schedule B - Part 1 - Mortgage Loans Owned

N O N E

E01, E02, E03, E04


SCHEDULE B - PART 2Showing All Mortgage Loans ACQUIRED AND ADDITIONS MADE During the Current Year

1 Location 4 5 6 7 8 9

Loan Number

2

City

3

StateLoanType Date Acquired Rate of Interest

Actual Cost atTime of Acquisition

Additional Investment MadeAfter Acquisition

Value of Landand Buildings

1004472 PLYMOUTH MI 01/18/2017 5.000 1,440,000 2,300,000

1004474 SAN FRANCISCO CA 03/01/2017 4.650 15,000,000 18,000,000

1004438 MELVILLE NY 12/04/2015 5.000 370,922 13,897,969

1004480 MELBOURNE FL 05/10/2017 4.620 5,000,000 7,400,000

1004495 CEDAR PARK TX 06/30/2017 5.250 4,550,000 4,950,000

1004438 MELVILLE NY 12/04/2015 5.000 806,393 13,898,183

1004452 MELVILLE NY 06/06/2016 5.000 579,757 0

0499999. Mortgages in good standing - Commercial mortgages-insured or guaranteed 25,990,000 1,757,072 60,446,152

0899999. Total Mortgages in good standing 25,990,000 1,757,072 60,446,152

1699999. Total - Restructured Mortgages 0 0 0

2499999. Total - Mortgages with overdue interest over 90 days 0 0 0

3299999. Total - Mortgages in the process of foreclosure 0 0 0

3399999 - Totals 25,990,000 1,757,072 60,446,152

E05


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

1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18

Loan Number

2

City

3

StateLoanType

DateAcquired

Disposal Date

Book Value/Recorded Investment Excluding Accrued Interest

Prior Year

8

Unrealized ValuationIncrease

(Decrease)

9

Current Year’s

(Amortization)/Accretion

10Current

Year’s Other- Than-

Temporary Impairment Recognized

11

Capitalized Deferred

Interest and Other

12

TotalChange

inBook Value (8+9-10+11)

13

Total Foreign Exchange Change in

Book Value

Book Value/Recorded Investment Excluding Accrued

Interest on Disposal

Consid-eration

Foreign Exchange

Gain(Loss) on Disposal

RealizedGain

(Loss) on Disposal

TotalGain

(Loss) on Disposal

1004285 HUMBLE TX 10/12/2010 07/25/2017 5,580,149 0 5,520,560 5,520,560 0

1004395 TROY MI 04/30/2014 04/07/2017 12,250,000 0 12,250,000 12,250,000 0

1004438 MELVILLE NY 12/04/2015 07/28/2017 6,472,685 0 7,650,000 7,650,000 0

1004452 MELVILLE NY 06/06/2016 07/28/2017 1,000 0 580,757 580,757 0

0199999. Mortgages closed by repayment 24,303,834 0 0 0 0 0 0 26,001,317 26,001,317 0 0 0

1003904 MARYLAND HEIGHTS MO 06/28/2000 2,324,350 0 178,995 0

1003910 SOUTHFIELD MI 10/18/2000 4,725,772 0 312,553 0

1003916 OLATHE KS 12/14/2000 2,619,004 0 169,630 0

1004173 HOUSTON TX 09/30/2005 2,660,239 0 409,650 0

1004179 TAMPA FL 04/12/2006 2,668,280 0 452,260 0

1004217 OAK CREEK WI 05/03/2007 2,500,517 0 84,793 0

1004228 LINTHICUM MD 06/27/2007 10,294,641 0 311,560 0

1004250 DALLAS TX 12/26/2007 3,823,820 0 60,412 0

1004285 HUMBLE TX 10/12/2010 5,580,149 0 59,589 0

1004299 LAKE FOREST CA 05/05/2011 5,486,313 0 91,080 0

1004320 NAPLES FL 09/28/2011 2,453,313 0 160,476 0

1004317 FULTON MD 10/14/2011 3,740,797 0 88,269 0

1004318 FULTON MD 10/14/2011 4,765,063 0 112,438 0

1004324 SAVAGE MN 01/13/2012 5,604,911 0 129,563 0

1004325 DUNWOODY GA 02/22/2012 1,929,809 0 186,393 0

1004328 CEDAR PARK TX 02/27/2012 2,671,912 0 99,762 0

1004340 FREDERICK MD 03/12/2012 2,557,376 0 91,430 0

1004329 MILLERSVILLE MD 05/01/2012 7,690,936 0 173,012 0

1004336 ITASCA IL 07/31/2012 7,709,416 0 174,141 0

1004335 COLORADO SPRINGS CO 08/01/2012 5,646,673 0 189,842 0

1004333 DELRAY BEACH FL 09/12/2012 7,819,678 0 268,909 0

1004343 FORT MYERS FL 11/19/2012 5,761,419 0 150,729 0

1004355 HOUSTON TX 01/29/2013 2,262,465 0 77,440 0

1004372 GRAPEVINE TX 07/31/2013 7,552,325 0 402,355 0

1004365 SPARTANBURG SC 08/12/2013 2,970,112 0 94,085 0

1004371 TAMPA FL 08/20/2013 2,960,776 0 96,210 0

1004376 HOUSTON TX 10/25/2013 2,995,121 0 61,399 0

1004377 NORTH CHARLESTON SC 12/16/2013 6,553,542 0 93,366 0

1004386 MUSKEGON MI 02/11/2014 1,828,259 0 24,037 0

1004389 BRADENTON FL 04/01/2014 5,675,078 0 94,529 0

1004387 NASHVILLE TN 04/23/2014 2,335,438 0 84,356 0

1004407 DES MOINES WA 07/03/2014 16,250,000 0 57,598 0

1004415 PHOENIX AZ 11/03/2014 593,032 0 69,463 0

1004420 RIVERSIDE CA 05/08/2015 7,100,000 0 36,603 0

1004436 FAIRPORT NY 08/25/2015 7,585,476 0 1,572,980 0

1004438 MELVILLE NY 12/04/2015 6,472,685 0 0 0

1004446 CONYERS GA 03/04/2016 2,374,382 0 33,120 0

1004455 SOUTH HOLLAND IL 05/05/2016 2,973,263 0 39,501 0

1004472 PLYMOUTH MI 01/18/2017 0 0 28,439 0

1004480 MELBOURNE FL 05/10/2017 0 0 132,197 0

1004495 CEDAR PARK TX 06/30/2017 0 0 32,402 0

0299999. Mortgages with partial repayments 179,516,342 0 0 0 0 0 0 0 6,985,566 0 0 0

1004328 CEDAR PARK TX 02/27/2012 2,671,912 0 2,572,150 0

0399999. Mortgages disposed 2,671,912 0 0 0 0 0 0 0 2,572,150 0 0 0

1004169 HOLLYWOOD FL 09/14/2005 3,966,063 0 3,945,128 (20,935) (20,935)

1004250 DALLAS TX 12/26/2007 3,823,820 0 3,761,751 (1,657) (1,657)

1004275 SAN DIEGO CA 12/22/2009 9,971,637 0 9,937,422 (34,215) (34,215)

1004384 PHOENIX AZ 11/27/2013 6,525,000 0 6,493,909 (31,091) (31,091)

1004415 PHOENIX AZ 11/03/2014 593,032 0 534,093 10,525 10,525

1004299 LAKE FOREST CA 05/05/2011 5,486,313 0 5,521,726 126,493 126,493

1004407 DES MOINES WA 07/03/2014 16,250,000 0 16,318,561 126,142 126,142

1004173 HOUSTON TX 09/30/2005 2,660,239 0 2,296,179 45,590 45,590

1004371 TAMPA FL 08/20/2013 2,960,776 0 2,864,566 0 0

1004420 RIVERSIDE CA 05/08/2015 7,100,000 0 7,063,397 0 0

E06


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

1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18

Loan Number

2

City

3

StateLoanType

DateAcquired

Disposal Date

Book Value/Recorded Investment Excluding Accrued Interest

Prior Year

8

Unrealized ValuationIncrease

(Decrease)

9

Current Year’s

(Amortization)/Accretion

10Current

Year’s Other- Than-


11

Capitalized Deferred

Interest and Other

12

TotalChange

inBook Value (8+9-10+11)

13


Book Value

Book Value/Recorded Investment Excluding Accrued

Interest on Disposal

Consid-eration

Foreign Exchange


RealizedGain

(Loss) on Disposal

TotalGain

(Loss) on Disposal

1004436 FAIRPORT NY 08/25/2015 7,585,476 0 6,012,497 0 0

1003916 OLATHE KS 12/14/2000 2,619,004 0 2,674,395 225,020 225,020

1004179 TAMPA FL 04/12/2006 2,668,280 0 2,275,355 59,335 59,335

1004317 FULTON MD 10/14/2011 3,740,797 0 3,766,317 113,788 113,788

1004318 FULTON MD 10/14/2011 4,765,063 0 4,754,411 101,785 101,785

1004446 CONYERS GA 03/04/2016 2,374,382 0 2,341,262 0 0

1004465 FOREST PARK OH 08/02/2016 3,325,000 0 3,156,195 (168,805) (168,805)

1004474 SAN FRANCISO CA 03/01/2017 0 0 15,101,322 101,322 101,322

1004217 OAK CREEK WI 05/03/2007 2,500,517 0 2,513,767 98,043 98,043

1004228 LINTHICUM MD 06/27/2007 10,294,641 0 9,947,779 (35,302) (35,302)

1004324 SAVAGE MN 01/13/2012 5,604,911 0 5,773,605 298,257 298,257

1004333 DELRAY BEACH FL 09/12/2012 7,819,678 0 7,896,039 345,270 345,270

1004336 ITASCA IL 07/31/2012 7,709,416 0 8,349,019 813,744 813,744

1004355 HOUSTON TX 01/29/2013 2,262,465 0 2,102,094 (82,930) (82,930)

1004376 HOUSTON TX 10/25/2013 2,995,121 0 3,065,533 131,811 131,811

1004455 SOUTH HOLLAND IL 05/05/2016 2,973,263 0 2,883,992 (49,770) (49,770)

1004325 DUNWOODY GA 02/22/2012 1,929,809 0 1,774,159 30,744 30,744

1004329 MILLERSVILLE MD 05/01/2012 7,690,936 0 7,856,972 339,048 339,048

1004377 NORTH CHARLESTON SC 12/16/2013 6,553,542 0 6,681,693 221,534 221,534

1004389 BRADENTON FL 04/01/2014 5,675,078 0 5,736,357 155,808 155,808

1004469 CHINO CA 12/14/2016 7,000,000 0 7,000,000 0 0

1003904 MARYLAND HEIGHTS MO 06/28/2000 2,324,350 0 2,293,718 148,364 148,364

1003910 SOUTHFIELD MI 10/18/2000 4,725,772 0 5,077,443 664,224 664,224

1004343 FORT MYERS FL 11/19/2012 5,761,419 0 5,949,092 338,402 338,402

1004320 NAPLES FL 09/28/2011 2,453,313 0 2,372,835 79,998 79,998

1004440 AUSTIN TX 12/17/2015 7,250,000 0 7,554,016 304,016 304,016

1004340 FREDERICK MD 03/12/2012 2,557,376 0 2,465,947 0 0

1004472 PLYMOUTH MI 01/18/2017 0 0 1,429,862 18,301 18,301

1004480 MELBOURNE FL 05/10/2017 0 0 4,867,803 0 0

1004495 CEDAR PARK TX 06/30/2017 0 0 4,669,519 151,921 151,921

1004372 GRAPEVINE TX 07/31/2013 7,552,325 0 7,562,165 412,195 412,195

1004386 MUSKEGON MI 02/11/2014 1,828,259 0 1,959,866 155,644 155,644

1004387 NASHVILLE TN 04/23/2014 2,335,438 0 2,269,547 18,465 18,465

1004335 COLORADO SPRINGS CO 08/01/2012 5,646,673 0 6,006,085 549,254 549,254

1004365 SPARTANBURG SC 08/12/2013 2,970,112 0 2,953,571 77,544 77,544

0499999. Mortgages transferred 202,829,296 0 0 0 0 0 0 0 227,830,964 0 5,837,882 5,837,882

0599999 - Totals 409,321,384 0 0 0 0 0 0 26,001,317 263,389,997 0 5,837,882 5,837,882

E06.1


SCHEDULE BA - PART 1Showing Other Long-Term Invested Assets OWNED December 31 of Current Year

1 2 3 Location 6 7 8 9 10 11 12 Change in Book/Adjusted Carrying Value 18 19 20

CUSIPIdenti-fication Name or Description Code

4

City

5

StateName of Vendor

or General PartnerNAIC

Designation

Date OriginallyAcquired

Typeand

StrategyActualCost

FairValue

Book/Adjusted Carrying

ValueLess

Encum-brances

13

Unrealized Valuation Increase

(Decrease)

14

Current Year’s (Depre-ciation)

or(Amorti-zation)/

Accretion

15Current Year’s Other-Than-

Temporary Impair-ment

Recog-nized

16

Capital-ized

Deferred Interest

andOther

17

Total Foreign

Exchange Change in


Value

Invest-ment

Income

Commit-mentfor

AdditionalInvest-ment

Percen-tage of Owner-

ship AMULET CAPITAL FUND 1 LP Greenwich CT AMULET CAPITAL PARTNERS LP 04/26/2017 3 1,792,505 1,091,788 1,091,788 5,628 0 0 8,207,495 4.000

ATLANTIC EQUITY PARTNERS IV LP New York NY ATLANTIC EQUITY ASSOCIATES LP 07/12/2006 3 1,499,986 0 0 (363,169) 0 0 0 0.000

AURORA EQUITY IV LP Los Angeles CA AURORA CAPITAL PARTNERS IV LLC 06/22/2012 3 3,387,971 1,647,594 1,647,594 281,559 0 0 212,029 0.616

BRAZOS II LP Dallas TX BRAZOS EQUITY FUND GP LP 03/17/2006 3 1,450,866 0 0 2,370 0 0 0 0.157

BRAZOS III LP Dallas TX BRAZOS EQUITY FUND GP LP 10/17/2008 3 1,245,914 567,291 567,291 85,616 0 0 232,595 0.219

BRENTWOOD PE V LP Los Angeles CA BRENTWOOD ASSOCIATES LLC 12/18/2014 3 4,844,529 4,928,056 4,928,056 218,916 0 0 155,471 1.007

CALERA CAPITAL PARTNERS V (Cayman AIV-1 LP San Francisco CA CALERA CAPITAL MANAGEMENT INC. 04/27/2016 3 1,225,965 1,683,385 1,683,385 458,110 0 0 90,937 1.839

CALERA CAPITAL PARTNERS V (Cayman AIV-II LP San Francisco CA CALERA CAPITAL MANAGEMENT INC. 12/20/2016 3 804,945 804,902 804,902 0 0 0 0 1.839

CALERA CAPITAL PARTNERS V LP San Francisco CA CALERA CAPITAL MANAGEMENT INC. 08/07/2015 3 214,615 157,203 157,203 151,551 0 0 2,663,538 1.807

CALERA XVII LLC San Francisco CA CALERA CAPITAL MANAGEMENT INC. 07/29/2014 3 4,052,387 373,524 373,524 6,636,123 0 0 0 6.557

CENTER OAK FUND 1 LP Dallas TX CENTER OAK FUND 1 LP 06/01/2015 3 2,016,838 1,382,491 1,382,491 (107,301) 0 0 2,983,162 1.194

MILL CO-INVESTMENT HOLDINGS LP Cayman Islands DNK RHONE GROUP 06/24/2013 3 2,136,964 1,459,649 1,459,649 256,917 0 0 63,036 1.793

NAUTIC PARTNERS VII LP Wilmington DE RHONE GROUP 10/15/2014 3 5,963,681 4,700,256 4,700,256 1,336,042 0 0 2,036,319 2.300

NAUTIC PARTNERS VIII LP Providence RI RHONE GROUP 12/16/2015 3 1,763,700 1,073,936 1,073,936 375,108 0 0 5,236,300 1.080

OEC HOLDINGS 3-A Cayman LP Cayman Islands CYM RHONE GROUP 08/24/2011 3 115,562 (68,548) (68,548) 0 0 0 0 0.229

OEC HOLDINGS 4 Cayman LP Cayman Islands CYM RHONE GROUP 08/24/2011 3 1,043,483 394,501 394,501 0 0 0 0 0.168

RHONE PARTNERS III LP New York NY RHONE GROUP 08/01/2006 3 1,310,443 0 0 0 0 0 37,395 0.242

RHONE PARTNERS IV LP New York NY RHONE GROUP 07/25/2011 3 1,588,251 899,276 899,276 (1,258) 0 0 602,266 0.367

RHONE PARTNERS V LP New York NY RHONE GROUP 07/21/2015 3 2,781,255 2,836,432 2,836,432 429,067 0 0 5,218,745 0.525

SIRIS II CAYMAN AIV LP New York NY SIRIS PARTNERS GP II LLC 12/24/2014 3 449,828 506,891 506,891 90 0 0 259,396 0.507

SIRIS II DELAWARE I & II AIV LP New York NY SIRIS PARTNERS GP II LLC 12/24/2014 3 530,134 528,133 528,133 212,609 0 0 178,935 0.480

SIRIS II LP New York NY SIRIS PARTNERS GP II LLC 07/30/2012 3 1,581,707 1,103,855 1,103,855 3,582 0 0 0 0.480

SNOW PHIPPS III AIV LP New York NY SNOW PHIPPS CAPITAL PARTNERS LP 06/09/2016 3 837,633 768,742 768,742 30,117 0 0 0 0.846

SNOW PHIPPS III LP New York NY SNOW PHIPPS CAPITAL PARTNERS LP 12/18/2015 3 2,240,106 2,414,716 2,414,716 514,232 0 0 3,922,261 0.846

SOUTHERN TIDE AIV2 LP Dallas TX BRAZOS EQUITY FUND GP LP 07/29/2013 3 0 2,749 2,749 0 0 0 0 0.578

STERLING III LP Westport CT STERLING PARTNERS MANAGEMENT LLC 12/30/2013 3 4,148,057 4,436,616 4,436,616 1,294,292 0 0 3,851,943 1.106

TPG LUNA V - AIV 2 LP San Francisco CA TPG GENERAL PARTNERS LP 04/30/2010 3 27,194 49,837 49,837 (15,654) 0 0 0 0.218

TPG MEDIA V - AIV 1 LP San Francisco CA TPG GENERAL PARTNERS LP 03/23/2007 3 207,858 61,851 61,851 (37,416) 0 0 4,304 0.018

TPG MIDWEST US V LLC San Francisco CA TPG GENERAL PARTNERS LP 01/30/2008 3 23,170 0 0 0 0 0 0 0.000

TPG PARTNERS BLUEGRASS V - AIV 2 LP San Francisco CA TPG GENERAL PARTNERS LP 06/27/2006 3 24,850 612 612 27 0 0 2,923 0.015

TPG PARTNERS VII LP San Francisco CA TPG GENERAL PARTNERS LP 05/30/2015 3 2,088,816 2,382,751 2,382,751 529,183 0 0 2,911,184 0.050

TPG V - AIV San Francisco CA TPG GENERAL PARTNERS LP 11/22/2006 3 73,030 657 657 50 0 0 691 0.010

TPG V HAMLET AIV LP San Francisco CA TPG GENERAL PARTNERS LP 01/24/2008 3 164,746 58,745 58,745 (42,300) 0 0 0 0.011

TPG V LP San Francisco CA TPG GENERAL PARTNERS LP 10/10/2006 3 1,000,939 196,284 196,284 (94,953) 0 0 0 0.010

TPG V VE - AIV 2 LP San Francisco CA TPG GENERAL PARTNERS LP 07/29/2010 3 25,322 5,800 5,800 (1,479) 0 0 0 0.015

TPG VIKING AIV I LP San Francisco CA TPG GENERAL PARTNERS LP 08/08/2008 3 27,178 0 0 (40,173) 0 0 0 0.023

TRAILHEAD FUND LP Wilmington DE GOLDNER HAWN JOHNSON & MORRISON INC. 06/05/2013 3 1,849,701 2,826,626 2,826,626 483,585 0 0 550,299 2.218

TRILANTIC CAPITAL IV AIV (C LP Wilmington DE TRILANTIC CAPITAL PARTNERS LP 04/25/2011 3 65,715 2 2 0 0 0 23,725 0.000

TRILANTIC CAPITAL IV AIV (CAYMAN LP Cayman Islands CYM TRILANTIC CAPITAL PARTNERS LP 09/27/2011 3 103,986 112,786 112,786 7,364 0 0 0 0.103

TRILANTIC CAPITAL IV LP Wilmington DE TRILANTIC CAPITAL PARTNERS LP 10/22/2007 3 809,671 67,185 67,185 (131,587) 0 (32,163) 0 0.072

TRILANTIC CAPITAL IV OFFSHORE AIV (A LP Wilmington DE TRILANTIC CAPITAL PARTNERS LP 04/30/2008 3 124,386 103,809 103,809 6,532 0 0 14 0.098

TRILANTIC CAPITAL IV ONSHORE AIV (A LP Wilmington DE TRILANTIC CAPITAL PARTNERS LP 09/25/2008 3 291,844 64,087 64,087 0 0 0 2,447 0.073

TRILANTIC CAPITAL IV ONSHORE AIV (B LP Wilmington DE TRILANTIC CAPITAL PARTNERS LP 09/25/2008 3 134,725 0 0 0 0 0 0 0.000

TRILANTIC CAPITAL PARTNERS V AIV LP New York NY TRILANTIC CAPITAL PARTNERS LP 06/20/2012 3 1,080,124 1,253,183 1,253,183 46,824 0 0 278,370 0.227

TRILANTIC CAPITAL PARTNERS V LP New York NY TRILANTIC CAPITAL PARTNERS LP 07/02/2012 3 1,949,437 1,398,836 1,398,836 (5,567) 0 0 442,159 0.169

TRILANTIC ENERGY PARTNERS N.A. AIV LP New York NY TRILANTIC CAPITAL PARTNERS LP 07/01/2014 3 3,125,074 3,458,226 3,458,226 419,958 0 0 0 1.030

TRILANTIC ENERGY PARTNERS N.A. LP New York NY TRILANTIC CAPITAL PARTNERS LP 04/24/2014 3 262,090 94,796 94,796 121,929 0 0 612,836 1.059

VMG EQUITY LP San Francisco CA VMG EQUITY PARTNERS LP 12/21/2006 3 962,436 0 0 (466) 0 0 0 0.521

VMG TAXABLE LP San Francisco CA VMG EQUITY PARTNERS LP 06/03/2008 3 545,841 0 0 0 0 0 0 0.495

WYNNCHURCH PARTNERS IV LP Rosemont IL WYNNCHURCH GROUP 08/03/2015 3 775,732 1,073,255 1,073,255 357,207 0 0 2,224,268 0.246

1599999. Joint Venture Interests - Common Stock - Unaffiliated 64,771,190 46,902,766 46,902,766 13,423,265 0 (32,163) 0 0 0 43,005,043 XXX REI 032000 CLOCK TOWER VENTURE LLC DUPONT WA 02/19/2016 9,150,000 8,306,963 8,306,963 365,965

1799999. Joint Venture Interests - Real Estate - Unaffiliated 9,150,000 8,306,963 8,306,963 0 0 0 0 0 365,965 0 XXX REI 437700 ALDEN CAP PTRS TCF 2011-4 AHLIC HARTFORD CT 01/04/2012 14,850,000 7,057,315 6,766,707 (1,939,484)

REI 438300 RED STONE 2013 NAT'L FUND L.P. HARTFORD CT 08/30/2013 22,705,613 14,321,374 14,121,221 (4,106,766) 1,762,834

REI 438700 BOSTON FINANCIAL ITC 41, LP HARTFORD CT 07/15/2014 14,919,924 11,511,664 10,666,346 (3,834,742) 333,443

E07


SCHEDULE BA - PART 1Showing Other Long-Term Invested Assets OWNED December 31 of Current Year

1 2 3 Location 6 7 8 9 10 11 12 Change in Book/Adjusted Carrying Value 18 19 20

CUSIPIdenti-fication Name or Description Code

4

City

5

StateName of Vendor

or General PartnerNAIC

Designation


Typeand

StrategyActualCost

FairValue


ValueLess

Encum-brances

13


(Decrease)

14

Current Year’s (Depre-ciation)

or(Amorti-zation)/

Accretion

15Current Year’s Other-Than-


Recog-nized

16

Capital-ized

Deferred Interest

andOther

17

Total Foreign

Exchange Change in


Value

Invest-ment

Income

Commit-mentfor

AdditionalInvest-ment

Percen-tage of Owner-

ship

3399999. Non-Guaranteed Federal Low Income Housing Tax Credit - Unaffiliated 52,475,537 32,890,353 31,554,274 0 0 0 0 0 (9,880,992) 2,096,277 XXX ARROWHEAD CAPITAL III LP Greenwich CT ARROWHEAD INVESTMENT MANAGEMENT 08/12/2016 2 498,858 356,088 356,088 0 0 7,501,142 2.000

CRESCENT MEZZANINE PARTNERS VI LP New York NY CRESCENT CAPITAL PARTNERS 06/27/2013 2 9,938,407 5,231,187 5,231,187 (161,043) 0 61,593 0.650

CRESCENT MEZZANINE PARTNERS VII LP New York NY CRESCENT CAPITAL PARTNERS 03/31/2016 2 2,718,755 2,623,096 2,623,096 17,626 0 7,281,245 0.333

ICG NORTH AMERICAN PRIVATE DEBT FUND AIV LP New York NY ICG NORTH AMERICAN ASSOCIATES LLC 02/24/2016 2 226,436 219,313 219,313 0 0 0 1.793

ICG NORTH AMERICAN PRIVATE DEBT FUND LP New York NY ICG NORTH AMERICAN ASSOCIATES LLC 10/23/2015 2 4,813,156 4,633,912 4,633,912 33,474 0 4,960,408 1.803

LOGISTICS PREFERRED CO-INVESTMENT HOLDINGS LP

Dallas TX RHONE GROUP 01/05/2015 2 4,908,365 6,448,712 6,448,712 613,373 0 591,635 14.706

NORTH HAVEN CREDIT PARTNERS II LP New York NY MORGAN STANLEY CREDIT II LP 06/10/2014 2 4,494,353 5,104,242 5,104,242 0 0 5,505,647 1.027

PLATINUM EQUITY CO-Invest. LLC Wilmington DE PLATINUM HOLDINGS LLC 05/03/2016 2 300,000 204,856 204,856 0 0 0 1.740

PORTFOLIO ADVISORS CREDIT OPPORTUNITIES FUND

II AIV LP Wilmington DE PORTFOLIO ADVISORS LLC 12/12/2016 2 0 37,515 37,515 5,465 0 0 2.875


II LP Wilmington DE PORTFOLIO ADVISORS LLC 12/12/2016 2 3,349,731 3,558,644 3,558,644 81,773 0 9,150,269 3.000

4299999. Any Other Class of Assets - Unaffiliated 31,248,061 28,417,565 28,417,565 590,668 0 0 0 0 0 35,051,939 XXX AETNA PARTNERS DIVERSIFIED FUND LLC West Hartford CT AETNA CAPITAL MANAGEMENT 04/01/2004 13 115,221,108 99,708,863 99,708,863 0 0 0 22.387

4399999. Any Other Class of Assets - Affiliated 115,221,108 99,708,863 99,708,863 0 0 0 0 0 0 0 XXX4499999. Total - Unaffiliated 157,644,788 116,517,647 115,181,568 14,013,933 0 (32,163) 0 0 (9,515,027) 80,153,259 XXX4599999. Total - Affiliated 115,221,108 99,708,863 99,708,863 0 0 0 0 0 0 0 XXX4699999 - Totals 272,865,896 216,226,510 214,890,431 14,013,933 0 (32,163) 0 0 (9,515,027) 80,153,259 XXX

E07.1


SCHEDULE BA - PART 2Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE December 31 of Current Year

1 2 Location 5 6 7 8 9 10 11

CUSIPIdentification Name or Description

3

City

4

StateName of Vendor

or General Partner


Typeand

Strategy

Actual Costat Time of Acquisition

Additional Investment Made After Acquisition

Amount ofEncumbrances

Percentage of Ownership

AMULET CAPITAL FUND 1 LP Greenwich CT AMULET CAPITAL PARTNERS LP 04/26/2017 3 1,909,036 (116,531) 4.000

AURORA EQUITY IV LP Los Angeles CA AURORA CAPITAL PARTNERS IV LLC 06/22/2012 3 540,586 0.616

BRAZOS III LP Dallas TX BRAZOS EQUITY FUND GP LP 10/17/2008 3 7,654 0.219

BRENTWOOD PE V LP Los Angeles CA BRENTWOOD ASSOCIATES LLC 12/18/2014 3 2,475,894 1.007

CALERA CAPITAL PARTNERS V (Cayman) AIV-1 LP San Francisco CA CALERA CAPITAL MANAGEMENT INC. 04/27/2016 3 1,225,965 1.839

CALERA CAPITAL PARTNERS V (Cayman) AIV-II LP San Francisco CA CALERA CAPITAL MANAGEMENT INC. 12/20/2016 3 804,945 1.839

CALERA CAPITAL PARTNERS V LP San Francisco CA CALERA CAPITAL MANAGEMENT INC. 08/07/2015 3 (1,398,548) 1.807

CALERA XVII LLC San Francisco CA CALERA CAPITAL MANAGEMENT INC. 07/29/2014 3 20,141 6.557

CENTER OAK FUND 1 LP Dallas TX CENTER OAK FUND 1 LP 06/01/2015 3 1,384,042 1.194

NAUTIC PARTNERS VII LP Wilmington DE RHONE GROUP 10/15/2014 3 1,302,665 2.300

NAUTIC PARTNERS VIII LP Providence RI RHONE GROUP 12/16/2015 3 1,379,409 1.080

OEC HOLDINGS 4 Cayman LP Cayman Islands CYM RHONE GROUP 08/24/2011 3 63,513 0.168

RHONE PARTNERS IV LP New York NY RHONE GROUP 07/25/2011 3 349 0.367

RHONE PARTNERS V LP New York NY RHONE GROUP 07/21/2015 3 1,858,013 0.525

SIRIS II DELAWARE I & II AIV LP New York NY SIRIS PARTNERS GP II LLC 12/24/2014 3 80,461 0.480

SIRIS II LP New York NY SIRIS PARTNERS GP II LLC 07/30/2012 3 28,198 0.480

SNOW PHIPPS III LP New York NY SNOW PHIPPS CAPITAL PARTNERS LP 12/18/2015 3 1,434,156 0.846

STERLING III LP Westport CT STERLING PARTNERS MANAGEMENT LLC 12/30/2013 3 1,300,139 1.106

TPG PARTNERS VII LP San Francisco CA TPG GENERAL PARTNERS LP 05/30/2015 3 928,019 0.050

TPG PARTNERS V LP San Francisco CA TPG GENERAL PARTNERS LP 10/10/2006 3 37,320 0.010

TRAILHEAD FUND LP Wilmington DE GOLDNER HAWN JOHNSON & MORRISON INC. 06/05/2013 3 60,000 2.218

TRILANTIC CAPITAL IV LP Wilmington DE TRILANTIC CAPITAL PARTNERS LP 10/22/2007 3 5,079 0.072

TRILANTIC CAPITAL PARTNERS V AIV LP New York NY TRILANTIC CAPITAL PARTNERS LP 06/20/2012 3 (139,340) 0.227

TRILANTIC CAPITAL PARTNERS V LP New York NY TRILANTIC CAPITAL PARTNERS LP 07/02/2012 3 638,039 0.169

TRILANTIC ENERGY PARTNERS N.A. AIV LP New York NY TRILANTIC CAPITAL PARTNERS LP 07/01/2014 3 1,000,315 1.030

TRILANTIC ENERGY PARTNERS N.A. LP New York NY TRILANTIC CAPITAL PARTNERS LP 04/24/2014 3 139,675 1.059

WYNNCHURCH PARTNERS IV LP Rosemont IL WYNNCHURCH GROUP 08/03/2015 3 300,064 0.246

1599999. Joint Venture Interests - Common Stock - Unaffiliated 1,909,036 15,360,222 0 XXX REI 438300 RED STONE 2013 NAT'L FUND L.P. HARTFORD CT RSEP MM, LLC 08/30/2013 642,947

REI 438700 BOSTON FINANCIAL ITC 41, LP HARTFORD CT WEST CEDAR XLI, LP 07/15/2014 1,480,031

3399999. Non-Guaranteed Federal Low Income Housing Tax Credit - Unaffiliated 0 2,122,978 0 XXX ARROWHEAD CAPITAL III LP Greenwich CT ARROWHEAD INVESTMENT MANAGEMENT 08/12/2016 2 451,488 2.000

CRESCENT MEZZANINE PARTNERS VI LP New York NY CRESCENT CAPITAL PARTNERS 06/27/2013 2 826,912 0.650

CRESCENT MEZZANINE PARTNERS VII LP New York NY CRESCENT CAPITAL PARTNERS 03/31/2016 2 1,717,319 0.333

ICG NORTH AMERICAN PRIVATE DEBT FUND AIV LP New York NY ICG NORTH AMERICAN ASSOCIATES LLC 02/24/2016 2 131,232 1.793

ICG NORTH AMERICAN PRIVATE DEBT FUND LP New York NY ICG NORTH AMERICAN ASSOCIATES LLC 10/23/2015 2 1,583,253 1.803

NORTH HAVEN CREDIT PARTNERS II LP New York NY MORGAN STANLEY CREDIT II LP 06/10/2014 2 (856,917) 1.027

PORTFOLIO ADVISORS CREDIT OPPORTUNITIES FUND II LP Wilmington DE PORTFOLIO ADVISORS LLC 12/12/2016 2 4,224,985 3.000

4299999. Any Other Class of Assets - Unaffiliated 0 8,078,272 0 XXX4499999. Total - Unaffiliated 1,909,036 25,561,472 0 XXX4599999. Total - Affiliated 0 0 0 XXX4699999 - Totals 1,909,036 25,561,472 0 XXX

E08


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

1 2 Location 5 6 7 8 Change in Book/Adjusted Carrying Value 15 16 17 18 19 20


3

City

4

StateName of Purchaser or

Nature of Disposal

DateOriginally Acquired

DisposalDate


ValueLess

Encum-brances,

PriorYear

9


(De-crease)

10

Current Year’s (Depre-

ciation) or (Amorti-zation)/

Accretion

11Current Year’s Other- Than-


Recog-nized

12

Capital-ized

Deferred Interest

andOther

13

Total Change in

Book/ Adjusted Carrying

Value (9+10-11+12)

14

Total Foreign

Exchange Change in


Value


ValueLess

Encum-brances

onDisposal

Consid-eration

Foreign Exchange

Gain (Loss)

on Disposal

Realized Gain

(Loss) on Disposal

TotalGain

(Loss) on Disposal

Invest-ment

Income AMULET CAPITAL FUND 1 LP Greenwich CT PROCEEDS FROM OPERATIONS 04/26/2017 12/29/2017 0 0 0 0 706,345 0

ATLANTIC EQUITY PARTNERS IV LP New York NY PROCEEDS FROM OPERATIONS 07/12/2006 10/30/2017 0 126,788 126,788 0 126,788 0

AURORA EQUITY IV LP Los Angeles CA PROCEEDS FROM OPERATIONS 06/22/2012 12/29/2017 4,973,523 (2,500,822) (2,500,822) 1,647,594 1,647,252 0

BRAZOS II LP Dallas TX PROCEEDS FROM OPERATIONS 03/17/2006 11/16/2017 3,507 0 0 0 5,411 0

BRAZOS III LP Dallas TX PROCEEDS FROM OPERATIONS 10/17/2008 12/29/2017 673,594 0 0 562,990 199,573 0

BRENTWOOD PE V LP Los Angeles CA PROCEEDS FROM OPERATIONS 12/18/2014 12/30/2017 2,200,684 (205,452) (205,452) 2,160,443 (238,014) 0

CALERA CAPITAL PARTNERS V (Cayman) AIV-1 LP

San Francisco CA PROCEEDS FROM OPERATIONS 04/27/2016 10/31/2017 0 0 0 0 690 0

CALERA CAPITAL PARTNERS V (Cayman) AIV-II LP

San Francisco CA PROCEEDS FROM OPERATIONS 12/20/2016 12/31/2017 0 0 0 0 43 0

CALERA CAPITAL PARTNERS V LP San Francisco CA PROCEEDS FROM OPERATIONS 08/07/2015 12/31/2017 1,467,284 0 0 107,226 63,084 0

CALERA XVII LLC San Francisco CA PROCEEDS FROM OPERATIONS 07/29/2014 12/29/2017 9,881,549 (12,528,713) (12,528,713) 373,524 16,049,123 12,413,547 12,413,547

CENTER OAK FUND 1 LP Dallas TX PROCEEDS FROM OPERATIONS 06/01/2015 12/29/2017 385,197 0 0 1,473,552 279,447 0

MILL CO-INVESTMENT HOLDINGS LP Cayman Islands CYM PROCEEDS FROM OPERATIONS 06/24/2013 12/23/2017 1,204,258 0 0 0 1,526 0

NAUTIC PARTNERS VII LP Wilmington DE PROCEEDS FROM OPERATIONS 10/15/2014 12/30/2017 6,080,467 0 0 5,538,812 4,018,918 0

NAUTIC PARTNERS VIII LP Providence RI PROCEEDS FROM OPERATIONS 12/16/2015 12/30/2017 340,511 0 0 2,013,979 1,021,092 0

OEC HOLDINGS 3-A Cayman LP Cayman Islands CYM PROCEEDS FROM OPERATIONS 08/24/2011 12/31/2017 149,507 (210,628) (210,628) 149,147 7,427 0

OEC HOLDINGS 4 Cayman LP Cayman Islands CYM PROCEEDS FROM OPERATIONS 08/24/2011 12/31/2017 585,242 (60,293) (60,293) 472,803 193,961 0

RHONE PARTNERS III LP New York NY PROCEEDS FROM OPERATIONS 08/01/2006 10/31/2017 0 0 (48,813) 48,813 0 48,813 0

RHONE PARTNERS IV LP New York NY PROCEEDS FROM OPERATIONS 07/25/2011 12/31/2017 932,482 0 0 0 32,297 0

RHONE PARTNERS V LP New York NY PROCEEDS FROM OPERATIONS 07/21/2015 12/30/2017 675,161 0 0 0 125,809 0

SIRIS II CAYMAN AIV LP New York NY PROCEEDS FROM OPERATIONS 12/24/2014 12/31/2017 507,249 0 0 0 448 0

SIRIS II DELAWARE I & II AIV LP New York NY PROCEEDS FROM OPERATIONS 12/24/2014 12/31/2017 235,680 0 0 0 617 0

SIRIS II LP New York NY PROCEEDS FROM OPERATIONS 07/30/2012 12/31/2017 1,181,044 0 0 1,181,044 108,969 0

SNOW PHIPPS III AIV LP New York NY PROCEEDS FROM OPERATIONS 06/09/2016 12/29/2017 827,978 0 0 816,423 89,353 0

SNOW PHIPPS III LP New York NY PROCEEDS FROM OPERATIONS 12/18/2015 12/29/2017 720,021 0 0 709,427 253,693 0

SOUTHERN TIDE AIV2 LP Dallas TX PROCEEDS FROM OPERATIONS 07/29/2013 2,749 0 0 0 0 0

STERLING III LP Westport CT PROCEEDS FROM OPERATIONS 12/30/2013 12/27/2017 3,245,954 (343,699) (343,699) 4,609,119 1,060,070 0

TPG LUNA V - AIV 2 LP San Francisco CA PROCEEDS FROM OPERATIONS 04/30/2010 12/11/2017 65,461 0 0 0 (30) 0

TPG MEDIA V - AIV 1 LP San Francisco CA PROCEEDS FROM OPERATIONS 03/23/2007 12/11/2017 65,798 0 0 0 (33,469) 0

TPG MIDWEST US V LLC San Francisco CA PROCEEDS FROM OPERATIONS 01/30/2008 0 0 0 0 0 0

TPG PARTNERS BLUEGRASS V - AIV 2 LP San Francisco CA PROCEEDS FROM OPERATIONS 06/27/2006 12/11/2017 1,326 0 0 1,369 741 0

TPG PARTNERS VII LP San Francisco CA PROCEEDS FROM OPERATIONS 05/30/2015 12/18/2017 1,053,697 0 0 1,097,881 128,148 0

TPG V - AIV San Francisco CA PROCEEDS FROM OPERATIONS 11/22/2006 12/11/2017 0 0 0 0 (607) 0

TPG V HAMLET AIV LP San Francisco CA PROCEEDS FROM OPERATIONS 01/24/2008 12/11/2017 32,940 0 0 0 (68,105) 0

TPG V LP San Francisco CA PROCEEDS FROM OPERATIONS 10/10/2006 12/14/2017 394,642 0 0 224,393 140,725 0

TPG V VE - AIV 2 LP San Francisco CA PROCEEDS FROM OPERATIONS 07/29/2010 12/11/2017 7,297 0 0 0 18 0

TPG VIKING AIV I LP San Francisco CA PROCEEDS FROM OPERATIONS 08/08/2008 12/11/2017 21,827 0 0 25,947 (18,346) 0

TRAILHEAD FUND LP Wilmington DE PROCEEDS FROM OPERATIONS 06/05/2013 12/28/2017 2,185,304 0 0 0 (97,736) 0

TRILANTIC CAPITAL IV AIV (C) LP Wilmington DE PROCEEDS FROM OPERATIONS 04/25/2011 12/20/2017 2 0 0 0 0 0

TRILANTIC CAPITAL IV AIV (CAYMAN) LP Cayman Islands CYM PROCEEDS FROM OPERATIONS 09/27/2011 12/20/2017 105,431 0 0 0 9 0

TRILANTIC CAPITAL IV LP Wilmington DE PROCEEDS FROM OPERATIONS 10/22/2007 12/20/2017 33,007 0 0 33,007 (128,523) 0

TRILANTIC CAPITAL IV OFFSHORE AIV (A) LP Wilmington DE PROCEEDS FROM OPERATIONS 04/30/2008 12/20/2017 96,299 0 0 96,299 (978) 0

TRILANTIC CAPITAL IV ONSHORE AIV (A) LP Wilmington DE PROCEEDS FROM OPERATIONS 09/25/2008 12/20/2017 67,199 0 0 67,199 3,112 0

TRILANTIC CAPITAL IV ONSHORE AIV (B) LP Wilmington DE PROCEEDS FROM OPERATIONS 09/25/2008 12/20/2017 0 0 0 0 0 0

TRILANTIC CAPITAL PARTNERS V AIV LP New York NY PROCEEDS FROM OPERATIONS 06/20/2012 12/29/2017 1,259,399 (33,813) (33,813) 1,856,440 (120,114) 0

TRILANTIC CAPITAL PARTNERS V LP New York NY PROCEEDS FROM OPERATIONS 07/02/2012 12/29/2017 1,132,911 (136,585) (136,585) 1,363,350 229,962 0

TRILANTIC ENERGY PARTNERS N.A. AIV LP New York NY PROCEEDS FROM OPERATIONS 07/01/2014 12/31/2017 2,615,113 (353,456) (353,456) 3,327,039 223,705 0

TRILANTIC ENERGY PARTNERS N.A. LP New York NY PROCEEDS FROM OPERATIONS 04/24/2014 12/31/2017 (133,653) 0 0 0 33,155 0

VMG EQUITY LP San Francisco CA PROCEEDS FROM OPERATIONS 12/21/2006 07/01/2017 0 0 0 0 0 0

VMG TAXABLE LP San Francisco CA PROCEEDS FROM OPERATIONS 06/03/2008 12/14/2017 0 0 (54,377) 54,377 0 54,377 0

WYNNCHURCH PARTNERS IV LP Rosemont IL PROCEEDS FROM OPERATIONS 08/03/2015 12/23/2017 445,509 0 0 529,439 29,525 0

1599999. Joint Venture Interests - Common Stock - Unaffiliated 45,723,150 (16,246,673) 0 (103,190) 0 (16,143,483) 0 30,438,446 26,178,304 0 12,413,547 12,413,547 0

REI 031500 WEBER HILL INVESTMENTS LLC ST. LOUIS MO Proceeds from Operations 12/11/2014 12/31/2017 2,819,683 0 4,590,049 1,770,366 1,770,366 (13,129)

REI 032000 CLOCK TOWER VENTURE LLC DUPONT WA Proceeds from Operations 02/19/2016 12/31/2017 8,759,998 0 453,035 0

1799999. Joint Venture Interests - Real Estate - Unaffiliated 11,579,681 0 0 0 0 0 0 0 5,043,084 0 1,770,366 1,770,366 (13,129)

E09


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

1 2 Location 5 6 7 8 Change in Book/Adjusted Carrying Value 15 16 17 18 19 20


3

City

4

StateName of Purchaser or

Nature of Disposal

DateOriginally Acquired

DisposalDate


ValueLess

Encum-brances,

PriorYear

9


(De-crease)

10

Current Year’s (Depre-

ciation) or (Amorti-zation)/

Accretion

11Current Year’s Other- Than-


Recog-nized

12

Capital-ized

Deferred Interest

andOther

13

Total Change in


Value (9+10-11+12)

14

Total Foreign

Exchange Change in


Value


ValueLess

Encum-brances

onDisposal

Consid-eration

Foreign Exchange

Gain (Loss)

on Disposal

Realized Gain

(Loss) on Disposal

TotalGain

(Loss) on Disposal

Invest-ment

Income REI 437700 ALDEN CAP PTRS TCF 2011-4 AHLIC HARTFORD CT Proceeds from Operations 01/04/2012 12/31/2017 8,706,191 0 1,939,484 0

REI 438300 RED STONE 2013 NAT'L FUND L.P. HARTFORD CT Proceeds from Operations 08/30/2013 12/31/2017 17,589,972 0 4,111,698 0

REI 438700 BOSTON FINANCIAL ITC 41, LP HARTFORD CT Proceeds from Operations 07/15/2014 12/31/2017 13,021,057 0 3,834,742 0

3399999. Non-Guaranteed Federal Low Income Housing Tax Credit - Unaffiliated 39,317,220 0 0 0 0 0 0 0 9,885,924 0 0 0 0

ARROWHEAD CAPITAL III LP Greenwich CT PROCEEDS FROM OPERATIONS 08/12/2016 12/30/2017 0 0 0 388,682 95,400 0

CRESCENT MEZZANINE PARTNERS VI LP New York NY PROCEEDS FROM OPERATIONS 06/27/2013 12/29/2017 6,574,592 (349,556) (349,556) 5,544,273 1,659,718 0

CRESCENT MEZZANINE PARTNERS VII LP New York NY PROCEEDS FROM OPERATIONS 03/31/2016 12/29/2017 844,221 0 0 1,723,388 (43,930) 0

ICG NORTH AMERICAN PRIVATE DEBT FUND AIV LP

New York NY PROCEEDS FROM OPERATIONS 02/24/2016 12/31/2017 94,540 0 0 0 6,459 0

ICG NORTH AMERICAN PRIVATE DEBT FUND LP New York NY PROCEEDS FROM OPERATIONS 10/23/2015 12/31/2017 3,008,630 (88,027) (88,027) 4,140,240 (96,582) 0

LOGISTICS PREFERRED CO-INVESTMENT HOLDINGS

LP Dallas TX PROCEEDS FROM OPERATIONS 01/05/2015 12/23/2017 5,839,363 0 0 0 4,024 0

NORTH HAVEN CREDIT PARTNERS II LP New York NY PROCEEDS FROM OPERATIONS 06/10/2014 12/29/2017 4,665,837 0 0 5,105,255 (1,295,322) 0

PLATINUM EQUITY CO-Invest. LLC Wilmington DE PROCEEDS FROM OPERATIONS 05/03/2016 12/20/2017 204,856 0 0 0 0 0


II AIV LP Wilmington DE PROCEEDS FROM OPERATIONS 12/12/2016 12/28/2017 0 0 0 0 (32,050) 0


II LP Wilmington DE PROCEEDS FROM OPERATIONS 12/12/2016 12/28/2017 0 (875,254) (875,254) 4,044,216 (127,140) 0

4299999. Any Other Class of Assets - Unaffiliated 21,232,039 (1,312,837) 0 0 0 (1,312,837) 0 20,946,054 170,577 0 0 0 0

AETNA PARTNERS DIVERSIFIED FUND LLC West Hartford CT PROCEEDS FROM OPERATIONS 04/01/2004 12/28/2017 95,519,500 0 0 0 (4,189,363) 0 4,701,447

4399999. Any Other Class of Assets - Affiliated 95,519,500 0 0 0 0 0 0 0 (4,189,363) 0 0 0 4,701,447

4499999. Total - Unaffiliated 117,852,090 (17,559,510) 0 (103,190) 0 (17,456,320) 0 51,384,500 41,277,889 0 14,183,913 14,183,913 (13,129)

4599999. Total - Affiliated 95,519,500 0 0 0 0 0 0 0 (4,189,363) 0 0 0 4,701,447

4699999 - Totals 213,371,590 (17,559,510) 0 (103,190) 0 (17,456,320) 0 51,384,500 37,088,526 0 14,183,913 14,183,913 4,688,318

E09.1


SCHEDULE D - PART 1Showing All Long-Term BONDS Owned December 31 of Current Year

1 2 Codes 6 7 Fair Value 10 11 Change in Book/Adjusted Carrying Value Interest Dates3 4 5 8 9 12 13 14 15 16 17 18 19 20 21 22

CUSIP Identification Description

Code

Foreign

BondChar

NAICDes.

ActualCost

Rate Used to Obtain

Fair Value

FairValue

ParValue

Book/AdjustedCarrying

Value

UnrealizedValuationIncrease/

(Decrease)

CurrentYear's(Amor-tization)

Accretion

CurrentYear'sOther-Than-

TemporaryImpairmentRecognized

TotalForeign

ExchangeChange

inBook/

AdjustedCarrying

ValueRate

of

EffectiveRate

ofWhenPaid

AdmittedAmountDue andAccrued

Amount Received

During Year Acquired

StatedContractual

MaturityDate

912810-QE-1 US TREASURY NOTE/BOND SD 1 76,277 133.0120 99,759 75,000 76,106 0 (29) 0 0 4.625 4.520 FA 1,310 3,469 05/25/2010 02/15/2040

912828-HZ-6 US TREASURY NOTE/BOND SD 1 1,106,836 100.8910 1,135,019 1,125,000 1,124,096 0 2,105 0 0 3.875 4.075 MN 5,660 43,594 06/27/2008 05/15/2018

912828-K7-4 US TREASURY NOTE/BOND SD 1 270,189 97.5000 273,001 280,000 271,229 0 1,034 0 0 2.000 2.398 FA 2,115 5,600 08/28/2015 08/15/2025

912828-K7-4 US TREASURY NOTE/BOND 1 2,142,213 97.5000 2,164,511 2,220,000 2,150,457 0 8,199 0 0 2.000 2.398 FA 16,771 44,400 08/28/2015 08/15/2025

912828-LY-4 US TREASURY NOTE/BOND O 1 0 102.7470 0 0 0 0 0 0 0 3.375 3.837 MN 0 0 11/30/2009 11/15/2019

912828-LY-4 US TREASURY NOTE/BOND SD 1 264,559 102.7470 282,555 275,000 272,779 0 1,183 0 0 3.375 3.837 MN 1,205 9,281 11/30/2009 11/15/2019

912828-ND-8 US TREASURY NOTE/BOND SD 1 50,668 103.6520 51,826 50,000 50,192 0 (77) 0 0 3.500 3.338 MN 227 1,750 07/30/2010 05/15/2020

912828-TY-6 US TREASURY NOTE/BOND O 1 246,602 97.4610 243,653 250,000 248,250 0 341 0 0 1.625 1.776 MN 527 4,063 12/27/2012 11/15/2022

912828-TY-6 US TREASURY NOTE/BOND SD 1 2,219,414 97.4610 2,192,873 2,250,000 2,234,250 0 3,067 0 0 1.625 1.776 MN 4,747 36,563 12/27/2012 11/15/2022

0199999. Subtotal - Bonds - U.S. Governments - Issuer Obligations 6,376,758 XXX 6,443,197 6,525,000 6,427,359 0 15,823 0 0 XXX XXX XXX 32,562 148,720 XXX XXX0599999. Total - U.S. Government Bonds 6,376,758 XXX 6,443,197 6,525,000 6,427,359 0 15,823 0 0 XXX XXX XXX 32,562 148,720 XXX XXX988895-AF-5 ZAMBIA REPUBLIC OF SR UNSECURED D 4 4FE 243,125 112.4650 281,161 250,000 244,076 0 434 0 0 8.970 9.377 JJ 9,406 22,425 07/29/2015 07/30/2027

0699999. Subtotal - Bonds - All Other Governments - Issuer Obligations 243,125 XXX 281,161 250,000 244,076 0 434 0 0 XXX XXX XXX 9,406 22,425 XXX XXX1099999. Total - All Other Government Bonds 243,125 XXX 281,161 250,000 244,076 0 434 0 0 XXX XXX XXX 9,406 22,425 XXX XXX1799999. Total - U.S. States, Territories and Possessions Bonds 0 XXX 0 0 0 0 0 0 0 XXX XXX XXX 0 0 XXX XXX2499999. Total - U.S. Political Subdivisions Bonds 0 XXX 0 0 0 0 0 0 0 XXX XXX XXX 0 0 XXX XXX476595-A*-4 JERSEY CITY HSG FINANCE CORP HSG REV SER A 1979 4 6* 320,060 99.6080 322,425 323,693 321,864 (1,119) 149 0 0 7.400 7.636 MON 10,744 28,850 07/01/1991 12/01/2021

646136-A7-6 NEW JERSEY ST TRANSN TR FD TRANS SYS SER A 4 2FE 6,560,865 107.4010 6,981,065 6,500,000 6,524,649 0 (6,379) 0 0 5.500 5.377 JD 15,889 357,500 05/12/2011 06/15/2041

745291-TG-9 PUERTO RICO PUB FIN CORP COMWLTH-E-AGC-ICC 1 2,144,917 126.6830 2,273,960 1,795,000 1,976,814 0 (16,970) 0 0 6.000 4.560 FA 44,875 107,700 04/01/2005 08/01/2026

2599999. Subtotal - Bonds - U.S. Special Revenues - Issuer Obligations 9,025,842 XXX 9,577,450 8,618,693 8,823,327 (1,119) (23,200) 0 0 XXX XXX XXX 71,508 494,050 XXX XXX938865-A*-3 WASHINGTON HSG DEV CORP MTG PURCHASE REV SER 1978 4 1 471,718 95.0420 448,330 471,718 471,718 0 0 0 0 6.750 6.750 FA 13,267 31,841 08/11/1978 02/01/2020

2899999. Subtotal - Bonds - U.S. Special Revenues - Other Loan-Backed and Structured Securities 471,718 XXX 448,330 471,718 471,718 0 0 0 0 XXX XXX XXX 13,267 31,841 XXX XXX

3199999. Total - U.S. Special Revenues Bonds 9,497,560 XXX 10,025,780 9,090,411 9,295,045 (1,119) (23,200) 0 0 XXX XXX XXX 84,775 525,891 XXX XXX13365*-AA-0 CCDC OpCo Holding Corporation Subordinated Note 3Z 3,356,401 100.0000 3,356,401 3,356,401 3,356,401 0 0 0 0 9.000 9.095 FMAN 26,483 296,430 11/30/2017 05/29/2019

602114-75-3

MILLS FLEET FARM GROUP LLC 2ND LIEN TERM LOAN W/

EQUITY 1Z 2,796,944 100.0000 2,796,944 2,796,944 2,796,944 0 0 0 0 11.163 10.598 MON 867 308,977 05/13/2016 02/26/2023

75281A-AY-5 RANGE RESOURCES CORP SR UNSECURED 1 3FE 711,653 99.7750 748,315 750,000 713,284 0 1,631 0 0 5.000 6.234 FA 14,167 0 10/05/2017 08/15/2022

3299999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) - Issuer Obligations 6,864,998 XXX 6,901,660 6,903,345 6,866,629 0 1,631 0 0 XXX XXX XXX 41,517 605,407 XXX XXX

00176B-AK-9

AMERICAN MONEY MANAGEMENT COR SERIES 13-13A CLASS

B2L2 144A 4 3AM 575,000 102.5360 589,582 575,000 575,000 0 0 0 0 8.315 9.232 JAJO 9,164 12,141 06/23/2017 07/24/2029

00176D-AN-9

AMERICAN MONEY MANAGEMENT COR SERIES 13-13A CLASS

B1LR 144A 4 2AM 575,000 102.2310 587,830 575,000 575,000 0 0 0 0 4.965 5.829 JAJO 5,472 7,219 06/23/2017 07/24/2029

00176J-AR-7

AMERICAN MONEY MANAGEMENT CORP SERIES 15 16A CLASS

DR 4 2AM 400,000 102.3350 409,338 400,000 400,000 0 0 0 0 4.909 5.715 JAJO 4,200 9,673 03/29/2017 04/14/2029

00900L-AC-8 AIMCO SERIES 2015-AA CLASS C 144A 4 1FE 600,000 100.0000 600,000 600,000 600,000 0 0 0 0 4.659 5.146 JAJO 5,979 26,636 11/05/2015 01/15/2028

01749B-AB-5 ALLEGRO CLO LTD SERIES 17-2A CLASS B 144A 4 1FE 575,000 100.0000 575,000 575,000 575,000 0 0 0 0 2.853 3.824 JAJO 0 0 12/12/2017 01/16/2030

01749L-AN-7 ALLEGRO CLO LTD SERIES 14-1A CLASS BR 144A 4 1FE 400,000 100.0780 400,313 400,000 400,000 0 0 0 0 3.763 4.511 JAJO 2,926 10,182 01/24/2017 01/21/2027

03767J-AE-5 APIDOS CLO SERIES 17-27A CLASS C 144A 4 2AM 400,000 101.7210 406,882 400,000 400,000 0 0 0 0 4.803 5.698 JAJO 8,387 0 06/23/2017 07/17/2030

05618L-AE-6 BABSON CLO LTD SERIES 2014-IIA CLASS D 144A 4 2AM 765,280 101.2030 809,627 800,000 791,803 0 10,522 0 0 4.953 5.983 JAJO 8,366 38,050 08/15/2014 10/17/2026

05618M-AY-0 BABSON CLO LTD SERIES 2014-3A CLASS C1R 4 1FE 500,000 100.0350 500,176 500,000 500,000 0 0 0 0 4.009 4.733 JAJO 4,288 14,400 01/06/2017 01/15/2026

07378W-AG-3 BEAN CREEK CLO LTD SERIES 2015-1A CLASS C 144A 4 1FE 897,120 100.0720 900,650 900,000 914,066 0 7,311 0 0 4.513 4.998 JAJO 8,236 38,725 11/30/2015 01/20/2028

08180N-AU-8

BENEFIT STREET PARTNERS CLO LT SERIES 15-VIA CLASS

CR 144A 4 2AM 850,000 101.7330 864,734 850,000 850,000 0 0 0 0 4.804 5.686 JAJO 8,507 3,764 08/18/2017 10/18/2029

09626U-AQ-1 BLUEMOUNTAIN CLO LTD SERIES 13-1A CLASS BR 4 1FE 649,551 100.9260 656,022 650,000 655,339 0 5,791 0 0 4.003 4.711 JAJO 5,276 22,863 12/06/2016 01/20/2029

14308L-AY-9

CARLYLE GLOBAL MARKET STRATEGI SERIES 2014-3R

CLASS C2R 4 2AM 750,000 101.3630 760,223 750,000 750,000 0 0 0 0 4.644 5.258 JAJO 6,386 20,889 02/24/2017 07/27/2026

14311J-AA-1

CARLYLE GLOBAL MARKET STRATEGI SERIES 2015-3A

CLASS D 144A 4 3AM 375,840 101.1380 404,551 400,000 390,243 0 5,422 0 0 7.078 8.433 JAJO 4,955 27,746 07/01/2015 07/28/2028

14889D-AQ-1 CATAMARAN CLO LTD SERIES 14-1A CLASS BR 144A $ 4 1FE 750,000 101.3330 759,999 750,000 750,000 0 0 0 0 3.763 4.679 JAJO 4,860 0 10/16/2017 04/22/2030

14889H-AG-4 CATAMARAN CLO LTD SERIES 2014-2A CLASS C 144A 4 2AM 837,770 100.9390 908,447 900,000 882,968 0 13,171 0 0 4.854 6.092 JAJO 9,101 41,901 08/15/2014 10/18/2026

E10





Code

Foreign

BondChar

NAICDes.

ActualCost

Rate Used to Obtain

Fair Value

FairValue

ParValue


Value


(Decrease)


Accretion



TotalForeign

ExchangeChange

inBook/

AdjustedCarrying

ValueRate

of

EffectiveRate

ofWhenPaid


Amount Received


StatedContractual

MaturityDate

22615M-AG-7

CRESTLINE DENALI CLO XIV LTD SERIES 2016-1A CLASS

D 144A 4 2AM 581,132 101.3130 607,879 600,000 590,104 0 7,188 0 0 5.263 6.446 JAJO 6,140 31,180 09/02/2016 10/23/2028

22616B-AE-5 CRESTLINE DENALI CLO XV LTD SERIES 17 1A CLASS E1 4 3AM 247,500 100.9890 252,474 250,000 245,671 0 (1,829) 0 0 7.713 8.986 JAJO 3,910 8,593 04/05/2017 04/20/2030

22616C-AE-3 CRESTLINE DENALI CLO XV LTD SERIES 17 1A CLASS C 4 1FE 1,250,000 100.5740 1,257,173 1,250,000 1,250,000 0 0 0 0 3.813 4.741 JAJO 9,664 20,878 04/05/2017 04/20/2030

22616C-AG-8 CRESTLINE DENALI CLO XV LTD SERIES 17 1A CLASS D 4 2AM 995,000 101.3070 1,013,072 1,000,000 992,312 0 (2,688) 0 0 5.093 6.154 JAJO 10,327 22,498 04/05/2017 04/20/2030

26244F-AA-5

DRYDEN SENIOR LOAN FUND SERIES 2015-40A CLASS E

144A 4 3AM 240,915 100.2450 250,614 250,000 248,083 0 3,032 0 0 7.366 8.378 FMAN 2,404 17,898 07/02/2015 08/15/2028

26251B-AU-0

DRYDEN SENIOR LOAN FUND SERIES 13-28A CLASS B2LR

144A 4 3AM 250,000 102.8430 257,108 250,000 250,000 0 0 0 0 7.866 9.054 FMAN 2,567 4,961 08/03/2017 08/15/2030

36319G-AE-4 GALAXY CLO LTD SERIES 2014-18A CLASS D1 144A 4 2AM 365,161 101.1430 384,343 380,000 375,791 0 5,073 0 0 5.059 6.105 JAJO 4,112 18,406 07/11/2014 10/15/2026

38137H-BW-7

GOLDENTREE LOAN OPORTUNITIES X SERIES 2015-11A

CLASS BR2 144A 4 1FE 750,000 100.0000 750,000 750,000 750,000 0 0 0 0 2.704 3.651 JAJO 169 0 12/08/2017 01/18/2031

39808F-AQ-1 GREYWOLF CLO LTD SERIES 14-1A CLASS CR 144A 4 2AM 260,000 100.1040 260,271 260,000 260,000 0 0 0 0 4.563 5.416 JAJO 2,307 2,966 06/19/2017 04/22/2026

39808L-AA-3 GREYWOLF CLO LTD SERIES 2014-2A CLASS D 144A 4 3AM 278,700 100.0980 300,295 300,000 287,238 0 5,072 0 0 6.959 8.783 JAJO 4,407 20,353 11/13/2014 01/17/2027

40436X-AJ-6

HIGHBRIDGE LOAN MANAGEMENT LTD SERIES 3A-2014

CLASS CR 144A 4 2AM 500,000 102.8660 514,331 500,000 500,000 0 0 0 0 4.954 5.856 JAJO 5,160 6,266 06/28/2017 07/18/2029

40538N-AA-4

HALCYON LOAN ADVISORS FUNDING SERIES 2015-3A CLASS

D 144A 4 1AM 228,245 100.0610 250,152 250,000 231,987 0 4,663 0 0 7.304 9.744 JAJO 3,804 17,849 07/23/2015 10/18/2027

42983U-AJ-5

HIGHBRIDGE LOAN MANAGEMENT LTD SERIES 6A-2015

CLASS D 144A 4 2AM 616,495 100.9910 656,440 650,000 637,163 0 8,787 0 0 5.047 6.244 FMAN 5,103 31,229 05/25/2016 05/05/2027

48251T-AB-7 KKR FINANCIAL CLO LTD SERIES 20 CLASS B 144A 4 1FE 725,000 100.0000 725,000 725,000 725,000 0 0 0 0 2.909 2.918 JAJO 234 0 12/15/2017 10/16/2030

50185A-AG-4 LCM LTD PARTNERSHIP SERIES 15A CLASS ER 144A 4 3AM 400,000 102.6630 410,654 400,000 400,000 0 0 0 0 7.863 8.947 JAJO 6,377 12,864 05/11/2017 07/20/2030

50200F-AE-9 LCM SERIES 26A CLASS B 4 1FE 500,000 100.0000 500,000 500,000 500,000 0 0 0 0 0.000 0.000 MON 0 0 12/18/2017 01/20/2031

55818M-AW-7 MADISON PARK FUNDING LTD SERIES 14-13A CLASS DR 4 2AM 575,000 100.7070 579,066 575,000 575,000 0 0 0 0 4.627 5.253 JAJO 5,469 15,877 02/24/2017 01/19/2025

55818P-AS-9 MADISON PARK FUNDING LTD SERIES 14-12A CLASS CR 4 1FE 450,000 100.5150 452,318 450,000 450,000 0 0 0 0 3.713 4.309 JAJO 3,388 11,996 01/12/2017 07/20/2026

55818X-AY-9 MADISON PARK FUNDING LTD SERIES 15-16A CLASS A2R 4 1FE 0 0.0000 0 0 0 0 0 0 0 3.263 0.000 JAJO 0 0 04/20/2026

55818X-BA-0 MADISON PARK FUNDING LTD SERIES 15-16A CLASS BR 4 1FE 750,000 100.4380 753,286 750,000 750,000 0 0 0 0 4.013 4.708 JAJO 6,103 23,751 12/14/2016 04/20/2026

55820T-AE-8 MADISON PARK FUNDING LTD SERIES 17-23A CLASS C 4 1FE 1,000,000 100.7690 1,007,691 1,000,000 1,000,000 0 0 0 0 3.724 4.587 JAJO 14,671 10,941 07/03/2017 07/27/2030

55820T-AG-3 MADISON PARK FUNDING LTD SERIES 17-23A CLASS D 4 2AM 575,000 101.4740 583,474 575,000 575,000 0 0 0 0 4.824 5.711 JAJO 10,948 8,189 07/03/2017 07/27/2030

55820U-AA-3 MADISON PARK FUNDING LTD SERIES 17-23A CLASS E 4 3AM 495,000 100.2600 501,300 500,000 497,023 0 2,023 0 0 7.624 8.703 JAJO 15,081 11,321 07/03/2017 07/27/2030

62481R-AJ-7 MP CLO IV LTD SERIES 13-2A CLASS DRR 144A 4 2AM 470,000 101.7430 478,192 470,000 470,000 0 0 0 0 4.967 5.819 JAJO 4,410 5,903 06/23/2017 07/25/2029

64128Q-AL-9

NEUBERGER BERMAN CLO LTD SERIES 14-18A CLASS BR

144A 4 1FE 575,000 100.7710 579,433 575,000 575,000 0 0 0 0 3.963 4.589 FMAN 3,038 21,323 11/08/2016 11/14/2027

64129V-AJ-2

NEUBERGER BERMAN CLO LTD SERIES 14-17A CLASS ER

144A 4 3AM 345,450 102.3110 358,090 350,000 347,345 0 1,895 0 0 7.913 9.031 JAJO 5,385 13,001 06/13/2017 04/22/2029

66859L-AY-2 NORTHWOODS CAPITAL LTD SERIES 13-10A CLASS CR 4 1FE 675,000 100.3520 677,374 675,000 675,000 0 0 0 0 3.691 4.224 FMAN 3,876 12,360 03/29/2017 11/04/2025

66859N-AE-2 NORTHWOODS CAPITAL LTD SERIES 2014-11A CLASS D 4 2AM 758,800 100.5950 804,762 800,000 797,788 0 9,594 0 0 4.809 5.639 JAJO 8,229 36,728 07/01/2014 04/15/2025

67102U-AD-1 OHA CREDIT PARTNERS LTD SERIES 12-7A CLASS ER 4 4AM 611,700 103.7680 622,607 600,000 610,181 0 (1,519) 0 0 8.936 9.724 FMAN 6,255 39,358 04/19/2017 11/20/2027

67106J-AU-4 OHA CREDIT PARTNERS LTD SERIES 2014-10A CLASS DR 4 2AM 325,000 100.1150 325,373 325,000 325,000 0 0 0 0 4.613 5.226 JAJO 3,040 8,693 03/08/2017 07/20/2026

67108L-AJ-2 OZLM LTD SERIES 2014-6A CLASS C 144A 4 1AM 303,388 100.7020 327,282 325,000 317,509 0 5,009 0 0 4.853 6.206 JAJO 3,330 15,128 11/05/2014 04/17/2026

67111D-AG-1 OZLM LTD SERIES 2016-15A CLASS B 144A 4 1FE 544,445 101.6210 558,915 550,000 542,702 0 (1,752) 0 0 4.063 5.156 JAJO 4,531 18,029 11/22/2016 01/20/2029

67112D-AA-3 OZLM LTD SERIES 17-19A CLASS D 144A $ 4 3AM 272,250 101.5870 279,364 275,000 272,472 0 222 0 0 7.959 9.119 JAJO 2,432 0 10/11/2017 11/22/2030

67590E-BA-1

OCTAGON INVESTMENT PARTNERS XV SERIES 13-1A CLASS

ER 144A 4 3AM 500,000 103.4570 517,285 500,000 500,000 0 0 0 0 8.357 9.306 JAJO 8,589 10,613 06/27/2017 07/19/2030

67590R-AT-2 OCTAGON LOAN FUNDING LTD SERIES 14-1A CLASS DR 4 2AM 900,000 100.5800 905,224 900,000 900,000 0 0 0 0 4.836 5.682 FMAN 5,077 21,621 05/05/2017 11/18/2026

67591G-AC-2

OCTAGON INVESTMENT PARTNERS SERIES 16 1A CLASS

144A 4 4AM 426,275 102.6630 436,317 425,000 429,144 0 2,869 0 0 7.865 8.655 JAJO 6,407 33,734 03/30/2017 10/24/2027

74982L-AS-9 RACE POINT CLO LTD SERIES 13-8A CLASS CR 4 1FE 500,000 100.6130 503,064 500,000 500,000 0 0 0 0 3.936 4.899 FMAN 2,296 13,904 02/09/2017 02/20/2030

77341D-AE-7

ROCKFORD TOWER CLO LTD SERIES 2017-3A CLASS B 144A

4 1FE 700,000 100.0000 700,000 700,000 700,000 0 0 0 0 2.833 3.767 JAJO 716 0 11/14/2017 10/20/2030

81881V-AN-5 SHACKLETON CLO LTD SERIES 2014-5A CLASS D 4 2AM 377,500 100.8020 403,207 400,000 397,570 0 5,063 0 0 4.792 5.671 FMAN 2,928 18,257 07/01/2014 05/07/2026

83609C-AQ-7 SOUND POINT CLO LTD SERIES 14-3A CLASS CR 144A 4 1FE 250,000 100.0350 250,087 250,000 250,000 0 0 0 0 3.763 4.486 JAJO 1,829 6,766 01/18/2017 01/23/2027

858102-AR-7 STEELE CREEK CLO LTD SERIES 16-1A CLASS E 144A 4 4AM 501,750 101.6220 508,111 500,000 503,946 0 2,196 0 0 8.338 8.884 MJSD 1,969 20,416 06/20/2017 06/15/2028

85815X-AJ-2 STEELE CREEK CLO LTD SERIES 2014-1A CLASS D 144A 4 1AM 228,750 100.4170 251,042 250,000 238,947 0 5,065 0 0 4.841 6.762 FMAN 1,378 11,442 07/18/2014 08/21/2026

85815X-AT-0 STEELE CREEK CLO LTD SERIES 14-1A CLASS CR 144A 4 1FE 300,000 100.1060 300,319 300,000 300,000 0 0 0 0 3.991 4.692 FMAN 1,363 8,488 01/30/2017 08/21/2026

85816B-CS-7 STEELE CREEK CLO LTD SERIES 15-1A CLASS CR 144A 4 1FE 275,000 101.1100 278,053 275,000 275,000 0 0 0 0 4.061 5.042 FMAN 1,272 5,402 05/12/2017 05/21/2029

85816B-CW-8 STEELE CREEK CLO LTD SERIES 15-1A CLASS E1R 144A 4 3AM 400,000 102.8620 411,449 400,000 400,000 0 0 0 0 8.541 9.912 FMAN 3,891 16,967 05/12/2017 05/21/2029

E10.1





Code

Foreign

BondChar

NAICDes.

ActualCost

Rate Used to Obtain

Fair Value

FairValue

ParValue


Value


(Decrease)


Accretion



TotalForeign

ExchangeChange

inBook/

AdjustedCarrying

ValueRate

of

EffectiveRate

ofWhenPaid


Amount Received


StatedContractual

MaturityDate

85816V-AB-2 STEELE CREEK CLO LTD SERIES 17-1A CLASS B 144A 4 1FE 425,000 100.3390 426,441 425,000 425,000 0 0 0 0 2.959 3.891 JAJO 629 0 11/07/2017 01/15/2030

87154E-AQ-3 SYMPHONY CLO LTD SERIES 14-15A CLASS DR 144A 4 2AM 500,000 101.0700 505,348 500,000 500,000 0 0 0 0 4.703 5.351 JAJO 4,965 13,770 02/16/2017 10/17/2026

87159Q-AS-7 SYMPHONY CLO LTD SERIES 2014-14A CLASS D1 144A 4 2AM 288,840 100.0380 300,113 300,000 299,685 0 3,350 0 0 4.759 5.546 JAJO 3,054 13,738 03/04/2015 07/14/2026

87165V-AE-9 SYMPHONY CLO LTD SERIES 2015-16A CLASS D 144A 4 2AM 384,040 101.0090 404,037 400,000 394,488 0 5,164 0 0 5.009 6.136 JAJO 4,286 19,173 07/01/2015 07/15/2028

87232R-AA-5 TCI-SYMPHONY CLO SERIES 17-1A CLASS E 144A 4 3AM 495,000 101.6650 508,327 500,000 497,144 0 2,144 0 0 7.809 8.903 JAJO 15,782 0 06/29/2017 07/15/2030

87244D-AP-9 WIND RIVER CLO LTD SERIES 13-1A CLASS CR 144A 4 2AM 375,000 101.8100 381,786 375,000 375,000 0 0 0 0 5.113 5.911 JAJO 3,888 4,750 06/29/2017 07/20/2030

87249L-AE-1 WIND RIVER CLO LTD SERIES 2017-4A CLASS B 144A 4 1FE 1,475,000 100.3310 1,479,879 1,475,000 1,475,000 0 0 0 0 2.886 3.749 FMAN 2,365 0 10/31/2017 11/20/2030

88390A-AK-6 WIND RIVER CLO LTD SERIES 2014-2A CLASS D 144A 4 2AM 755,280 100.0470 800,377 800,000 790,802 0 10,696 0 0 5.259 6.319 JAJO 8,999 40,368 08/07/2014 07/15/2026

88390A-AV-2 WIND RIVER CLO LTD SERIES 14-2A CLASS BR 144A 4 1FE 925,000 100.0000 925,000 925,000 925,000 0 0 0 0 3.009 3.358 JAJO 0 0 12/21/2017 01/15/2031

88432M-AE-4 WIND RIVER CLO LTD SERIES 17-1A CLASS C 4 1FE 775,000 100.7610 780,900 775,000 775,000 0 0 0 0 3.654 4.455 JAJO 5,900 16,208 02/02/2017 04/18/2029

88433A-AG-4 WIND RIVER CLO LTD SERIES 2016-1A CLASS D 144A 4 2AM 478,700 101.1650 505,825 500,000 496,010 0 13,633 0 0 6.009 7.040 JAJO 6,426 29,022 05/18/2016 07/15/2028

92328G-AW-6 VENTURE CDO LTD SERIES 2013-14A CLASS CR 4 1FE 450,000 100.9660 454,345 450,000 450,000 0 0 0 0 4.018 4.747 FMAN 1,707 4,447 08/15/2017 08/28/2029

92330E-AG-2 VENTURE CDO LTD SERIES 2014-19A CLASS D 144A 4 1AM 305,202 100.0980 350,343 350,000 319,369 0 7,895 0 0 5.359 8.226 JAJO 4,012 18,015 12/12/2014 01/15/2027

92330R-AA-6 VENTURE CDO LTD SERIES 16-24A CLASS E 144A 4 3AM 350,455 102.5930 359,077 350,000 345,469 0 (4,986) 0 0 8.083 9.264 JAJO 5,736 14,148 05/31/2017 10/20/2028

92331C-AA-8 VENTURE CDO LTD SERIES 17-28AA CLASS E 144A 4 2AM 570,000 101.5810 609,488 600,000 573,014 0 3,014 0 0 7.523 9.246 JAJO 19,606 0 07/07/2017 10/20/2029

92331H-AA-7 VENTURE CDO LTD SERIES 17-26A CLASS E 4 4AM 284,405 103.2530 283,947 275,000 284,590 0 185 0 0 8.163 8.633 JAJO 4,552 0 11/30/2017 01/20/2029

92558B-AE-8 VIBRANT CLO LTD SERIES 17-7A CLASS B 144A 4 1FE 750,000 101.0510 757,880 750,000 750,000 0 0 0 0 3.763 4.653 JAJO 8,425 0 08/02/2017 10/20/2030

92558E-AG-7 VIBRANT CLO LTD SERIES 17-6A CLASS D 4 2AM 400,000 102.0670 408,268 400,000 400,000 0 0 0 0 5.525 6.104 MJSD 737 10,468 05/19/2017 06/20/2029

92915Q-AL-7 VOYA CLO LTD SERIES 17-3A CLASS C 144A 4 2AM 475,000 102.1150 485,046 475,000 475,000 0 0 0 0 4.913 5.801 JAJO 11,124 0 06/13/2017 07/20/2030

92916P-AA-2 VOYA CLO LTD SERIES 17-3A CLASS D 144A 4 3AM 493,150 102.0580 510,292 500,000 495,675 0 2,525 0 0 7.563 8.695 JAJO 18,077 0 06/13/2017 07/20/2030

94950G-AE-7 WELLFEET CLO LTD SERIES 17-1A CLASS B 4 1FE 675,000 100.7020 679,738 675,000 675,000 0 0 0 0 3.865 4.672 JAJO 5,290 11,849 03/29/2017 04/20/2029

94951M-AG-8 WELLFLEET CLO LTD SERIES 17-2A CLASS C 144A 4 2AM 750,000 100.9390 757,044 750,000 750,000 0 0 0 0 4.763 5.640 JAJO 9,597 0 08/14/2017 10/20/2029

95168Q-AJ-9 WEST CLO LTD SERIES 2013-1A CLASS C 144A 4 2AM 707,813 100.1380 751,033 750,000 743,205 0 9,802 0 0 5.042 5.996 FMAN 5,777 36,132 10/01/2014 11/07/2025

95168W-AU-1 WEST CLO LTD SERIES 14-2A CLASS CR 144A $ 4 2AM 350,000 99.9570 349,848 350,000 350,000 0 0 0 0 4.009 4.817 JAJO 1,793 0 10/24/2017 01/16/2027

965249-AE-5 WHITEHORSE LTD SERIES 2014-9A CLASS D 144A 4 1AM 895,104 100.0370 960,357 960,000 930,058 0 16,102 0 0 4.953 6.497 JAJO 10,039 45,661 07/02/2014 07/17/2026

96524Y-AA-8 WHITEHORSE LTD SERIES 2014-9A CLASS E 144A 4 1AM 412,538 90.9830 432,171 475,000 435,470 0 11,009 0 0 6.003 8.815 JAJO 6,020 27,649 07/02/2014 07/17/2026

96525Q-AD-8 WHITEHORSE LTD SERIES 2012-1A CLASS B1L 4 3AM 636,000 100.1420 640,910 640,000 652,967 0 3,641 0 0 5.631 5.632 FMAN 6,007 34,722 07/01/2014 02/03/2025

G61263-AC-6 MILL CREEK II CLO LTD SERIES 2016-1X CLASS C 4 1FE 754,575 100.5000 753,747 750,000 765,166 0 5,704 0 0 4.713 5.233 JAJO 6,971 33,791 05/24/2016 04/20/2028

G62656-AE-6 DENALI CAPITAL CLO XII LTD SERIES 2016-1X CLASS C 4 1FE 247,900 100.4100 251,025 250,000 251,913 0 2,267 0 0 4.809 5.483 JAJO 2,572 11,478 05/24/2016 04/15/2028

G62656-AF-3 DENALI CAPITAL CLO XII LTD SERIES 2016-1X CLASS D 4 2AM 434,025 100.6930 453,116 450,000 446,870 0 4,980 0 0 6.009 7.013 JAJO 5,784 26,120 05/24/2016 04/15/2028

67109F-AE-5

OAK HILL CREDIT PARTNERS SERIES 2015-11A CLASS C

144A D 4 1FE 300,000 101.1530 303,460 300,000 300,000 0 0 0 0 4.563 5.046 JAJO 2,776 13,060 10/23/2015 10/20/2028

3599999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) - Other Loan-Backed and Structured Securities 49,292,044 XXX 50,445,033 50,010,000 49,774,290 0 199,305 0 0 XXX XXX XXX 493,585 1,334,907 XXX XXX

3899999. Total - Industrial and Miscellaneous (Unaffiliated) Bonds 56,157,042 XXX 57,346,693 56,913,345 56,640,919 0 200,936 0 0 XXX XXX XXX 535,102 1,940,314 XXX XXX4899999. Total - Hybrid Securities 0 XXX 0 0 0 0 0 0 0 XXX XXX XXX 0 0 XXX XXX5599999. Total - Parent, Subsidiaries and Affiliates Bonds 0 XXX 0 0 0 0 0 0 0 XXX XXX XXX 0 0 XXX XXX6099999. Subtotal - SVO Identified Funds 0 XXX 0 0 0 0 0 0 0 XXX XXX XXX 0 0 XXX XXX7799999. Total - Issuer Obligations 22,510,723 XXX 23,203,468 22,297,038 22,361,391 (1,119) (5,312) 0 0 XXX XXX XXX 154,993 1,270,602 XXX XXX7899999. Total - Residential Mortgage-Backed Securities 0 XXX 0 0 0 0 0 0 0 XXX XXX XXX 0 0 XXX XXX7999999. Total - Commercial Mortgage-Backed Securities 0 XXX 0 0 0 0 0 0 0 XXX XXX XXX 0 0 XXX XXX8099999. Total - Other Loan-Backed and Structured Securities 49,763,762 XXX 50,893,363 50,481,718 50,246,008 0 199,305 0 0 XXX XXX XXX 506,852 1,366,748 XXX XXX8199999. Total - SVO Identified Funds 0 XXX 0 0 0 0 0 0 0 XXX XXX XXX 0 0 XXX XXX8399999 - Total Bonds 72,274,485 XXX 74,096,831 72,778,756 72,607,399 (1,119) 193,993 0 0 XXX XXX XXX 661,845 2,637,350 XXX XXX

E10.2


SCHEDULE D - PART 2 - SECTION 1Showing All PREFERRED STOCKS Owned December 31 of Current Year

1 2 Codes 5 6 7 8 Fair Value 11 Dividends Change in Book/Adjusted Carrying Value 20 21

CUSIP Identi-fication Description

3

Code

4

For-eign

Numberof

Shares

ParValuePer

Share

RatePer

Share


Value

9

RatePer

ShareUsed to Obtain

FairValue

10

Fair Value Actual Cost

12

Declaredbut Unpaid

13

Amount Received

During Year

14

Nonadmitted Declared But

Unpaid

15

Unrealized Valuation Increase/

(Decrease)

16

Current Year's (Amor-tization)

Accretion

17

Current Year's

Other-Than- Temporary Impairment Recognized

18

Total Change in

Book/Adjusted Carrying Value (15 + 16 - 17)

19Total

Foreign Exchange Change in


Value

NAIC Desig-nation

Date Acquired

125063-17-2 CCDC OpCo Holding Corporation 6,000.000 1.00 150,000 30.750 184,500 150,000 0 0 0 0 0 0 0 0 P3L 03/04/2016

8499999. Subtotal - Preferred Stock - Industrial and Miscellaneous (Unaffiliated) 150,000 XXX 184,500 150,000 0 0 0 0 0 0 0 0 XXX XXX

8999999 - Total Preferred Stocks 150,000 XXX 184,500 150,000 0 0 0 0 0 0 0 0 XXX XXX

E11


SCHEDULE D - PART 2 - SECTION 2Showing All COMMON STOCKS Owned December 31 of Current Year

1 2 Codes 5 6 Fair Value 9 Dividends Change in Book/Adjusted Carrying Value 17 18


3

Code

4

For-eign

Numberof

Shares


Value

7RatePer

ShareUsed to Obtain

FairValue

8

Fair Value Actual Cost

10

Declaredbut Unpaid

11

Amount Received

During Year

12

Nonadmitted Declared But

Unpaid

13


(Decrease)

14

Current Year's Other-Than- Temporary Impairment Recognized

15

Total Change in Book/Adjusted Carrying Value

(13 - 14)

16



Value

NAIC Market

Indicator(a)

Date Acquired

928890-16-9 WC FOSS INVESTMENT II INC COMMON 107.000 1,400,000 13,143.070 1,400,000 905,285 0 905,285 0 494,715 0 494,715 0 U 07/25/2017

9099999. Subtotal - Common Stock - Industrial and Miscellaneous (Unaffiliated) 1,400,000 XXX 1,400,000 905,285 0 905,285 0 494,715 0 494,715 0 XXX XXX

9799999 - Total Common Stocks 1,400,000 XXX 1,400,000 905,285 0 905,285 0 494,715 0 494,715 0 XXX XXX9899999 - Total Preferred and Common Stocks 1,550,000 XXX 1,584,500 1,055,285 0 905,285 0 494,715 0 494,715 0 XXX XXX

(a) For all common stock bearing the NAIC market indicator "U" provide: the number of such issues , the total $ value (included in Column 8) of all such issues $

E12


SCHEDULE D - PART 3Showing All Long-Term Bonds and Stocks ACQUIRED During Current Year

1

CUSIP Identification

2

Description

3

Foreign

4

DateAcquired

5

Name of Vendor

6

Number of Sharesof Stock

7

Actual Cost

8

Par Value

9Paid for Accrued

Interest andDividends

00176B-AK-9 AMERICAN MONEY MANAGEMENT COR SERIES 13-13A CLASS B2L2 144A 8.315% 07/24/29 06/23/2017 MITSUBISHI 575,000 575,000 0

00176D-AN-9 AMERICAN MONEY MANAGEMENT COR SERIES 13-13A CLASS B1LR 144A 4.965% 07/24/29 06/23/2017 MITSUBISHI 575,000 575,000 0

00176J-AR-7 AMERICAN MONEY MANAGEMENT CORP SERIES 15 16A CLASS DR 4.909% 04/14/29 03/29/2017 MITSUBISHI 400,000 400,000 0

01749B-AB-5 ALLEGRO CLO LTD SERIES 17-2A CLASS B 144A 2.853% 01/16/30 12/12/2017 Goldman Sachs 575,000 575,000 0

01749L-AN-7 ALLEGRO CLO LTD SERIES 14-1A CLASS BR 144A 3.763% 01/21/27 01/24/2017 Morgan Stanley 400,000 400,000 0

03767J-AE-5 APIDOS CLO SERIES 17-27A CLASS C 144A 4.803% 07/17/30 06/23/2017 BAML 400,000 400,000 0

05618M-AY-0 BABSON CLO LTD SERIES 2014-3A CLASS C1R 4.009% 01/15/26 01/06/2017 Morgan Stanley 500,000 500,000 0

08180N-AU-8 BENEFIT STREET PARTNERS CLO LT SERIES 15-VIA CLASS CR 144A 4.804% 10/18/29 08/18/2017 WELLS FARGO SECURITIES LLC 850,000 850,000 0

13365*-AA-0 CCDC OpCo Holding Corporation Subordinated Note 9.000% 05/29/19 11/30/2017 PRIVATE DIRECT 98,810 98,810 0

14308L-AY-9 CARLYLE GLOBAL MARKET STRATEGI SERIES 2014-3R CLASS C2R 4.644% 07/27/26 02/24/2017 Morgan Stanley 750,000 750,000 0

14889D-AQ-1 CATAMARAN CLO LTD SERIES 14-1A CLASS BR 144A 3.763% 04/22/30 10/16/2017 MITSUBISHI 750,000 750,000 0

22616B-AE-5 CRESTLINE DENALI CLO XV LTD SERIES 17 1A CLASS E1 7.713% 04/20/30 04/05/2017 Natixis Securities Americas LL 247,500 250,000 0

22616C-AE-3 CRESTLINE DENALI CLO XV LTD SERIES 17 1A CLASS C 3.813% 04/20/30 04/05/2017 Natixis Securities Americas LL 1,250,000 1,250,000 0

22616C-AG-8 CRESTLINE DENALI CLO XV LTD SERIES 17 1A CLASS D 5.093% 04/20/30 04/05/2017 Natixis Securities Americas LL 995,000 1,000,000 0

26251B-AU-0 DRYDEN SENIOR LOAN FUND SERIES 13-28A CLASS B2LR 144A 7.866% 08/15/30 08/03/2017 Citibank 250,000 250,000 0

38137H-BW-7 GOLDENTREE LOAN OPORTUNITIES X SERIES 2015-11A CLASS BR2 144A 2.704% 01/18/31 12/08/2017 Morgan Stanley 750,000 750,000 0

39808F-AQ-1 GREYWOLF CLO LTD SERIES 14-1A CLASS CR 144A 4.563% 04/22/26 06/19/2017 JP Morgan 260,000 260,000 0

40436X-AJ-6 HIGHBRIDGE LOAN MANAGEMENT LTD SERIES 3A-2014 CLASS CR 144A 4.954% 07/18/29 06/28/2017 Citibank 500,000 500,000 0

48251T-AB-7 KKR FINANCIAL CLO LTD SERIES 20 CLASS B 144A 2.909% 10/16/30 12/15/2017 PERSHING LLC 725,000 725,000 0

50185A-AG-4 LCM LTD PARTNERSHIP SERIES 15A CLASS ER 144A 7.863% 07/20/30 05/11/2017 BAML 400,000 400,000 0

50200F-AE-9 LCM SERIES 26A CLASS B 0.000% 01/20/31 12/18/2017 Morgan Stanley 500,000 500,000 0

55818M-AW-7 MADISON PARK FUNDING LTD SERIES 14-13A CLASS DR 4.627% 01/19/25 02/24/2017 DEUTSCHE BANK 575,000 575,000 0

55818P-AS-9 MADISON PARK FUNDING LTD SERIES 14-12A CLASS CR 3.713% 07/20/26 01/12/2017 Citibank 450,000 450,000 0

55818X-AY-9 MADISON PARK FUNDING LTD SERIES 15-16A CLASS A2R 3.263% 04/20/26 01/11/2017 DEUTSCHE BANK (300,000) (300,000) 0

55820T-AE-8 MADISON PARK FUNDING LTD SERIES 17-23A CLASS C 3.724% 07/27/30 07/03/2017 Morgan Stanley 1,000,000 1,000,000 0

55820T-AG-3 MADISON PARK FUNDING LTD SERIES 17-23A CLASS D 4.824% 07/27/30 07/03/2017 Morgan Stanley 575,000 575,000 0

55820U-AA-3 MADISON PARK FUNDING LTD SERIES 17-23A CLASS E 7.624% 07/27/30 07/03/2017 Morgan Stanley 495,000 500,000 0

62481R-AJ-7 MP CLO IV LTD SERIES 13-2A CLASS DRR 144A 4.967% 07/25/29 06/23/2017 BNP Paribas 470,000 470,000 0

64129V-AJ-2 NEUBERGER BERMAN CLO LTD SERIES 14-17A CLASS ER 144A 7.913% 04/22/29 06/13/2017 Pershing LLC 345,450 350,000 3,209

66859L-AY-2 NORTHWOODS CAPITAL LTD SERIES 13-10A CLASS CR 3.691% 11/04/25 03/29/2017 Goldman Sachs 675,000 675,000 0

67102U-AD-1 OHA CREDIT PARTNERS LTD SERIES 12-7A CLASS ER 8.936% 11/20/27 04/19/2017 Baird (Robert W) 611,700 600,000 8,837

67106J-AU-4 OHA CREDIT PARTNERS LTD SERIES 2014-10A CLASS DR 4.613% 07/20/26 03/08/2017 Morgan Stanley 325,000 325,000 0

67112D-AA-3 OZLM LTD SERIES 17-19A CLASS D 144A 7.959% 11/22/30 10/11/2017 Citibank 272,250 275,000 0

67590E-BA-1 OCTAGON INVESTMENT PARTNERS XV SERIES 13-1A CLASS ER 144A 8.357% 07/19/30 06/27/2017 Citibank 500,000 500,000 0

67590R-AT-2 OCTAGON LOAN FUNDING LTD SERIES 14-1A CLASS DR 4.836% 11/18/26 05/05/2017 PERSHING LLC 900,000 900,000 0

67591G-AC-2 OCTAGON INVESTMENT PARTNERS SERIES 16 1A CLASS 144A 7.865% 10/24/27 03/30/2017 Citibank 426,271 425,000 15,754

74982L-AS-9 RACE POINT CLO LTD SERIES 13-8A CLASS CR 3.936% 02/20/30 02/09/2017 Citibank 500,000 500,000 0

75281A-AY-5 RANGE RESOURCES CORP SR UNSECURED 5.000% 08/15/22 10/05/2017 Tax Free Exchange 711,653 750,000 5,208

77341D-AE-7 ROCKFORD TOWER CLO LTD SERIES 2017-3A CLASS B 144A 2.833% 10/20/30 11/14/2017 BAML 700,000 700,000 0

83609C-AQ-7 SOUND POINT CLO LTD SERIES 14-3A CLASS CR 144A 3.763% 01/23/27 01/18/2017 Credit Suisse 250,000 250,000 0

858102-AR-7 STEELE CREEK CLO LTD SERIES 16-1A CLASS E 144A 8.338% 06/15/28 06/20/2017 Baird (Robert W) 501,750 500,000 888

85815X-AT-0 STEELE CREEK CLO LTD SERIES 14-1A CLASS CR 144A 3.991% 08/21/26 01/30/2017 Citibank 300,000 300,000 0

85816B-CS-7 STEELE CREEK CLO LTD SERIES 15-1A CLASS CR 144A 4.061% 05/21/29 05/12/2017 MIZUHO SECURITIES USA 275,000 275,000 0

85816B-CW-8 STEELE CREEK CLO LTD SERIES 15-1A CLASS E1R 144A 8.541% 05/21/29 05/12/2017 MIZUHO SECURITIES USA 400,000 400,000 0

85816V-AB-2 STEELE CREEK CLO LTD SERIES 17-1A CLASS B 144A 2.959% 01/15/30 11/07/2017 BARCLAYS CAPITAL INC 425,000 425,000 0

87154E-AQ-3 SYMPHONY CLO LTD SERIES 14-15A CLASS DR 144A 4.703% 10/17/26 02/16/2017 Credit Suisse 500,000 500,000 0

87232R-AA-5 TCI-SYMPHONY CLO SERIES 17-1A CLASS E 144A 7.809% 07/15/30 06/29/2017 BAML 495,000 500,000 0

87244D-AP-9 WIND RIVER CLO LTD SERIES 13-1A CLASS CR 144A 5.113% 07/20/30 06/29/2017 BARCLAYS CAPITAL INC 375,000 375,000 0

87249L-AE-1 WIND RIVER CLO LTD SERIES 2017-4A CLASS B 144A 2.886% 11/20/30 10/31/2017 Morgan Stanley 1,475,000 1,475,000 0

88390A-AV-2 WIND RIVER CLO LTD SERIES 14-2A CLASS BR 144A 3.009% 01/15/31 12/21/2017 PERSHING LLC 925,000 925,000 0

88432M-AE-4 WIND RIVER CLO LTD SERIES 17-1A CLASS C 3.654% 04/18/29 02/02/2017 Morgan Stanley 775,000 775,000 0

92328G-AW-6 VENTURE CDO LTD SERIES 2013-14A CLASS CR 4.018% 08/28/29 08/15/2017 JEFFRIES 450,000 450,000 0

92330R-AA-6 VENTURE CDO LTD SERIES 16-24A CLASS E 144A 8.083% 10/20/28 05/31/2017 Citibank 350,455 350,000 3,522

92331C-AA-8 VENTURE CDO LTD SERIES 17-28AA CLASS E 144A 7.523% 10/20/29 07/07/2017 Jefferies 570,000 600,000 0

92331H-AA-7 VENTURE CDO LTD SERIES 17-26A CLASS E 8.163% 01/20/29 11/30/2017 Goldman Sachs 284,405 275,000 2,806

92558B-AE-8 VIBRANT CLO LTD SERIES 17-7A CLASS B 144A 3.763% 10/20/30 08/02/2017 Citibank 750,000 750,000 0

92558E-AG-7 VIBRANT CLO LTD SERIES 17-6A CLASS D 5.525% 06/20/29 05/19/2017 BNP Paribas 400,000 400,000 0

92915Q-AL-7 VOYA CLO LTD SERIES 17-3A CLASS C 144A 4.913% 07/20/30 06/13/2017 Citibank 475,000 475,000 0

92916P-AA-2 VOYA CLO LTD SERIES 17-3A CLASS D 144A 7.563% 07/20/30 06/13/2017 Citibank 493,150 500,000 0

94950G-AE-7 WELLFEET CLO LTD SERIES 17-1A CLASS B 3.865% 04/20/29 03/29/2017 Citibank 675,000 675,000 0

94951M-AG-8 WELLFLEET CLO LTD SERIES 17-2A CLASS C 144A 4.763% 10/20/29 08/14/2017 Citibank 750,000 750,000 0

95168W-AU-1 WEST CLO LTD SERIES 14-2A CLASS CR 144A 4.009% 01/16/27 10/24/2017 Nomura 350,000 350,000 0

3899999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) 33,228,394 33,303,810 40,224

8399997. Total - Bonds - Part 3 33,228,394 33,303,810 40,224

E13


SCHEDULE D - PART 3Showing All Long-Term Bonds and Stocks ACQUIRED During Current Year

1


2

Description

3

Foreign

4

DateAcquired

5

Name of Vendor

6

Number of Sharesof Stock

7

Actual Cost

8

Par Value

9Paid for Accrued

Interest andDividends

8399998. Total - Bonds - Part 5 301,303,296 278,559,000 1,208,361

8399999. Total - Bonds 334,531,690 311,862,810 1,248,585

8999997. Total - Preferred Stocks - Part 3 0 XXX 0

8999998. Total - Preferred Stocks - Part 5 XXX

8999999. Total - Preferred Stocks 0 XXX 0

928890-16-9 WC FOSS INVESTMENT II INC COMMON 07/25/2017 PRIVATE DIRECT 107.000 905,285 0

9099999. Subtotal - Common Stocks - Industrial and Miscellaneous (Unaffiliated) 905,285 XXX 0

9799997. Total - Common Stocks - Part 3 905,285 XXX 0

9799998. Total - Common Stocks - Part 5 XXX

9799999. Total - Common Stocks 905,285 XXX 0

9899999. Total - Preferred and Common Stocks 905,285 XXX 0

9999999 - Totals 335,436,975 XXX 1,248,585

E13.1


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

1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21

CUSIPIdenti-fication Description

For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-

sideration Par Value Actual Cost

Prior YearBook/

Adjusted Carrying

Value

11

Unrealized Valuation Increase/Decrease

12

Current Year's (Amor-

tization)/Accretion

13

Current Year'sOther-Than-


14

TotalChange in


Value(11+12-13)

15Total



Value

Book/Adjusted Carrying Value at Disposal

Date

Foreign Exchange


Realized Gain (Loss) on Disposal

Total Gain (Loss) on Disposal

BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

31359M-4D-2

FED NATL MTGE ASSN NOTES 5.000% 02/13/17

02/13/2017 Maturity 2,000,000 2,000,000 1,928,944 1,998,646 0 1,354 0 1,354 0 2,000,000 0 0 0 50,000 02/13/2017

3137EA-BP-3 FHLMC NOTES 4.875% 06/13/18 10/31/2017 ALIC - AUSHC U.S. 5,106,795 5,000,000 4,967,200 4,994,059 0 3,153 0 3,153 0 4,997,212 0 109,583 109,583 215,313 06/13/2018

31398A-DM-1

FED NATL MTGE ASSN NOTES 5.375% 06/12/17

06/12/2017 Maturity 2,000,000 2,000,000 2,092,016 2,005,459 0 (5,459) 0 (5,459) 0 2,000,000 0 0 0 53,750 06/12/2017

36202D-A5-0

GOVT NATL MTGE ASSN II POOL NO 002728

6.000% 03/20/29 10/01/2017 Paydown 10,172 10,172 9,988 10,030 0 142 0 142 0 10,172 0 0 0 272 03/20/2029

36202D-A5-0


6.000% 03/20/29 10/31/2017 ALIC - AUSHC U.S. 64,410 58,254 57,198 57,439 0 13 0 13 0 57,452 0 6,958 6,958 3,204 03/20/2029

36202D-ZG-9


5.500% 09/20/33 10/01/2017 Paydown 106,585 106,585 105,752 105,826 0 758 0 758 0 106,585 0 0 0 2,610 09/20/2033

36202D-ZG-9


5.500% 09/20/33 10/31/2017 ALIC - AUSHC U.S. 649,566 588,127 583,532 583,944 0 (46) 0 (46) 0 583,898 0 65,667 65,667 29,651 09/20/2033

36203L-GC-0

GOVT NATL MTGE ASSN I POOL NO 352195

8.000% 05/15/23 10/01/2017 Paydown 639 639 651 642 0 (3) 0 (3) 0 639 0 0 0 15 05/15/2023

36203L-GC-0


8.000% 05/15/23 10/31/2017 ALIC - AUSHC U.S. 1,178 1,092 1,113 1,097 0 (1) 0 (1) 0 1,096 0 82 82 80 05/15/2023

36203W-QG-6


8.000% 08/15/24 10/01/2017 Paydown 1,015 1,015 1,046 1,039 0 (24) 0 (24) 0 1,015 0 0 0 38 08/15/2024

36203W-QG-6


8.000% 08/15/24 10/31/2017 ALIC - AUSHC U.S. 12,166 11,345 11,698 11,619 0 (14) 0 (14) 0 11,604 0 561 561 832 08/15/2024

36203X-N3-6


8.000% 07/15/24 10/01/2017 Paydown 180 180 183 181 0 (1) 0 (1) 0 180 0 0 0 7 07/15/2024

36203X-N3-6


8.000% 07/15/24 10/31/2017 ALIC - AUSHC U.S. 1,873 1,849 1,884 1,858 0 (2) 0 (2) 0 1,856 0 16 16 136 07/15/2024

36204B-EV-1


6.500% 11/15/23 10/01/2017 Paydown 1,256 1,256 1,242 1,250 0 7 0 7 0 1,256 0 0 0 38 11/15/2023

36204B-EV-1


6.500% 11/15/23 10/31/2017 ALIC - AUSHC U.S. 11,177 10,784 10,665 10,726 0 2 0 2 0 10,727 0 450 450 643 11/15/2023

36204E-AW-7


6.500% 11/15/23 10/01/2017 Paydown 106 106 105 106 0 1 0 1 0 106 0 0 0 3 11/15/2023

36204E-AW-7


6.500% 11/15/23 10/31/2017 ALIC - AUSHC U.S. 993 939 928 934 0 0 0 0 0 934 0 59 59 56 11/15/2023

36204G-PZ-9


8.000% 10/15/24 10/01/2017 Paydown 456 456 470 460 0 (5) 0 (5) 0 456 0 0 0 17 10/15/2024

36204G-PZ-9


8.000% 10/15/24 10/31/2017 ALIC - AUSHC U.S. 3,959 3,821 3,940 3,860 0 (6) 0 (6) 0 3,855 0 104 104 280 10/15/2024

36204P-BK-7


6.500% 12/15/23 10/01/2017 Paydown 27,267 27,267 26,964 27,119 0 148 0 148 0 27,267 0 0 0 319 12/15/2023

36204P-BK-7


6.500% 12/15/23 10/31/2017 ALIC - AUSHC U.S. 12,345 12,278 12,141 12,211 0 2 0 2 0 12,213 0 133 133 732 12/15/2023

36204P-KT-8


7.000% 04/15/26 10/01/2017 Paydown 237 237 233 235 0 2 0 2 0 237 0 0 0 8 04/15/2026

36204P-KT-8


7.000% 04/15/26 10/31/2017 ALIC - AUSHC U.S. 3,268 3,203 3,156 3,178 0 1 0 1 0 3,179 0 89 89 206 04/15/2026

36204U-YW-5


8.000% 10/15/24 10/01/2017 Paydown 51 51 52 52 0 (1) 0 (1) 0 51 0 0 0 2 10/15/2024

36204U-YW-5


8.000% 10/15/24 10/31/2017 ALIC - AUSHC U.S. 496 480 495 490 0 (1) 0 (1) 0 489 0 7 7 35 10/15/2024

36204V-E8-8


8.000% 05/15/24 10/01/2017 Paydown 2,142 2,142 2,209 2,163 0 (21) 0 (21) 0 2,142 0 0 0 79 05/15/2024

36204V-E8-8


8.000% 05/15/24 10/31/2017 ALIC - AUSHC U.S. 15,572 15,199 15,671 15,345 0 (23) 0 (23) 0 15,322 0 250 250 1,114 05/15/2024

36205B-R5-3


8.000% 07/15/24 10/01/2017 Paydown 339 339 345 342 0 (3) 0 (3) 0 339 0 0 0 13 07/15/2024

36205B-R5-3


8.000% 07/15/24 10/31/2017 ALIC - AUSHC U.S. 2,607 2,370 2,415 2,391 0 (3) 0 (3) 0 2,388 0 218 218 174 07/15/2024

E14





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

36205F-5Z-2


6.000% 11/15/32 10/01/2017 Paydown 14,306 14,306 14,865 14,651 0 (345) 0 (345) 0 14,306 0 0 0 323 11/15/2032

36205F-5Z-2


6.000% 11/15/32 10/31/2017 ALIC - AUSHC U.S. 121,487 107,687 111,894 110,284 0 (137) 0 (137) 0 110,147 0 11,340 11,340 5,923 11/15/2032

36205H-B5-7


8.000% 04/15/24 10/01/2017 Paydown 177 177 180 177 0 (1) 0 (1) 0 177 0 0 0 7 04/15/2024

36205H-B5-7


8.000% 04/15/24 10/31/2017 ALIC - AUSHC U.S. 1,972 1,837 1,872 1,846 0 (2) 0 (2) 0 1,845 0 128 128 135 04/15/2024

36205K-A8-5


8.000% 08/15/24 08/01/2017 Paydown 1,276 1,276 1,300 1,291 0 (15) 0 (15) 0 1,276 0 0 0 45 08/15/2024

36205S-JS-5


7.000% 01/15/27 06/01/2017 Paydown 11,152 11,152 10,988 11,063 0 89 0 89 0 11,152 0 0 0 383 01/15/2027

36205X-4F-8


8.000% 07/15/25 10/01/2017 Paydown 482 482 501 489 0 (8) 0 (8) 0 482 0 0 0 18 07/15/2025

36205X-4F-8


8.000% 07/15/25 10/31/2017 ALIC - AUSHC U.S. 6,298 5,672 5,900 5,764 0 (10) 0 (10) 0 5,753 0 545 545 416 07/15/2025

36205Y-LL-4


6.500% 04/15/28 10/01/2017 Paydown 271 271 270 270 0 1 0 1 0 271 0 0 0 8 04/15/2028

36205Y-LL-4


6.500% 04/15/28 10/31/2017 ALIC - AUSHC U.S. 4,988 4,870 4,848 4,848 0 (1) 0 (1) 0 4,848 0 140 140 290 04/15/2028

36205Y-YX-4


8.000% 11/15/24 10/01/2017 Paydown 798 798 823 806 0 (8) 0 (8) 0 798 0 0 0 29 11/15/2024

36205Y-YX-4


8.000% 11/15/24 10/31/2017 ALIC - AUSHC U.S. 7,279 6,778 6,988 6,847 0 (10) 0 (10) 0 6,837 0 442 442 497 11/15/2024

36206B-UV-1


8.000% 08/15/26 10/01/2017 Paydown 409 409 425 416 0 (7) 0 (7) 0 409 0 0 0 15 08/15/2026

36206B-UV-1


8.000% 08/15/26 10/31/2017 ALIC - AUSHC U.S. 6,204 5,696 5,925 5,792 0 (10) 0 (10) 0 5,782 0 421 421 418 08/15/2026

36206F-DU-3


8.000% 11/15/24 10/01/2017 Paydown 176 176 182 178 0 (2) 0 (2) 0 176 0 0 0 7 11/15/2024

36206F-DU-3


8.000% 11/15/24 10/31/2017 ALIC - AUSHC U.S. 2,122 2,090 2,155 2,111 0 (3) 0 (3) 0 2,108 0 14 14 153 11/15/2024

36206J-KR-4


8.000% 05/15/26 10/01/2017 Paydown 772 772 803 785 0 (12) 0 (12) 0 772 0 0 0 28 05/15/2026

36206J-KR-4


8.000% 05/15/26 10/31/2017 ALIC - AUSHC U.S. 8,328 7,520 7,814 7,641 0 (13) 0 (13) 0 7,629 0 699 699 552 05/15/2026

36206R-ZR-0


7.000% 01/15/26 10/01/2017 Paydown 286 286 275 281 0 5 0 5 0 286 0 0 0 9 01/15/2026

36206R-ZR-0


7.000% 01/15/26 10/31/2017 ALIC - AUSHC U.S. 3,935 3,808 3,653 3,737 0 4 0 4 0 3,741 0 194 194 244 01/15/2026

36206T-P5-5


7.000% 01/15/26 10/01/2017 Paydown 773 773 741 758 0 14 0 14 0 773 0 0 0 25 01/15/2026

36206T-P5-5


7.000% 01/15/26 10/31/2017 ALIC - AUSHC U.S. 10,756 10,646 10,213 10,448 0 12 0 12 0 10,460 0 296 296 683 01/15/2026

36206V-BV-8


7.000% 01/15/26 10/01/2017 Paydown 203 203 195 200 0 4 0 4 0 203 0 0 0 7 01/15/2026

36206V-BV-8


7.000% 01/15/26 10/31/2017 ALIC - AUSHC U.S. 2,809 2,741 2,630 2,690 0 3 0 3 0 2,693 0 116 116 176 01/15/2026

36206X-3H-4


7.000% 02/15/26 10/01/2017 Paydown 1,961 1,961 1,881 1,922 0 39 0 39 0 1,961 0 0 0 62 02/15/2026

36206X-3H-4


7.000% 02/15/26 10/31/2017 ALIC - AUSHC U.S. 8,544 8,500 8,154 8,330 0 10 0 10 0 8,340 0 204 204 545 02/15/2026

36207F-G3-9


7.000% 04/15/26 10/01/2017 Paydown 815 815 781 796 0 19 0 19 0 815 0 0 0 11 04/15/2026

36207F-G3-9


7.000% 04/15/26 10/31/2017 ALIC - AUSHC U.S. 3,022 2,816 2,702 2,750 0 3 0 3 0 2,753 0 268 268 181 04/15/2026

36207J-YA-5


6.500% 04/15/28 10/01/2017 Paydown 151 151 151 151 0 1 0 1 0 151 0 0 0 5 04/15/2028

E14.1





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

36207J-YA-5


6.500% 04/15/28 10/31/2017 ALIC - AUSHC U.S. 1,914 1,775 1,767 1,769 0 0 0 0 0 1,768 0 145 145 106 04/15/2028

36207K-N8-9


6.000% 04/15/29 10/01/2017 Paydown 879 879 816 841 0 39 0 39 0 879 0 0 0 30 04/15/2029

36207K-N8-9


6.000% 04/15/29 10/31/2017 ALIC - AUSHC U.S. 7,989 7,563 7,016 7,232 0 15 0 15 0 7,246 0 743 743 416 04/15/2029

36207Q-DK-0


7.000% 01/15/27 10/01/2017 Paydown 227 227 224 225 0 2 0 2 0 227 0 0 0 7 01/15/2027

36207Q-DK-0


7.000% 01/15/27 10/31/2017 ALIC - AUSHC U.S. 2,970 2,788 2,747 2,763 0 1 0 1 0 2,764 0 206 206 179 01/15/2027

36207U-LL-0


6.500% 04/15/28 10/01/2017 Paydown 244 244 243 243 0 1 0 1 0 244 0 0 0 7 04/15/2028

36207U-LL-0


6.500% 04/15/28 10/31/2017 ALIC - AUSHC U.S. 1,319 1,278 1,272 1,273 0 0 0 0 0 1,273 0 46 46 76 04/15/2028

36207W-4B-7


6.500% 05/15/28 06/01/2017 Paydown 1,918 1,918 1,918 1,915 0 3 0 3 0 1,918 0 0 0 62 05/15/2028

36208L-5V-5


6.500% 05/15/28 10/01/2017 Paydown 2,075 2,075 2,074 2,073 0 2 0 2 0 2,075 0 0 0 90 05/15/2028

36208L-5V-5


6.500% 05/15/28 10/31/2017 ALIC - AUSHC U.S. 9,558 8,600 8,597 8,592 0 (2) 0 (2) 0 8,590 0 968 968 512 05/15/2028

36208P-G8-5


6.500% 08/15/28 10/01/2017 Paydown 2,786 2,786 2,785 2,784 0 2 0 2 0 2,786 0 0 0 88 08/15/2028

36208P-G8-5


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 8,012 7,224 7,222 7,219 0 (2) 0 (2) 0 7,217 0 795 795 430 08/15/2028

36208Q-RT-5


6.500% 08/15/28 10/01/2017 Paydown 98 98 98 98 0 0 0 0 0 98 0 0 0 3 08/15/2028

36208Q-RT-5


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 2,011 1,941 1,940 1,938 0 0 0 0 0 1,937 0 74 74 116 08/15/2028

36208Q-RV-0


6.500% 08/15/28 10/01/2017 Paydown 741 741 741 741 0 1 0 1 0 741 0 0 0 14 08/15/2028

36208Q-RV-0


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 1,909 1,753 1,753 1,752 0 0 0 0 0 1,751 0 157 157 104 08/15/2028

36208R-WB-6


6.500% 04/15/28 10/01/2017 Paydown 185 185 184 184 0 1 0 1 0 185 0 0 0 6 04/15/2028

36208R-WB-6


6.500% 04/15/28 10/31/2017 ALIC - AUSHC U.S. 3,182 3,039 3,025 3,026 0 0 0 0 0 3,025 0 157 157 181 04/15/2028

36208T-3S-7


6.500% 04/15/28 10/01/2017 Paydown 960 960 956 957 0 3 0 3 0 960 0 0 0 29 04/15/2028

36208T-3S-7


6.500% 04/15/28 10/31/2017 ALIC - AUSHC U.S. 19,043 17,781 17,700 17,719 0 (2) 0 (2) 0 17,717 0 1,326 1,326 1,059 04/15/2028

36208X-QN-4


6.500% 07/15/28 10/01/2017 Paydown 1,909 1,909 1,908 1,907 0 2 0 2 0 1,909 0 0 0 58 07/15/2028

36208X-QN-4


6.500% 07/15/28 10/31/2017 ALIC - AUSHC U.S. 23,700 21,792 21,785 21,769 0 (5) 0 (5) 0 21,764 0 1,937 1,937 1,298 07/15/2028

36208X-SQ-5


6.500% 08/15/28 10/01/2017 Paydown 398 398 398 398 0 0 0 0 0 398 0 0 0 12 08/15/2028

36208X-SQ-5


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 7,350 6,703 6,700 6,697 0 (2) 0 (2) 0 6,696 0 654 654 399 08/15/2028

36208Y-AY-5


6.000% 01/15/29 10/01/2017 Paydown 128 128 119 120 0 8 0 8 0 128 0 0 0 3 01/15/2029

36208Y-AY-5


6.000% 01/15/29 10/31/2017 ALIC - AUSHC U.S. 2,635 2,557 2,377 2,395 0 0 0 0 0 2,395 0 240 240 141 01/15/2029

36208Y-Y6-0


6.000% 04/15/29 10/01/2017 Paydown 4,225 4,225 4,122 4,145 0 80 0 80 0 4,225 0 0 0 117 04/15/2029

36208Y-Y6-0


6.000% 04/15/29 10/31/2017 ALIC - AUSHC U.S. 90,604 82,417 80,408 80,864 0 31 0 31 0 80,895 0 9,709 9,709 4,533 04/15/2029

36209B-4B-1


6.500% 08/15/28 10/01/2017 Paydown 741 741 741 740 0 1 0 1 0 741 0 0 0 22 08/15/2028

E14.2





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

36209B-4B-1


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 3,397 3,364 3,363 3,360 0 (1) 0 (1) 0 3,359 0 37 37 201 08/15/2028

36209B-5X-2


6.500% 08/15/28 10/01/2017 Paydown 1,018 1,018 1,017 1,016 0 1 0 1 0 1,018 0 0 0 29 08/15/2028

36209B-5X-2


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 14,647 13,981 13,977 13,961 0 (3) 0 (3) 0 13,957 0 690 690 833 08/15/2028

36209C-UV-6


6.500% 04/15/28 10/01/2017 Paydown 209 209 209 209 0 1 0 1 0 209 0 0 0 6 04/15/2028

36209C-UV-6


6.500% 04/15/28 10/31/2017 ALIC - AUSHC U.S. 4,032 3,896 3,878 3,882 0 0 0 0 0 3,881 0 151 151 232 04/15/2028

36209D-BX-1


6.500% 08/15/28 10/01/2017 Paydown 59 59 59 59 0 0 0 0 0 59 0 0 0 2 08/15/2028

36209D-BX-1


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 1,123 1,056 1,055 1,055 0 0 0 0 0 1,055 0 69 69 63 08/15/2028

36209H-E3-5


6.500% 04/15/28 10/01/2017 Paydown 570 570 567 568 0 2 0 2 0 570 0 0 0 17 04/15/2028

36209H-E3-5


6.500% 04/15/28 10/31/2017 ALIC - AUSHC U.S. 10,581 9,750 9,706 9,716 0 (1) 0 (1) 0 9,715 0 866 866 581 04/15/2028

36209H-FC-4


6.500% 04/15/28 10/01/2017 Paydown 208 208 207 207 0 1 0 1 0 208 0 0 0 6 04/15/2028

36209H-FC-4


6.500% 04/15/28 10/31/2017 ALIC - AUSHC U.S. 4,151 3,972 3,954 3,954 0 (1) 0 (1) 0 3,954 0 197 197 237 04/15/2028

36209J-5Z-0


6.500% 04/15/28 10/01/2017 Paydown 684 684 681 681 0 2 0 2 0 684 0 0 0 21 04/15/2028

36209J-5Z-0


6.500% 04/15/28 10/31/2017 ALIC - AUSHC U.S. 8,960 8,332 8,294 8,302 0 (1) 0 (1) 0 8,301 0 659 659 496 04/15/2028

36209J-7D-7


6.500% 04/15/28 10/01/2017 Paydown 3,607 3,607 3,591 3,592 0 15 0 15 0 3,607 0 0 0 185 04/15/2028

36209J-7D-7


6.500% 04/15/28 10/31/2017 ALIC - AUSHC U.S. 3,158 3,001 2,988 2,988 0 0 0 0 0 2,988 0 170 170 179 04/15/2028

36209L-X7-6


6.500% 08/15/28 10/01/2017 Paydown 3,618 3,618 3,617 3,613 0 5 0 5 0 3,618 0 0 0 153 08/15/2028

36209N-DJ-8


6.500% 05/15/28 10/01/2017 Paydown 15,472 15,472 15,467 15,450 0 22 0 22 0 15,472 0 0 0 205 05/15/2028

36209N-DJ-8


6.500% 05/15/28 10/31/2017 ALIC - AUSHC U.S. 32,180 29,333 29,324 29,290 0 (7) 0 (7) 0 29,283 0 2,897 2,897 1,748 05/15/2028

36209S-2A-8


6.500% 08/15/28 10/01/2017 Paydown 14,511 14,511 14,506 14,490 0 21 0 21 0 14,511 0 0 0 529 08/15/2028

36209S-2A-8


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 39,949 36,780 36,768 36,726 0 (9) 0 (9) 0 36,717 0 3,232 3,232 2,191 08/15/2028

36209S-Z6-1


6.500% 08/15/28 10/01/2017 Paydown 260 260 260 260 0 0 0 0 0 260 0 0 0 8 08/15/2028

36209S-Z6-1


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 5,212 5,139 5,137 5,131 0 (1) 0 (1) 0 5,130 0 82 82 306 08/15/2028

36209T-2B-4


6.500% 08/15/28 10/01/2017 Paydown 24 24 24 24 0 0 0 0 0 24 0 0 0 1 08/15/2028

36209T-2B-4


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 446 411 410 410 0 0 0 0 0 410 0 37 37 25 08/15/2028

36209W-4J-8


6.500% 08/15/28 10/01/2017 Paydown 179 179 179 179 0 0 0 0 0 179 0 0 0 6 08/15/2028

36209W-4J-8


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 2,727 2,617 2,616 2,613 0 (1) 0 (1) 0 2,612 0 114 114 156 08/15/2028

36210A-MG-9


6.500% 08/15/28 10/01/2017 Paydown 132 132 132 132 0 0 0 0 0 132 0 0 0 4 08/15/2028

36210A-MG-9


6.500% 08/15/28 10/31/2017 ALIC - AUSHC U.S. 2,315 2,221 2,221 2,218 0 (1) 0 (1) 0 2,218 0 98 98 132 08/15/2028

36210B-GX-7


6.000% 05/15/29 10/01/2017 Paydown 1,290 1,290 1,199 1,210 0 81 0 81 0 1,290 0 0 0 37 05/15/2029

E14.3





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

36210B-GX-7


6.000% 05/15/29 10/31/2017 ALIC - AUSHC U.S. 6,372 6,351 5,904 5,954 0 (1) 0 (1) 0 5,953 0 419 419 349 05/15/2029

36210B-R3-1


6.000% 05/15/29 10/01/2017 Paydown 1,834 1,834 1,725 1,776 0 58 0 58 0 1,834 0 0 0 51 05/15/2029

36210B-R3-1


6.000% 05/15/29 10/31/2017 ALIC - AUSHC U.S. 41,162 38,579 36,300 37,354 0 59 0 59 0 37,413 0 3,749 3,749 2,122 05/15/2029

36210B-RQ-0


6.000% 05/15/29 10/01/2017 Paydown 10,622 10,622 9,995 10,285 0 337 0 337 0 10,622 0 0 0 310 05/15/2029

36210B-RQ-0


6.000% 05/15/29 10/31/2017 ALIC - AUSHC U.S. 60,501 54,215 51,013 52,494 0 82 0 82 0 52,576 0 7,925 7,925 2,982 05/15/2029

36210D-3C-3


6.000% 03/15/29 10/01/2017 Paydown 3,896 3,896 3,615 3,640 0 257 0 257 0 3,896 0 0 0 91 03/15/2029

36210D-3C-3


6.000% 03/15/29 10/31/2017 ALIC - AUSHC U.S. 33,590 30,175 27,992 28,188 0 15 0 15 0 28,202 0 5,388 5,388 1,659 03/15/2029

36210J-WB-0


6.000% 05/15/29 10/01/2017 Paydown 2,921 2,921 2,716 2,805 0 116 0 116 0 2,921 0 0 0 81 05/15/2029

36210J-WB-0


6.000% 05/15/29 10/31/2017 ALIC - AUSHC U.S. 45,463 42,291 39,311 40,612 0 79 0 79 0 40,691 0 4,772 4,772 2,326 05/15/2029

36210T-4A-1


6.000% 06/15/29 04/01/2017 Paydown 4,271 4,271 3,970 4,034 0 237 0 237 0 4,271 0 0 0 74 06/15/2029

36210T-A4-8


6.000% 03/15/29 10/01/2017 Paydown 1,349 1,349 1,254 1,273 0 77 0 77 0 1,349 0 0 0 44 03/15/2029

36210T-A4-8


6.000% 03/15/29 10/31/2017 ALIC - AUSHC U.S. 6,336 5,773 5,366 5,444 0 7 0 7 0 5,451 0 885 885 317 03/15/2029

36211A-BV-7


6.000% 04/15/29 10/01/2017 Paydown 1,281 1,281 1,190 1,231 0 49 0 49 0 1,281 0 0 0 34 04/15/2029

36211A-BV-7


6.000% 04/15/29 10/31/2017 ALIC - AUSHC U.S. 23,830 22,779 21,174 21,899 0 43 0 43 0 21,942 0 1,888 1,888 1,253 04/15/2029

36211B-L5-1


6.000% 06/15/29 10/01/2017 Paydown 6,262 6,262 5,892 6,053 0 209 0 209 0 6,262 0 0 0 172 06/15/2029

36211B-L5-1


6.000% 06/15/29 10/31/2017 ALIC - AUSHC U.S. 63,935 59,476 55,964 57,495 0 90 0 90 0 57,585 0 6,349 6,349 3,271 06/15/2029

36211E-RU-4


6.000% 05/15/29 10/01/2017 Paydown 619 619 574 594 0 24 0 24 0 619 0 0 0 17 05/15/2029

36211E-RU-4


6.000% 05/15/29 10/31/2017 ALIC - AUSHC U.S. 13,099 12,352 11,459 11,868 0 24 0 24 0 11,892 0 1,207 1,207 679 05/15/2029

36213U-PK-0


6.500% 09/15/31 10/01/2017 Paydown 8,461 8,461 8,699 8,678 0 (217) 0 (217) 0 8,461 0 0 0 263 09/15/2031

36213U-PK-0


6.500% 09/15/31 10/31/2017 ALIC - AUSHC U.S. 114,172 100,010 102,815 102,571 0 (42) 0 (42) 0 102,529 0 11,643 11,643 5,959 09/15/2031

36216T-QE-3


8.000% 04/15/24 10/01/2017 Paydown 185 185 191 187 0 (2) 0 (2) 0 185 0 0 0 7 04/15/2024

36216T-QE-3


8.000% 04/15/24 10/31/2017 ALIC - AUSHC U.S. 2,088 1,982 2,043 2,000 0 (3) 0 (3) 0 1,997 0 90 90 145 04/15/2024

36217M-J5-4


6.500% 12/15/23 10/01/2017 Paydown 161 161 159 160 0 1 0 1 0 161 0 0 0 5 12/15/2023

36217M-J5-4


6.500% 12/15/23 10/31/2017 ALIC - AUSHC U.S. 744 739 731 735 0 0 0 0 0 735 0 9 9 44 12/15/2023

36217T-JV-2


9.000% 05/15/17 03/01/2017 Paydown 552 552 599 552 0 1 0 1 0 552 0 0 0 8 05/15/2017

36218Q-FK-5


9.000% 04/15/17 01/01/2017 Paydown 29 29 31 29 0 0 0 0 0 29 0 0 0 0 04/15/2017

36223S-HP-1


8.000% 01/15/22 10/01/2017 Paydown 428 428 443 436 0 (8) 0 (8) 0 428 0 0 0 16 01/15/2022

36223S-HP-1


8.000% 01/15/22 10/31/2017 ALIC - AUSHC U.S. 2,412 2,297 2,378 2,340 0 (6) 0 (6) 0 2,334 0 78 78 169 01/15/2022

36223W-NF-7


8.000% 06/15/22 10/01/2017 Paydown 115 115 119 116 0 (1) 0 (1) 0 115 0 0 0 4 06/15/2022

E14.4





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

36223W-NF-7


8.000% 06/15/22 10/31/2017 ALIC - AUSHC U.S. 741 738 764 744 0 (1) 0 (1) 0 743 0 (2) (2) 54 06/15/2022

36224D-FD-2


8.000% 07/15/22 10/01/2017 Paydown 242 242 251 245 0 (3) 0 (3) 0 242 0 0 0 8 07/15/2022

36224D-FD-2


8.000% 07/15/22 10/31/2017 ALIC - AUSHC U.S. 1,319 1,232 1,275 1,246 0 (3) 0 (3) 0 1,244 0 75 75 90 07/15/2022

36224S-4N-9


6.500% 11/15/23 10/01/2017 Paydown 2,152 2,152 2,129 2,139 0 13 0 13 0 2,152 0 0 0 66 11/15/2023

36224S-4N-9


6.500% 11/15/23 10/31/2017 ALIC - AUSHC U.S. 13,072 12,193 12,057 12,119 0 2 0 2 0 12,121 0 951 951 727 11/15/2023

36225A-K8-2


9.000% 11/15/17 09/01/2017 Paydown 5 5 5 5 0 0 0 0 0 5 0 0 0 0 11/15/2017

36225A-TS-9


6.500% 12/15/23 10/01/2017 Paydown 226 226 224 225 0 2 0 2 0 226 0 0 0 7 12/15/2023

36225A-TS-9


6.500% 12/15/23 10/31/2017 ALIC - AUSHC U.S. 1,096 1,019 1,008 1,011 0 0 0 0 0 1,011 0 85 85 61 12/15/2023

912810-RP-5 US TREASURY NOTE/BOND 3.000% 11/15/45 01/31/2017 MIZUHO SECURITIES USA 493,750 500,000 490,567 490,567 0 14 0 14 0 490,582 0 3,168 3,168 3,232 11/15/2045

912828-SC-5 US TREASURY NOTE/BOND 0.875% 01/31/17 01/31/2017 Maturity 115,000 115,000 114,461 114,990 0 10 0 10 0 115,000 0 0 0 503 01/31/2017

0599999. Subtotal - Bonds - U.S. Governments 11,717,324 11,468,086 11,424,750 11,441,792 0 1,413 0 1,413 0 11,443,199 0 274,119 274,119 416,709 XXX

683234-8K-7

ONTARIO PROV OF SR USNECURED 4.400%

04/14/20 A 10/31/2017 ALIC - AUSHC U.S. 2,644,993 2,500,000 2,563,625 2,524,004 0 (5,733) 0 (5,733) 0 2,518,271 0 126,722 126,722 115,194 04/14/2020

03846J-W2-2

EGYPT ARAB REPUBLIC OF SR UNSECURED

5.875% 06/11/25 D 10/31/2017 ALIC - AUSHC U.S. 1,021,236 1,000,000 997,500 997,760 0 138 0 138 0 997,898 0 23,338 23,338 52,059 06/11/2025

040114-GU-8

ARGENTINA REPUBLIC OF SR UNSECURED 7.625%

04/22/46 D 04/12/2017 Tax Free Exchange 827,620 864,000 827,331 827,411 0 209 0 209 0 827,620 0 0 0 31,110 04/22/2046

05958A-AD-0

BANCO DO BRASIL SUB NOTES 5.875% 01/26/22

D 10/31/2017 ALIC - AUSHC U.S. 1,055,907 1,000,000 986,950 992,662 0 992 0 992 0 993,653 0 62,254 62,254 74,090 01/26/2022

105756-BB-5

BRAZIL REPUBLIC OF UNSECURED 8.250%

01/20/34 D 10/31/2017 ALIC - AUSHC U.S. 652,094 500,000 556,150 554,192 0 (1,465) 0 (1,465) 0 552,727 0 99,366 99,366 52,708 01/20/2034

105756-BK-5

BRAZIL REPUBLIC OF SR UNSECURED 7.125%

01/20/37 D 10/31/2017 ALIC - AUSHC U.S. 1,794,764 1,500,000 1,308,750 1,312,288 0 2,976 0 2,976 0 1,315,264 0 479,499 479,499 136,563 01/20/2037

105756-BR-0


01/07/41 D 04/13/2017 JEFFRIES 1,231,875 1,250,000 1,081,250 1,083,443 0 728 0 728 0 1,084,172 0 147,703 147,703 55,078 01/07/2041

105756-BR-0


01/07/41 D 10/31/2017 ALIC - AUSHC U.S. 761,779 750,000 648,750 650,066 0 1,372 0 1,372 0 651,437 0 110,341 110,341 55,430 01/07/2041

105756-BV-1


01/07/25 D 05/23/2017 BNP PARIBAS 1,468,500 1,500,000 1,260,440 1,278,582 0 8,489 0 8,489 0 1,287,071 0 181,429 181,429 56,490 01/07/2025

105756-BV-1


01/07/25 D 10/31/2017 ALIC - AUSHC U.S. 3,051,765 3,000,000 2,429,880 2,476,624 0 41,352 0 41,352 0 2,517,976 0 533,789 533,789 167,521 01/07/2025

105756-BW-9


01/27/45 D 10/31/2017 ALIC - AUSHC U.S. 464,310 500,000 331,250 332,820 0 1,366 0 1,366 0 334,186 0 130,124 130,124 31,458 01/27/2045

195325-BM-6

COLOMBIA REPUBLIC OF SR UNSECURED 6.125%

01/18/41 D 10/31/2017 ALIC - AUSHC U.S. 1,177,299 1,000,000 964,235 967,289 0 403 0 403 0 967,692 0 209,607 209,607 78,604 01/18/2041

195325-BN-4


07/12/21 D 06/01/2017 Various 1,060,500 1,000,000 995,990 997,951 0 97 0 97 0 998,048 0 62,452 62,452 34,332 07/12/2021

195325-CU-7


06/15/45 D 10/31/2017 ALIC - AUSHC U.S. 1,029,305 1,000,000 1,017,500 1,017,482 0 (283) 0 (283) 0 1,017,198 0 12,107 12,107 43,750 06/15/2045

221602-AC-9

REPUBLIC OF COSTA RICA UNSECURED 7.000%

04/04/44 D 10/31/2017 ALIC - AUSHC U.S. 1,046,887 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 46,887 46,887 75,056 04/04/2044

221625-AM-8 IVORY COAST UNSECURED 6.375% 03/03/28 D 10/31/2017 ALIC - AUSHC U.S. 1,037,441 1,000,000 979,550 981,620 0 1,089 0 1,089 0 982,708 0 54,733 54,733 73,844 03/03/2028

226775-AB-0

CROATIA REPUBLIC OF SR UNSECURED 6.750%

11/05/19 D 10/31/2017 ALIC - AUSHC U.S. 1,618,203 1,500,000 1,582,500 1,529,050 0 (7,888) 0 (7,888) 0 1,521,162 0 97,041 97,041 99,844 11/05/2019

25714P-CF-3

DOMINICAN REPUBLIC SR UNSECURED 7.450%

04/30/44 D 10/31/2017 ALIC - AUSHC U.S. 1,186,635 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 186,635 186,635 74,500 04/30/2044

25714P-CW-6


01/27/45 D 10/31/2017 ALIC - AUSHC U.S. 1,114,300 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 114,300 114,300 86,196 01/27/2045

E14.5





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

25714P-DJ-4


01/29/26 D 10/31/2017 ALIC - AUSHC U.S. 1,147,447 1,000,000 1,045,000 1,042,257 0 (3,028) 0 (3,028) 0 1,039,230 0 108,217 108,217 86,128 01/29/2026

283875-AN-2

EL SALVADOR REPUBLIC OF SR UNSECURED

7.650% 06/15/35 D 06/28/2017 JEFFRIES 1,893,834 2,000,000 1,695,000 1,726,628 0 2,963 0 2,963 0 1,729,590 0 164,244 164,244 83,884 06/15/2035

29646A-AB-2

ESKOM HOLDINGS LIMITED SR UNSECURED

7.125% 02/11/25 D 10/31/2017 ALIC - AUSHC U.S. 512,701 500,000 435,000 439,813 0 4,301 0 4,301 0 444,113 0 68,587 68,587 43,443 02/11/2025

298785-EG-7 EUROPEAN INV BANK BONDS 5.125% 05/30/17 D 05/30/2017 Maturity 5,000,000 5,000,000 4,964,650 4,997,670 0 2,330 0 2,330 0 5,000,000 0 0 0 128,125 05/30/2017

298785-GC-4

EUROPEAN INV BANK SR UNSECURED 1.000%

06/15/18 D 10/31/2017 ALIC - AUSHC U.S. 4,986,035 5,000,000 4,783,500 4,931,437 0 38,997 0 38,997 0 4,970,434 0 15,601 15,601 43,889 06/15/2018

401494-AN-9

GUATEMALA REPUBLIC OF SR UNSECURED 4.500%

05/03/26 D 10/31/2017 ALIC - AUSHC U.S. 1,008,896 1,000,000 992,060 992,425 0 599 0 599 0 993,024 0 15,872 15,872 44,625 05/03/2026

445545-AD-8

HUNGARY REPUBLIC OF SR UNSECURED 6.250%

01/29/20 D 10/31/2017 ALIC - AUSHC U.S. 1,627,046 1,500,000 1,376,250 1,443,821 0 13,775 0 13,775 0 1,457,596 0 169,449 169,449 117,448 01/29/2020

445545-AH-9

HUNGARY REPUBLIC OF UNSECURED 5.375%

02/21/23 D 10/31/2017 ALIC - AUSHC U.S. 1,121,645 1,000,000 1,150,000 1,144,149 0 (18,104) 0 (18,104) 0 1,126,045 0 (4,400) (4,400) 64,052 02/21/2023

486661-AH-4

KAZAKHSTAN REPUBLIC OF SR UNSECURED

6.500% 07/21/45 D 10/31/2017 ALIC - AUSHC U.S. 1,251,927 1,000,000 990,490 990,594 0 19 0 19 0 990,613 0 261,314 261,314 82,875 07/21/2045

500769-GV-0

KREDIT FUER WIEDERAUFBAU SR UNSECURED

1.500% 02/06/19 D 10/31/2017 ALIC - AUSHC U.S. 4,990,190 5,000,000 4,999,850 4,999,889 0 22 0 22 0 4,999,911 0 (9,721) (9,721) 92,708 02/06/2019

532522-AA-7

LIMA METRO LINE 2 FIN LT SECURED 5.875%

07/05/34 D 10/31/2017 ALIC - AUSHC U.S. 1,101,825 1,000,000 970,000 972,212 0 1,554 0 1,554 0 973,766 0 128,059 128,059 62,830 07/05/2034

59284M-AB-0

MEXICO CITY ARPT TR SECURED 5.500%

10/31/46 D 06/14/2017 NOMURA SECURITIES 1,021,500 1,000,000 986,310 986,259 0 179 0 179 0 986,438 0 35,062 35,062 39,722 10/31/2046

698299-AD-6

PANAMA REPUBLIC OF SR UNSECURED 8.875%

09/30/27 D 10/31/2017 ALIC - AUSHC U.S. 1,448,803 1,000,000 1,340,000 1,286,612 0 (16,780) 0 (16,780) 0 1,269,832 0 178,971 178,971 96,146 09/30/2027

698299-AW-4

PANAMA REPUBLIC OF SR UNSECURED 6.700%

01/26/36 D 10/31/2017 ALIC - AUSHC U.S. 1,322,760 1,000,000 1,240,000 1,228,750 0 (6,844) 0 (6,844) 0 1,221,906 0 100,854 100,854 84,494 01/26/2036

715638-BM-3

PERU REPUBLIC OF SR UNSECURED 5.625%

11/18/50 D 10/31/2017 ALIC - AUSHC U.S. 2,521,672 2,000,000 2,217,500 2,218,586 0 (2,617) 0 (2,617) 0 2,215,969 0 305,703 305,703 106,875 11/18/2050

71654Q-BR-2

PETROLEOS MEXICANOS SR UNSECURED 6.375%

01/23/45 D 10/31/2017 ALIC - AUSHC U.S. 496,353 500,000 496,227 496,358 0 4 0 4 0 496,362 0 (10) (10) 40,464 01/23/2045

71654Q-BX-9


01/23/46 D 04/20/2017 JEFFRIES 891,500 1,000,000 818,334 819,827 0 541 0 541 0 820,368 0 71,132 71,132 42,500 01/23/2046

71656L-BJ-9


02/04/21 D 01/24/2017 Tax Free Exchange 1,500,000 1,500,000 1,500,000 1,500,000 0 0 0 0 0 1,500,000 0 0 0 45,156 02/04/2021

718286-BZ-9

PHILIPPINES REPUBLIC OF SR UNSECURED

3.950% 01/20/40 D 10/31/2017 ALIC - AUSHC U.S. 1,032,353 1,000,000 1,044,900 1,043,048 0 (1,033) 0 (1,033) 0 1,042,014 0 (9,661) (9,661) 50,472 01/20/2040

760942-AS-1

REPUBLICIA ORIENT URUGUAY SR UNSECURED

7.625% 03/21/36 D 10/31/2017 ALIC - AUSHC U.S. 986,781 700,000 695,625 696,171 0 121 0 121 0 696,292 0 290,489 290,489 59,157 03/21/2036

760942-AZ-5


4.500% 08/14/24 D 10/31/2017 ALIC - AUSHC U.S. 594,179 541,797 540,892 541,130 0 62 0 62 0 541,192 0 52,987 52,987 29,528 08/14/2024

760942-BA-9


5.100% 06/18/50 D 10/31/2017 ALIC - AUSHC U.S. 2,146,516 2,000,000 2,024,920 2,024,861 0 (350) 0 (350) 0 2,024,511 0 122,005 122,005 88,400 06/18/2050

760942-BB-7


4.375% 10/27/27 D 10/31/2017 ALIC - AUSHC U.S. 324,148 300,000 297,420 297,624 0 178 0 178 0 297,802 0 26,346 26,346 13,234 10/27/2027

77586R-AC-4 ROMANIA SR UNSECURED 6.125% 01/22/44 D 10/31/2017 ALIC - AUSHC U.S. 1,274,171 1,000,000 982,090 982,706 0 142 0 142 0 982,849 0 291,322 291,322 77,924 01/22/2044

836205-AT-1

SOUTH AFRICA REPUBLIC OF SR UNSECURED

4.875% 04/14/26 D 10/31/2017 ALIC - AUSHC U.S. 497,442 500,000 521,875 521,574 0 (1,582) 0 (1,582) 0 519,992 0 (22,550) (22,550) 25,458 04/14/2026

836205-AU-8

SOUTH AFRICA REPUBLIC OF SR USNECURED

4.300% 10/12/28 D 03/27/2017 HSBC SEC INC 958,750 1,000,000 993,500 993,534 0 146 0 146 0 993,680 0 (34,930) (34,930) 20,067 10/12/2028

85227S-AH-9

SRI LANKA REPUBLIC OF SR UNSECURED 6.250%

10/04/20 D 10/31/2017 ALIC - AUSHC U.S. 1,069,063 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 69,063 69,063 67,014 10/04/2020

900123-AW-0

TURKEY REPUBLIC OF UNSECURED 7.375%

02/05/25 D 10/31/2017 ALIC - AUSHC U.S. 1,149,122 1,000,000 1,183,750 1,142,066 0 (12,063) 0 (12,063) 0 1,130,003 0 19,119 19,119 91,163 02/05/2025

900123-BG-4

TURKEY REPUBLIC OF SR UNSECURED 6.750%

05/30/40 D 10/31/2017 ALIC - AUSHC U.S. 546,913 500,000 491,500 492,564 0 111 0 111 0 492,675 0 54,238 54,238 30,938 05/30/2040

900123-BJ-8

TURKEY REPUBLIC OF NOTES 6.000% 01/14/41

D 10/31/2017 ALIC - AUSHC U.S. 2,008,282 2,000,000 2,156,900 2,145,592 0 (2,888) 0 (2,888) 0 2,142,704 0 (134,422) (134,422) 155,333 01/14/2041

E14.6





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

900123-CK-4

TURKEY REPUBLIC OF SR UNSECURED 4.875%

10/09/26 D 10/31/2017 ALIC - AUSHC U.S. 1,471,097 1,500,000 1,516,500 1,515,842 0 (1,028) 0 (1,028) 0 1,514,814 0 (43,717) (43,717) 77,391 10/09/2026

91086Q-AV-0

UNITED MEXICAN STATES SR UNSECURED 6.050%

01/11/40 D 10/31/2017 ALIC - AUSHC U.S. 586,192 500,000 488,620 489,778 0 129 0 129 0 489,907 0 96,285 96,285 39,409 01/11/2040

91086Q-AY-4


01/15/20 D 05/26/2017 JEFFRIES 542,500 500,000 495,185 498,253 0 203 0 203 0 498,457 0 44,044 44,044 22,493 01/15/2020

91086Q-AZ-1


10/12/10 D 10/31/2017 ALIC - AUSHC U.S. 1,048,003 1,000,000 965,000 965,024 0 73 0 73 0 965,097 0 82,906 82,906 60,375 10/12/2110

91086Q-BB-3


03/08/44 D 10/31/2017 ALIC - AUSHC U.S. 500,610 500,000 496,125 496,216 0 61 0 61 0 496,278 0 4,332 4,332 27,181 03/08/2044

91086Q-BC-1


10/02/23 D 10/31/2017 ALIC - AUSHC U.S. 524,559 500,000 497,715 498,334 0 191 0 191 0 498,525 0 26,034 26,034 21,556 10/02/2023

91086Q-BG-2


01/21/26 D 10/31/2017 ALIC - AUSHC U.S. 1,042,539 1,000,000 996,240 996,515 0 235 0 235 0 996,750 0 45,789 45,789 52,594 01/21/2026

988895-AE-8

ZAMBIA REPUBLIC OF SR UNSECURED 8.500%

04/14/24 D 12/15/2017 CITIGROUP 835,500 750,000 760,500 758,275 0 (844) 0 (844) 0 757,431 0 78,069 78,069 75,260 04/14/2024

V25125-BD-2 IVORY COAST SR UNSECURED 5.750% 12/31/32 D 06/16/2017 Corporate Action 243,653 249,900 242,403 243,253 0 264 0 264 0 243,517 0 135 135 6,626 12/31/2032

V25125-BD-2 IVORY COAST SR UNSECURED 5.750% 12/31/32 D 06/30/2017

Redemption

100.0000 3,675 3,675 3,565 3,577 0 98 0 98 0 3,675 0 0 0 106 12/31/2032

V25125-BD-2 IVORY COAST SR UNSECURED 5.750% 12/31/32 D 10/31/2017 ALIC - AUSHC U.S. 232,964 236,425 229,332 230,137 0 373 0 373 0 230,510 0 2,454 2,454 11,329 12/31/2032

EJ3648-50-2

REPUBLIC OF ZAMBIA UNSECURED 5.375%

09/20/22 D 12/20/2017 Various 963,625 1,000,000 713,750 749,992 0 24,025 0 24,025 0 774,017 0 189,608 189,608 54,571 09/20/2022

EJ9871-50-4

REPUBLIC OF HONDURAS SR UNSECURED 8.750%

12/16/20 D 10/31/2017 ALIC - AUSHC U.S. 1,139,079 1,000,000 1,095,625 1,062,291 0 (11,845) 0 (11,845) 0 1,050,446 0 88,633 88,633 76,319 12/16/2020

EK1231-40-7

BANCO INTERNAC DEL PERU SUBORDINATED

6.625% 03/19/29 D 10/31/2017 ALIC - AUSHC U.S. 862,647 760,000 831,440 827,958 0 (6,603) 0 (6,603) 0 821,355 0 41,293 41,293 56,084 03/19/2029

EK2519-85-9

OLEODUCTO CENTRAL SA SR UNSECURED 4.000%

05/07/21 D 07/11/2017 Larrainvial 1,184,678 1,146,000 1,138,838 1,138,866 0 801 0 801 0 1,139,666 0 45,011 45,011 31,451 05/07/2021

EK3774-36-2

CORP FINANCIERA DE DESAR SUBORDINATED

5.250% 07/15/29 D 06/21/2017 Larrainvial 1,047,500 1,000,000 1,080,000 1,077,320 0 (4,319) 0 (4,319) 0 1,073,001 0 (25,501) (25,501) 49,729 07/15/2029

EK3774-36-2

CORP FINANCIERA DE DESAR SUBORDINATED

5.250% 07/15/29 D 10/31/2017 ALIC - AUSHC U.S. 317,905 300,000 324,000 323,196 0 (2,240) 0 (2,240) 0 320,956 0 (3,051) (3,051) 20,344 07/15/2029

EK4901-86-5

GHANA REPUBLIC OF SR UNSECURED 8.125%

01/18/26 D 12/18/2017

Salomon Brothers -

93201 1,945,213 1,750,000 1,627,625 1,629,394 0 10,232 0 10,232 0 1,639,626 0 305,587 305,587 202,222 01/18/2026

EK5906-74-9

SOCIALIST REP OF VIETNAM SR UNSECURED

4.800% 11/19/24 D 10/31/2017 ALIC - AUSHC U.S. 536,183 500,000 500,250 500,225 0 (10) 0 (10) 0 500,215 0 35,968 35,968 22,733 11/19/2024

G47661-AA-4

INDUSTRIAL SR TR SR UNSECURED 5.500%

11/01/22 D 10/31/2017 ALIC - AUSHC U.S. 711,924 700,000 682,500 685,395 0 1,842 0 1,842 0 687,237 0 24,687 24,687 38,393 11/01/2022

JV8062-62-4


01/29/26 D 10/31/2017 ALIC - AUSHC U.S. 401,606 350,000 362,250 362,229 0 (877) 0 (877) 0 361,352 0 40,254 40,254 30,145 01/29/2026

P01012-AE-6

EL SALVADOR REP UNSECURED 8.250% 04/10/32

D 07/27/2017 NOMURA SECURITIES 970,000 1,000,000 1,020,000 1,016,439 0 (326) 0 (326) 0 1,016,113 0 (46,113) (46,113) 66,458 04/10/2032

P01012-AQ-9

EL SALVADOR REPUBLIC OF SR UNSECURED

7.375% 12/01/19 D 07/27/2017 OPPENHEIMER & CO. 751,875 750,000 832,500 780,863 0 (4,035) 0 (4,035) 0 776,829 0 (24,954) (24,954) 27,144 12/01/2019

P3579E-AD-9


01/23/18 D 07/23/2017

Redemption

100.0000 218,595 218,595 234,444 219,839 0 (1,244) 0 (1,244) 0 218,595 0 0 0 14,821 01/23/2018

P3579E-AD-9


01/23/18 D 10/31/2017 ALIC - AUSHC U.S. 110,909 109,298 117,222 109,920 0 (256) 0 (256) 0 109,664 0 1,246 1,246 12,543 01/23/2018

P5015V-AE-6

GUATEMALA REPUBLIC OF SR UNSECURED 4.875%

02/13/28 D 10/31/2017 ALIC - AUSHC U.S. 990,777 960,000 981,600 978,830 0 (1,119) 0 (1,119) 0 977,711 0 13,066 13,066 56,810 02/13/2028

P93077-AA-6

TRANSPRTDRA DE GAS INTL SR UNSECURED

5.700% 03/20/22 D 10/31/2017 ALIC - AUSHC U.S. 206,181 200,000 203,000 202,200 0 (531) 0 (531) 0 201,669 0 4,512 4,512 12,667 03/20/2022

X7330Z-BB-7

CROTIA REPUBLIC OF SR UNSECURED 6.625%

07/14/20 D 10/31/2017 ALIC - AUSHC U.S. 2,190,242 2,000,000 2,156,250 2,067,159 0 (14,803) 0 (14,803) 0 2,052,356 0 137,886 137,886 171,514 07/14/2020

X77765-AA-7

SERBIA REPUBLIC OF SR UNSECURED 6.750%

11/01/24 D 05/01/2017

Redemption

100.0000 28,385 28,385 27,795 28,016 0 369 0 369 0 28,385 0 0 0 958 11/01/2024

X77765-AA-7


11/01/24 D 10/31/2017 ALIC - AUSHC U.S. 434,192 425,778 416,932 420,244 0 749 0 749 0 420,993 0 13,199 13,199 28,660 11/01/2024

E14.7





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

X77765-BK-4


09/28/21 D 10/31/2017 ALIC - AUSHC U.S. 575,427 500,000 562,250 554,042 0 (8,617) 0 (8,617) 0 545,425 0 30,002 30,002 39,472 09/28/2021

Y2029S-AF-1

REPUBLIC OF SRI LANKA SOVEREIGNS 6.250%

10/04/20 D 10/31/2017 ALIC - AUSHC U.S. 1,069,063 1,000,000 987,500 992,414 0 1,562 0 1,562 0 993,975 0 75,088 75,088 67,014 10/04/2020

Y20721-AJ-8

INDONESIA REPUBLIC OF SR UNSECURED 6.625%

02/17/37 D 07/06/2017 HSBC SEC INC 1,232,500 1,000,000 1,188,400 1,185,114 0 (2,817) 0 (2,817) 0 1,182,297 0 50,203 50,203 59,625 02/17/2037

Y20721-AJ-8

INDONESIA REPUBLIC OF SR UNSECURED 6.625%

02/17/37 D 10/31/2017 ALIC - AUSHC U.S. 641,782 500,000 594,200 592,557 0 (2,254) 0 (2,254) 0 590,303 0 51,479 51,479 39,842 02/17/2037

Y20721-BB-4

INDONESIA REPUBLIC OF UNSECURED BOND

5.250% 01/17/42 D 07/05/2017 HSBC SEC INC 1,086,250 1,000,000 916,250 917,715 0 794 0 794 0 918,509 0 167,741 167,741 51,479 01/17/2042

1099999. Subtotal - Bonds - All Other Governments 97,325,097 91,343,853 90,751,000 90,738,823 0 22,830 0 22,830 0 90,761,650 0 6,563,442 6,563,442 5,033,197 XXX

13062T-6P-4

CALIFORNIA STATE AMBAC TCRS BNY 4.500%

08/01/26 05/30/2017 WARBURG DILLON READ 70,203 70,000 56,929 61,034 0 289 0 289 0 61,323 0 8,880 8,880 2,634 08/01/2026

13062T-6P-4

CALIFORNIA STATE AMBAC TCRS BNY 4.500%

08/01/26 05/19/2017 Call 100.0000 6,930,000 6,930,000 5,635,961 6,042,334 0 16,457 0 16,457 0 6,058,791 0 871,209 871,209 205,290 08/01/2026

13063A-4W-1

CALIFORNIA STATE OF VAR PURP 6.500%

04/01/33 10/31/2017 ALIC - AUSHC U.S. 5,381,600 5,000,000 5,285,150 5,078,568 0 (27,887) 0 (27,887) 0 5,050,680 0 330,920 330,920 352,083 04/01/2033

13063A-4Y-7

CALIFORNIA STATE OF VAR PURP GENL OBL

6.000% 04/01/38 10/31/2017 ALIC - AUSHC U.S. 10,724,176 10,030,000 10,531,413 10,167,563 0 (48,969) 0 (48,969) 0 10,118,594 0 605,582 605,582 651,950 04/01/2038

13063A-5E-0

CALIFORNIA STATE OF BUILD AMERICA BOND

7.500% 04/01/34 10/31/2017 ALIC - AUSHC U.S. 2,923,260 2,000,000 2,217,940 2,186,910 0 (4,913) 0 (4,913) 0 2,181,998 0 741,262 741,262 162,500 04/01/2034

13063B-3X-8

CALIFORNIA ST VARIOUS PURPOSE 5.000%

04/01/43 10/31/2017 ALIC - AUSHC U.S. 5,748,250 5,000,000 5,671,500 5,532,774 0 (65,163) 0 (65,163) 0 5,467,611 0 280,639 280,639 270,833 04/01/2043

13063C-MC-1

CALIFORNIA ST VARIOUS PURPOSE 5.000%

10/01/44 10/31/2017 ALIC - AUSHC U.S. 10,290,159 8,910,000 10,228,556 10,076,763 0 (113,049) 0 (113,049) 0 9,963,714 0 326,445 326,445 482,625 10/01/2044

13067J-KT-7

CALIFORNIA ST ECONOMIC REF-SER A 5.000%

07/01/20 10/31/2017 ALIC - AUSHC U.S. 8,256,075 7,750,000 8,405,208 8,015,280 0 (87,040) 0 (87,040) 0 7,928,240 0 327,835 327,835 516,667 07/01/2020

20772G-5P-9

CONNECTICUT ST BUILD AMERICA BONDS-TAXABLE

5.027% 04/01/24 10/31/2017 ALIC - AUSHC U.S. 2,098,660 2,000,000 2,047,800 2,018,053 0 (4,341) 0 (4,341) 0 2,013,712 0 84,948 84,948 108,918 04/01/2024

20772J-AC-6

CONNECTICUT STATE BUILD AMERICA BONDS SER D

5.090% 10/01/30 10/31/2017 ALIC - AUSHC U.S. 3,075,058 2,785,000 3,230,934 3,155,809 0 (17,320) 0 (17,320) 0 3,138,489 0 (63,431) (63,431) 153,570 10/01/2030

25476F-ST-6 COLUMBIA DIST OF SER D 5.000% 06/01/29 10/31/2017 ALIC - AUSHC U.S. 1,826,910 1,500,000 1,739,535 1,738,890 0 (17,424) 0 (17,424) 0 1,721,466 0 105,444 105,444 64,792 06/01/2029

34153P-E2-0

FLORIDA ST BRD ED REF CAP OUTLAY 2011 SER C

5.000% 06/01/25 10/31/2017 ALIC - AUSHC U.S. 11,261,600 10,000,000 11,083,900 10,534,840 0 (94,496) 0 (94,496) 0 10,440,344 0 821,256 821,256 458,333 06/01/2025

419792-ML-7 HAWAII ST REF-SER FH 5.000% 10/01/29 10/31/2017 ALIC - AUSHC U.S. 8,508,990 7,000,000 8,726,060 8,697,334 0 (131,190) 0 (131,190) 0 8,566,144 0 (57,154) (57,154) 367,500 10/01/2029

452151-LF-8

ILLINOIS STATE TAXABLE PENSION 5.100%

06/01/33 07/10/2017 BARCLAY INVESTMENTS 948,630 1,000,000 881,670 881,680 0 2,241 0 2,241 0 883,921 0 64,709 64,709 31,450 06/01/2033

452151-LF-8

ILLINOIS STATE TAXABLE PENSION 5.100%

06/01/33 10/31/2017 ALIC - AUSHC U.S. 1,517,925 1,500,000 1,322,505 1,322,520 0 5,338 0 5,338 0 1,327,858 0 190,067 190,067 70,125 06/01/2033

452152-BM-2

ILLINOIS STATE BUILD AMERICA BONDS-ILLINOIS

6.630% 02/01/35 05/31/2017 BARCLAY INVESTMENTS 1,005,060 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 5,060 5,060 55,987 02/01/2035

452152-CS-8 ILLINOIS STATE REF 5.000% 01/01/20 10/31/2017 ALIC - AUSHC U.S. 2,260,101 2,145,000 2,328,891 2,212,417 0 (18,069) 0 (18,069) 0 2,194,348 0 65,753 65,753 143,000 01/01/2020

452152-G5-4 ILLINOIS STATE REF 5.000% 02/01/24 10/31/2017 ALIC - AUSHC U.S. 4,370,880 4,000,000 4,413,240 4,404,783 0 (43,016) 0 (43,016) 0 4,361,767 0 9,113 9,113 199,444 02/01/2024

574193-EH-7

MARYLAND STATE OF ST & LOCAL FACS LOAN FIRST

SER 3.000% 03/15/27 10/31/2017 ALIC - AUSHC U.S. 5,154,650 5,000,000 5,078,000 5,051,778 0 (13,046) 0 (13,046) 0 5,038,732 0 115,918 115,918 169,167 03/15/2027

605580-5X-3

MISSISSIPPI STATE BUILD AMERICA BONDS

5.245% 11/01/34 10/31/2017 ALIC - AUSHC U.S. 2,988,300 2,500,000 2,500,000 2,500,000 0 0 0 0 0 2,500,000 0 488,300 488,300 131,125 11/01/2034

649791-HL-7 NEW YORK ST SER A 5.000% 03/01/27 10/31/2017 ALIC - AUSHC U.S. 11,715,300 10,000,000 12,253,000 11,962,790 0 (253,861) 0 (253,861) 0 11,708,929 0 6,371 6,371 583,333 03/01/2027

68609B-RG-4

OREGON STATE OF GENERAL OBLIGATION UNLTD

5.000% 08/01/41 03/02/2017 MERRILL LYNCH-MUNI 6,032,294 5,280,000 6,270,475 6,206,239 0 (15,456) 0 (15,456) 0 6,190,783 0 (158,488) (158,488) 158,400 08/01/2041

70914P-ME-9

PENNSYLVANIA ST BUILD AMERICA BONDS-SER B

4.650% 02/15/26 10/31/2017 ALIC - AUSHC U.S. 2,178,020 2,000,000 1,981,760 1,987,967 0 859 0 859 0 1,988,827 0 189,193 189,193 112,633 02/15/2026

74514L-ND-5

PUERTO RICO COMWLTH REF-PUB IMPT-SER A

5.500% 07/01/19 12/20/2017 JPM-CHASE 4,058,640 4,000,000 3,993,200 3,998,155 0 619 0 619 0 3,998,773 0 59,867 59,867 324,500 07/01/2019

882721-XL-2

TEXAS ST COLLEGE STUDENT LN-SER A 5.250%

08/01/23 10/31/2017 ALIC - AUSHC U.S. 6,652,343 6,630,000 6,200,708 6,393,587 0 24,841 0 24,841 0 6,418,428 0 233,915 233,915 435,094 08/01/2023

E14.8





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

882722-ZK-0

TEXAS ST AMT-COLLEGE STUDENT LN-SER A

5.000% 08/01/25 10/31/2017 ALIC - AUSHC U.S. 1,123,530 1,000,000 1,064,910 1,033,004 0 (5,578) 0 (5,578) 0 1,027,427 0 96,103 96,103 62,500 08/01/2025

882722-ZM-6

TEXAS ST AMT-COLLEGE STUDENT LN-SER A

5.000% 08/01/31 10/31/2017 ALIC - AUSHC U.S. 5,561,500 5,000,000 5,138,900 5,071,283 0 (12,062) 0 (12,062) 0 5,059,220 0 502,280 502,280 312,500 08/01/2031

882723-TC-3

TEXAS STATE OF REF TRANSPRTN COMMISSION SER

A 5.000% 10/01/44 10/31/2017 ALIC - AUSHC U.S. 10,367,305 8,965,000 10,331,495 10,126,426 0 (111,865) 0 (111,865) 0 10,014,561 0 352,744 352,744 485,604 10/01/2044

928109-ZU-4

VIRGINIA STATE OF SER A 2 5.000% 06/01/24

10/31/2017 ALIC - AUSHC U.S. 5,875,525 5,210,000 6,095,596 5,649,148 0 (78,594) 0 (78,594) 0 5,570,554 0 304,972 304,972 238,792 06/01/2024

93974B-L8-3

WASHINGTON ST MOTOR VEHICLE FUEL TAX-SER B

5.000% 07/01/30 07/01/2017 Call 100.0000 5,060,000 5,060,000 5,127,247 5,066,176 0 (6,176) 0 (6,176) 0 5,060,000 0 0 0 253,000 07/01/2030

97705M-DH-5

WISCONSIN STATE OF SER A 5.000% 05/01/36

10/31/2017 ALIC - AUSHC U.S. 28,784,070 24,590,000 29,267,756 28,905,045 0 (389,504) 0 (389,504) 0 28,515,541 0 268,530 268,530 1,229,500 05/01/2036

1799999. Subtotal - Bonds - U.S. States, Territories and Possessions 182,749,014 163,855,000 180,110,239 177,079,150 0 (1,508,375) 0 (1,508,375) 0 175,570,775 0 7,178,242 7,178,242 8,793,849 XXX

004014-GG-5

ACADEMY TEXAS INDEP SCH DIST SCH BLDG

5.000% 08/15/38 10/31/2017 ALIC - AUSHC U.S. 7,453,931 6,560,000 6,732,908 6,683,695 0 (13,719) 0 (13,719) 0 6,669,976 0 783,955 783,955 397,244 08/15/2038

016059-DN-4

ALHAMBRA CALIFORNIA UNI SCH CAP APPREC SER B

0.000% 08/01/37 10/31/2017 ALIC - AUSHC U.S. 5,252,170 11,000,000 1,774,960 2,901,653 0 160,299 0 160,299 0 3,061,953 0 2,190,217 2,190,217 0 08/01/2037

09088R-WE-2

BIRMINGHAM ALABAMA CONVERTIBLE CABS SER A

5.000% 03/01/27 10/31/2017 ALIC - AUSHC U.S. 1,153,160 1,000,000 940,010 955,794 0 (17,429) 0 (17,429) 0 938,365 0 214,795 214,795 33,333 03/01/2027

09088R-WF-9

BIRMINGHAM ALABAMA CONVERTIBLE CABS SER A

5.000% 03/01/32 10/31/2017 ALIC - AUSHC U.S. 1,334,233 1,170,000 1,064,642 1,084,721 0 (22,590) 0 (22,590) 0 1,062,131 0 272,102 272,102 39,000 03/01/2032

138735-UV-5

CANUTILLO TEXAS INDEP SCH DIST SCH BLDG

5.000% 08/15/36 10/31/2017 ALIC - AUSHC U.S. 5,710,700 5,000,000 5,651,450 5,451,787 0 (51,454) 0 (51,454) 0 5,400,333 0 310,367 310,367 302,778 08/15/2036

234839-NY-0

DALLAS CNTY TX UTILITY & REC REF 5.000%

02/15/24 10/31/2017 ALIC - AUSHC U.S. 8,855,406 7,560,000 9,154,102 8,668,544 0 (119,057) 0 (119,057) 0 8,549,486 0 305,920 305,920 457,800 02/15/2024

235219-KP-6 DALLAS TEXAS REF 5.000% 02/15/31 10/31/2017 ALIC - AUSHC U.S. 5,701,250 5,000,000 5,948,700 5,757,629 0 (81,548) 0 (81,548) 0 5,676,081 0 25,169 25,169 302,778 02/15/2031

239427-AH-0

DAWSON RIDGE MET DIST NO 1 REF-SER B

0.000% 10/01/22 10/31/2017 ALIC - AUSHC U.S. 8,021,738 8,750,000 4,174,863 6,446,273 0 290,756 0 290,756 0 6,737,029 0 1,284,708 1,284,708 0 10/01/2022

259291-NK-4

DOUGLAS CNTY NE SCH DIST 1 5.000%

12/15/34 10/31/2017 ALIC - AUSHC U.S. 10,965,318 9,175,000 10,692,820 10,692,448 0 (110,605) 0 (110,605) 0 10,581,843 0 383,475 383,475 383,566 12/15/2034

291119-GA-7

EMERY CALIFORNIA UNIF SCH DIST CABS 2010

ELECTION SER D 0.000% 08/01/36 10/31/2017 ALIC - AUSHC U.S. 867,520 2,000,000 598,020 730,440 0 31,880 0 31,880 0 762,319 0 105,201 105,201 0 08/01/2036

291119-GB-5

EMERY CALIFORNIA UNIF SCH DIST CABS 2010

ELECTION SER D 0.000% 08/01/37 10/31/2017 ALIC - AUSHC U.S. 2,320,171 5,725,000 1,602,943 1,962,333 0 86,639 0 86,639 0 2,048,972 0 271,199 271,199 0 08/01/2037

382604-P9-1

GOOSE CREEK TEXAS CONSOL INDEP REF-SER A

4.000% 02/15/27 10/31/2017 ALIC - AUSHC U.S. 4,033,618 3,540,000 4,109,692 4,070,242 0 (44,233) 0 (44,233) 0 4,026,009 0 7,608 7,608 171,493 02/15/2027

382604-Q5-8

GOOSE CREEK TEXAS CONSOL INDEP REF-SER B

5.000% 02/15/28 10/31/2017 ALIC - AUSHC U.S. 6,510,917 5,405,000 6,650,204 6,564,745 0 (95,964) 0 (95,964) 0 6,468,781 0 42,136 42,136 327,303 02/15/2028

386154-7B-8

GRAND PRAIRIE TX INDEP SCH DIS CAP APPREC-

REF 0.000% 08/15/39 10/31/2017 ALIC - AUSHC U.S. 2,244,100 10,000,000 1,748,000 2,123,165 0 70,975 0 70,975 0 2,194,140 0 49,960 49,960 0 08/15/2039

414018-4V-0

HARRIS CNTY TEXAS FLOOD REF CONTRACT TAX SER

A 5.000% 10/01/34 10/31/2017 ALIC - AUSHC U.S. 11,015,800 10,000,000 10,099,400 10,043,376 0 (8,795) 0 (8,795) 0 10,034,582 0 981,218 981,218 541,667 10/01/2034

521841-AF-3

LEANDER TX INDEP SCH DIST CABS-REF-SER A

0.000% 08/15/29 10/31/2017 ALIC - AUSHC U.S. 5,542,532 8,380,000 4,247,235 5,083,130 0 169,992 0 169,992 0 5,253,122 0 289,410 289,410 0 08/15/2029

521841-AT-3

LEANDER TX INDEP SCH DIST REF-SER A

5.000% 08/15/30 10/31/2017 ALIC - AUSHC U.S. 2,324,260 2,000,000 2,131,000 2,093,913 0 (10,493) 0 (10,493) 0 2,083,420 0 240,840 240,840 121,111 08/15/2030

521841-AW-6

LEANDER TX INDEP SCH DIST REF-SER A

5.000% 08/15/33 06/20/2017 Tax Free Exchange 2,367,135 2,295,000 2,401,947 2,371,910 0 (4,775) 0 (4,775) 0 2,367,135 0 0 0 97,219 08/15/2033

528828-4J-2

LEWISVILLE TX INDEP SCH DIST CABS REF SER B

0.000% 08/15/22 10/31/2017 ALIC - AUSHC U.S. 2,921,508 3,175,000 2,613,978 2,759,528 0 57,770 0 57,770 0 2,817,298 0 104,210 104,210 0 08/15/2022

564096-VX-0

MANOR TEXAS INDPT SCH DIST REF 5.000%

08/01/32 10/31/2017 ALIC - AUSHC U.S. 5,338,494 4,565,000 5,288,279 5,130,641 0 (55,918) 0 (55,918) 0 5,074,724 0 263,770 263,770 285,313 08/01/2032

59333M-PL-3

MIAMI-DADE CNTY FLA SCH BRD SER C 5.000%

10/01/20 10/31/2017 ALIC - AUSHC U.S. 5,054,183 4,585,000 4,718,194 4,631,444 0 (9,554) 0 (9,554) 0 4,621,890 0 432,293 432,293 248,354 10/01/2020

597851-Y7-3

MIDLOTHIAN TEXAS INDPT SCH DIS VARIABLE-REF-

SER C 3.000% 08/01/51 02/06/2017 Tax Free Exchange 5,125,499 5,000,000 5,275,200 5,130,244 0 (4,745) 0 (4,745) 0 5,125,499 0 0 0 77,083 08/01/2051

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Date

643153-3B-3

NEW CANEY TX INDEP SCH DIST GENL OBLIGATION

UNLTD 5.000% 02/15/42 10/31/2017 ALIC - AUSHC U.S. 6,734,400 6,000,000 6,344,640 6,246,527 0 (27,481) 0 (27,481) 0 6,219,045 0 515,355 515,355 363,333 02/15/2042

66702R-EL-2

NORTHSIDE TEXAS INDEP SCH DIST SCH BLDG

5.000% 08/15/38 10/31/2017 ALIC - AUSHC U.S. 8,212,429 7,265,000 7,504,236 7,436,604 0 (19,034) 0 (19,034) 0 7,417,570 0 794,858 794,858 439,936 08/15/2038

66702R-ER-9

NORTHSIDE TEXAS INDEP SCH DIST SCH BLDG

5.000% 08/15/43 10/31/2017 ALIC - AUSHC U.S. 5,634,550 5,000,000 5,136,700 5,098,062 0 (10,875) 0 (10,875) 0 5,087,187 0 547,363 547,363 302,778 08/15/2043

672325-ZG-5

OAKLAND CA UNIF SCH DIST SER A 3.000%

08/01/41 02/13/2017 RAMIREZ 1,075,000 1,250,000 1,234,800 1,234,925 0 56 0 56 0 1,234,982 0 (159,982) (159,982) 18,646 08/01/2041

720424-ZG-8

PIERCE CNTY WA SCH DIST REF 5.000%

12/01/39 04/11/2017 Various 8,506,025 7,500,000 8,614,112 8,504,469 0 (15,289) 0 (15,289) 0 8,489,180 0 16,845 16,845 90,278 12/01/2039

720424-ZG-8

PIERCE CNTY WA SCH DIST REF 5.000%

12/01/39 10/31/2017 ALIC - AUSHC U.S. 8,875,660 7,600,000 8,699,568 8,590,823 0 (80,860) 0 (80,860) 0 8,509,963 0 365,697 365,697 348,333 12/01/2039

734260-R3-8

PORT HOUSTON AUTH TEX HARRIS REF AMT SER A

6.125% 10/01/33 10/31/2017 ALIC - AUSHC U.S. 5,222,000 5,000,000 5,173,700 5,036,979 0 (17,168) 0 (17,168) 0 5,019,811 0 202,189 202,189 331,771 10/01/2033

734260-R4-6

PORT HOUSTON AUTH TEX HARRIS REF AMT SER A

5.625% 10/01/38 10/31/2017 ALIC - AUSHC U.S. 4,390,874 4,225,000 4,173,202 4,180,543 0 1,067 0 1,067 0 4,181,610 0 209,263 209,263 257,461 10/01/2038

758449-PB-2

REEDY CREEK FLORIDA IMPT DIST 5.000%

06/01/38 10/31/2017 ALIC - AUSHC U.S. 5,723,000 5,000,000 5,000,000 5,000,000 0 0 0 0 0 5,000,000 0 723,000 723,000 229,167 06/01/2038

802853-JK-8

SANTEE CALIF SCH DIST CAP APPREC-ELECTION

2006-SER D 0.000% 08/01/38 10/31/2017 ALIC - AUSHC U.S. 2,112,300 5,000,000 948,550 1,502,085 0 71,146 0 71,146 0 1,573,231 0 539,070 539,070 0 08/01/2038

845267-VX-8

SOUTHWEST TEX INDPT SCH DIST REF-SCH SCH

5.000% 02/01/33 10/31/2017 ALIC - AUSHC U.S. 6,431,804 5,565,000 6,365,024 6,187,909 0 (66,322) 0 (66,322) 0 6,121,587 0 310,218 310,218 347,813 02/01/2033

861619-EN-0

STONE CNTY MO REORG SCH DIST MO DIRECT

DEPOSIT PROGRAM 5.000% 03/01/33 10/31/2017 ALIC - AUSHC U.S. 2,172,900 2,000,000 2,214,680 2,123,693 0 (31,472) 0 (31,472) 0 2,092,221 0 80,679 80,679 116,667 03/01/2033

969073-LF-0

WILL CNTY ILLINOIS CMNTY HS DIST 210 CAP

APPREC 0.000% 01/01/24 10/31/2017 ALIC - AUSHC U.S. 2,807,113 3,180,000 1,881,559 2,261,338 0 93,349 0 93,349 0 2,354,686 0 452,427 452,427 0 01/01/2024

969073-LM-5

WILL CNTY ILLINOIS CMNTY HS UNREFUNDED CABS

0.000% 01/01/24 10/31/2017 ALIC - AUSHC U.S. 2,218,240 2,820,000 1,668,552 2,005,337 0 82,781 0 82,781 0 2,088,118 0 130,122 130,122 0 01/01/2024

982696-PS-9

WYANDOTTE CNTY KANSAS SCH DIST REF GENL OBL

5.250% 09/01/20 10/31/2017 ALIC - AUSHC U.S. 1,658,625 1,500,000 1,702,710 1,559,642 0 (12,811) 0 (12,811) 0 1,546,831 0 111,794 111,794 91,875 09/01/2020

2499999. Subtotal - Bonds - U.S. Political Subdivisions of States, Territories and Possessions 181,888,563 190,790,000 164,280,580 168,306,591 0 184,519 0 184,519 0 168,491,110 0 13,397,451 13,397,451 6,724,100 XXX

01026C-AB-7

ALABAMA ECON SETTLEMENT AUTH BP SETTLEMENT

REV-SER A 4.000% 09/15/33 10/31/2017 ALIC - AUSHC U.S. 10,410,900 10,000,000 9,655,500 9,655,958 0 11,255 0 11,255 0 9,667,213 0 743,687 743,687 351,111 09/15/2033

01179R-SY-0

ALASKA ST MUNI BOND BANK AUTH REF-SER 3

5.000% 12/01/27 02/15/2017 Wachovia 5,655,687 4,855,000 5,891,931 5,878,767 0 (11,291) 0 (11,291) 0 5,867,475 0 (211,789) (211,789) 53,944 12/01/2027

03255M-MZ-7

ANAHEIM CALIF PUB FING AUTH RE WATER SYST

PROJ 4.875% 10/01/33 10/31/2017 ALIC - AUSHC U.S. 3,049,400 2,945,000 2,917,346 2,938,961 0 2,806 0 2,806 0 2,941,767 0 107,633 107,633 155,533 10/01/2033

03255M-NB-9


PROJ 5.000% 10/01/35 10/31/2017 ALIC - AUSHC U.S. 3,358,519 3,240,000 3,257,788 3,243,407 0 (1,591) 0 (1,591) 0 3,241,816 0 116,703 116,703 175,500 10/01/2035

03255M-NC-7


PROJ 5.000% 10/01/36 10/31/2017 ALIC - AUSHC U.S. 3,524,372 3,400,000 3,415,946 3,403,010 0 (1,406) 0 (1,406) 0 3,401,603 0 122,769 122,769 184,167 10/01/2036

03255M-NE-3


PROJ 5.000% 10/01/38 10/31/2017 ALIC - AUSHC U.S. 3,887,175 3,750,000 3,761,625 3,752,078 0 (973) 0 (973) 0 3,751,105 0 136,070 136,070 203,125 10/01/2038

040588-XV-2

ARIZONA ST CTFS PARTN DEPT ADMIN SER A

5.000% 10/01/29 10/31/2017 ALIC - AUSHC U.S. 3,034,811 2,835,000 2,845,575 2,838,450 0 (963) 0 (963) 0 2,837,487 0 197,324 197,324 153,563 10/01/2029

040588-YB-5

ARIZONA ST CTFS PARTN DEPT ADMIN SER A

5.000% 10/01/17 10/01/2017 Maturity 5,000,000 5,000,000 5,378,900 5,041,842 0 (41,842) 0 (41,842) 0 5,000,000 0 0 0 250,000 10/01/2017

040588-YP-4

ARIZONA ST CTFS PARTN DEPT ADMIN-SER B

5.000% 10/01/17 10/01/2017 Maturity 9,455,000 9,455,000 10,305,666 9,552,842 0 (97,842) 0 (97,842) 0 9,455,000 0 0 0 472,750 10/01/2017

047870-BA-7

ATLANTA GA WTR & WASTE SER A 5.500%

11/01/22 10/31/2017 ALIC - AUSHC U.S. 1,146,610 1,000,000 1,124,430 1,056,514 0 (7,166) 0 (7,166) 0 1,049,348 0 97,262 97,262 55,000 11/01/2022

047870-MA-5

ATLANTA GA WTR & WASTE REF SER B 5.250%

11/01/30 10/31/2017 ALIC - AUSHC U.S. 5,927,400 5,000,000 5,219,400 5,158,937 0 (16,489) 0 (16,489) 0 5,142,448 0 784,952 784,952 262,500 11/01/2030

088382-AB-2

BEXAR CNTY TEXAS HSG FIN CORP INN LOS PATIOS

APTS SER A 5.750% 01/01/35 10/31/2017 ALIC - AUSHC U.S. 2,398,208 2,345,000 2,272,211 2,281,146 0 1,477 0 1,477 0 2,282,623 0 115,585 115,585 179,783 01/01/2035

106235-AC-8

BRAZOS TEX HBR INDL DEV CORP DOW CHEM PROJ

5.900% 05/01/38 10/31/2017 ALIC - AUSHC U.S. 1,603,495 1,580,000 1,563,110 1,564,810 0 453 0 453 0 1,565,263 0 38,231 38,231 93,220 05/01/2038

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DuringYear

StatedCon-

tractualMaturity

Date

13032U-FP-8

CALIFORNIA ST HLTH FACS FING REF-PROVIDENCE

ST JOSEPH 4.000% 10/01/47 06/15/2017 Various 1,858,703 1,850,000 1,801,438 1,801,438 0 197 0 197 0 1,801,635 0 57,068 57,068 36,851 10/01/2047

13033W-KX-0

CALIFORNIA INFRASTRUCTURE BAY AREA TOLL

BRDGS 1ST LIEN A 5.000% 07/01/25 10/31/2017 ALIC - AUSHC U.S. 5,927,856 4,800,000 5,019,822 4,927,009 0 (10,692) 0 (10,692) 0 4,916,317 0 1,011,539 1,011,539 320,000 07/01/2025

13033W-KZ-5


BRDGS FIRST LIEN 5.000% 07/01/29 10/31/2017 ALIC - AUSHC U.S. 2,924,844 2,335,000 2,736,293 2,620,732 0 (18,020) 0 (18,020) 0 2,602,712 0 322,132 322,132 155,667 07/01/2029

13033W-LB-7


BRDGS 1ST LIEN 5.000% 07/01/36 10/31/2017 ALIC - AUSHC U.S. 6,516,531 5,120,000 6,081,280 5,819,042 0 (44,431) 0 (44,431) 0 5,774,611 0 741,920 741,920 341,333 07/01/2036

13048T-C8-4

CALIFORNIA ST MUNI FIN AUTH UNIV PACIFIC

5.000% 11/01/48 10/31/2017 ALIC - AUSHC U.S. 1,849,316 1,690,000 1,857,175 1,849,935 0 (33,484) 0 (33,484) 0 1,816,452 0 32,865 32,865 85,674 11/01/2048

130534-A8-3

CALIFORNIA POLLUTION CTL REF-PACIFIC GAS-A-

RMKT 4.750% 12/01/23 02/06/2017 RAMIREZ 2,525,350 2,500,000 2,410,900 2,452,272 0 538 0 538 0 2,452,809 0 72,541 72,541 22,431 12/01/2023

130534-A9-1

CALIFORNIA POLLUTION CTL REF PACIFIC GAS B

RMKT 4.750% 12/01/23 02/06/2017 RAMIREZ 2,525,350 2,500,000 2,506,250 2,500,272 0 (249) 0 (249) 0 2,500,024 0 25,326 25,326 22,431 12/01/2023

130685-YG-9

CALIFORNIA ST PUB WKS BRD VAR CAP PJS-SUBSER

I-1 5.250% 11/01/20 10/31/2017 ALIC - AUSHC U.S. 3,664,026 3,385,000 3,365,401 3,378,011 0 2,136 0 2,136 0 3,380,146 0 283,879 283,879 177,713 11/01/2020

130685-YM-6

CALIFORNIA ST PUB WKS BRD VAR CAP PJS-SUBSER

I-1 6.125% 11/01/29 10/31/2017 ALIC - AUSHC U.S. 5,498,535 5,000,000 4,968,400 4,988,313 0 3,606 0 3,606 0 4,991,918 0 506,617 506,617 306,250 11/01/2029

155498-BM-9

CENTRAL TEX REGL MOBILITY AUTH SR LIEN

5.750% 01/01/18 10/31/2017 ALIC - AUSHC U.S. 705,166 700,000 723,471 703,551 0 (3,057) 0 (3,057) 0 700,494 0 4,672 4,672 53,667 01/01/2018

155498-BP-2


5.750% 01/01/20 10/31/2017 ALIC - AUSHC U.S. 764,323 700,000 711,998 704,348 0 (1,198) 0 (1,198) 0 703,149 0 61,174 61,174 53,667 01/01/2020

155498-BQ-0


5.750% 01/01/25 10/31/2017 ALIC - AUSHC U.S. 3,835,216 3,500,000 3,500,965 3,500,213 0 (375) 0 (375) 0 3,499,838 0 335,378 335,378 268,333 01/01/2025

155498-ET-1

CENTRAL TEX REGL MOBILITY AUTH PREREFUNDED-

SENIOR LIEN 5.750% 01/01/19 10/31/2017 ALIC - AUSHC U.S. 593,097 565,000 569,751 568,780 0 (1,574) 0 (1,574) 0 567,206 0 25,892 25,892 43,317 01/01/2019

155498-EU-8

CENTRAL TEX REGL MOBILITY AUTH UNREFUNDED-

SENIOR LIEN 5.750% 01/01/19 10/31/2017 ALIC - AUSHC U.S. 194,507 185,000 186,556 186,238 0 (515) 0 (515) 0 185,722 0 8,785 8,785 14,183 01/01/2019

16559P-AR-6

CHESTER CNTY PA INDL DEV AUTH UNIV STUDENT

HSG LLC PROJ-W 5.000% 08/01/30 10/31/2017 ALIC - AUSHC U.S. 1,169,333 1,100,000 1,196,745 1,165,634 0 (7,436) 0 (7,436) 0 1,158,198 0 11,135 11,135 68,750 08/01/2030

167593-QL-9

CHICAGO ILL OHARE INTL ARPT RE REF AMT A

5.000% 01/01/30 10/31/2017 ALIC - AUSHC U.S. 14,875,640 13,000,000 14,202,110 14,066,165 0 (97,358) 0 (97,358) 0 13,968,806 0 906,834 906,834 866,667 01/01/2030

167593-UT-7

CHICAGO ILL OHARE INTL ARPT RE REF-GEN-

SENIOR LIEN-SER B 5.000% 01/01/41 10/31/2017 ALIC - AUSHC U.S. 4,695,186 4,150,000 4,723,530 4,719,490 0 (46,289) 0 (46,289) 0 4,673,201 0 21,984 21,984 187,903 01/01/2041

167593-WF-5

CHICAGO ILL OHARE INTL ARPT RE SENIOR LIEN-

SER D 5.250% 01/01/29 10/31/2017 ALIC - AUSHC U.S. 1,220,000 1,000,000 1,136,340 1,136,340 0 (9,391) 0 (9,391) 0 1,126,949 0 93,051 93,051 42,438 01/01/2029

16768T-HX-5

CHICAGO ILLINOIS SALES TAX REV REF SER A

4.000% 01/01/29 10/31/2017 ALIC - AUSHC U.S. 2,004,000 2,000,000 1,973,500 1,981,272 0 936 0 936 0 1,982,209 0 21,791 21,791 106,667 01/01/2029

16772P-AM-8

CHICAGO ILL TRANSIT AUTH SALES BUILD AMERICA

BONDS SER B 5.370% 12/01/22 10/31/2017 ALIC - AUSHC U.S. 2,954,328 2,720,000 2,716,845 2,718,353 0 185 0 185 0 2,718,537 0 235,791 235,791 133,892 12/01/2022

176553-EN-1

CITIZENS PPTY INS CORP FLORIDA HIGH RISK-SR

SECD-A-1 4.250% 06/01/17 06/01/2017 Maturity 2,000,000 2,000,000 1,973,020 1,998,063 0 1,937 0 1,937 0 2,000,000 0 0 0 42,500 06/01/2017

176553-ET-8

CITIZENS PPTY INS CORP FLORIDA HIGH RISK-SR

SECD-A-1 5.250% 06/01/17 06/01/2017 Maturity 3,755,000 3,755,000 3,940,730 3,767,243 0 (12,243) 0 (12,243) 0 3,755,000 0 0 0 98,569 06/01/2017

18085P-LT-9

CLARK CNTY NEV ARPT REV SER B 5.750%

07/01/42 10/31/2017 ALIC - AUSHC U.S. 6,564,300 6,000,000 6,182,400 6,065,465 0 (17,664) 0 (17,664) 0 6,047,801 0 516,499 516,499 460,000 07/01/2042

18085P-PH-1

CLARK CNTY NEV ARPT REV AMT REF JET AVIATION

FUEL TAX 5.000% 07/01/24 10/31/2017 ALIC - AUSHC U.S. 1,726,830 1,500,000 1,715,025 1,640,245 0 (17,952) 0 (17,952) 0 1,622,292 0 104,538 104,538 100,000 07/01/2024

18085P-PJ-7



18085P-PK-4



18085P-PM-0



181012-AU-9

CLARK CNTY NEV SALES EXCISE REF 5.000%

07/01/29 10/31/2017 ALIC - AUSHC U.S. 4,255,948 4,000,000 4,179,080 4,055,150 0 (17,962) 0 (17,962) 0 4,037,188 0 218,760 218,760 266,667 07/01/2029

185630-XV-7

CLEMSON SOUTH CAROLINA UNIV ATHLETIC FACS-

SER B 3.500% 05/01/43 10/31/2017 ALIC - AUSHC U.S. 3,200,404 3,215,000 3,153,722 3,154,977 0 1,270 0 1,270 0 3,156,247 0 44,157 44,157 112,525 05/01/2043

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15Total



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Date

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BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

185630-XY-1


SER B 3.500% 05/01/46 07/17/2017 RAMIREZ 268,869 270,000 262,594 262,724 0 35 0 35 0 262,759 0 6,110 6,110 4,006 05/01/2046

185630-XY-1


SER B 3.500% 05/01/46 10/31/2017 ALIC - AUSHC U.S. 991,493 1,005,000 977,433 977,916 0 473 0 473 0 978,389 0 13,104 13,104 35,175 05/01/2046

185633-BM-5

CLEMSON SC UNIV HGR EDU REV SER B 3.000%

05/01/32 02/07/2017 RAMIREZ 194,260 200,000 196,936 197,081 0 16 0 16 0 197,097 0 (2,837) (2,837) 1,650 05/01/2032

185633-BM-5

CLEMSON SC UNIV HGR EDU REV SER B 3.000%

05/01/32 10/31/2017 ALIC - AUSHC U.S. 6,084,827 6,110,000 6,016,395 6,020,826 0 3,987 0 3,987 0 6,024,812 0 60,015 60,015 183,300 05/01/2032

19645R-RW-3

COLORADO ST EDUCTNL & CULTURAL REF CHRT SCH

PINNICLE SCH INC 5.000% 06/01/26 10/31/2017 ALIC - AUSHC U.S. 1,565,032 1,400,000 1,552,040 1,504,022 0 (12,195) 0 (12,195) 0 1,491,827 0 73,205 73,205 64,167 06/01/2026

196707-LG-6

COLORADO ST BOARD GOVERNORS SER A 5.250%

03/01/25 03/01/2017 Call 100.0000 5,260,000 5,260,000 5,503,980 5,268,807 0 (8,807) 0 (8,807) 0 5,260,000 0 0 0 138,075 03/01/2025

196707-LM-3

COLORADO ST BOARD GOVERNORS UNREFUNDED SER A

5.250% 03/01/25 03/01/2017 Call 100.0000 875,000 875,000 915,586 876,465 0 (1,465) 0 (1,465) 0 875,000 0 0 0 22,969 03/01/2025

196707-RA-3

COLORADO ST BOARD GOVERNORS SER E 5.000%

03/01/38 10/31/2017 ALIC - AUSHC U.S. 2,864,100 2,500,000 2,596,700 2,568,983 0 (8,276) 0 (8,276) 0 2,560,707 0 303,393 303,393 145,833 03/01/2038

199561-GH-8

COLUMBUS OH SWR REVENUE REF-SYS 5.000%

06/01/28 10/31/2017 ALIC - AUSHC U.S. 7,209,420 6,000,000 7,269,300 7,061,734 0 (102,123) 0 (102,123) 0 6,959,611 0 249,809 249,809 275,000 06/01/2028

207758-RW-5

CONNECTICUT ST SP TAX TRANSN TRANSPTRN

INFRASTRUCTURE-SER A 5.000% 10/01/30 10/31/2017 ALIC - AUSHC U.S. 7,864,551 6,950,000 7,582,450 7,407,478 0 (50,129) 0 (50,129) 0 7,357,349 0 507,202 507,202 376,458 10/01/2030

235036-YD-6

DALLAS FORT WORTH TEX INT ARPT AMT REF SER E

4.000% 11/01/22 02/06/2017 MORGAN STANLEY 2,681,406 2,520,000 2,684,304 2,602,101 0 (2,146) 0 (2,146) 0 2,599,955 0 81,451 81,451 27,440 11/01/2022

235550-FD-7

DALTON GA DEV AUTH REF-HAMILTON HLTH CARE

SYS 3.000% 08/15/25 10/31/2017 ALIC - AUSHC U.S. 1,467,982 1,420,000 1,384,713 1,394,446 0 2,160 0 2,160 0 1,396,605 0 71,376 71,376 51,593 08/15/2025

251237-T6-0

DETROIT MICH SEW DISP REV REF-SYS-SR LIEN-A-

RMK 5.250% 07/01/20 10/31/2017 ALIC - AUSHC U.S. 2,005,800 2,000,000 2,016,000 2,002,602 0 (2,602) 0 (2,602) 0 2,000,000 0 5,800 5,800 140,000 07/01/2020

251250-AD-8

DETROIT MI WTR & SEWERAGE DEPT REF-SR LIEN-

SER A 5.000% 07/01/17 07/01/2017 Maturity 1,430,000 1,430,000 1,573,386 1,445,227 0 (15,227) 0 (15,227) 0 1,430,000 0 0 0 71,500 07/01/2017

25477G-AR-6

DISTRICT COLUMBIA INCOME TAX SER A 5.000%

12/01/25 10/31/2017 ALIC - AUSHC U.S. 5,681,956 5,270,000 5,343,727 5,293,657 0 (6,487) 0 (6,487) 0 5,287,170 0 394,786 394,786 241,542 12/01/2025

25483V-DL-5

DISTRICT COLUMBIA HOWARD UNIV SER A

5.000% 10/01/21 10/31/2017 ALIC - AUSHC U.S. 2,051,140 2,000,000 1,963,300 1,980,625 0 3,111 0 3,111 0 1,983,736 0 67,404 67,404 108,333 10/01/2021

303835-CJ-9

FAIRFAX CNTY VA REDEV & HSG FAIRFAX REDEV &

HSG 4.750% 10/01/33 10/31/2017 ALIC - AUSHC U.S. 3,258,392 3,150,000 3,053,075 3,071,669 0 2,659 0 2,659 0 3,074,328 0 184,063 184,063 162,094 10/01/2033

303835-CK-6

FAIRFAX CNTY VA REDEV & HSG FAIRFAX REDEV &

HSG 4.750% 10/01/36 10/31/2017 ALIC - AUSHC U.S. 1,490,160 1,430,000 1,377,162 1,385,385 0 1,179 0 1,179 0 1,386,564 0 103,596 103,596 73,585 10/01/2036

31283G-7L-5

FED HOME LOAN MTGE CORP GOLD POOL NO G00899

8.500% 08/01/23 10/01/2017 Paydown 28,105 28,105 30,002 28,865 0 (760) 0 (760) 0 28,105 0 0 0 903 08/01/2023

31283G-7L-5


8.500% 08/01/23 10/31/2017 ALIC - AUSHC U.S. 84,354 78,520 83,820 80,642 0 (266) 0 (266) 0 80,376 0 3,977 3,977 6,118 08/01/2023

31283G-GV-3


8.000% 04/01/24 10/01/2017 Paydown 1,961 1,961 2,039 2,002 0 (41) 0 (41) 0 1,961 0 0 0 75 04/01/2024

31283G-GV-3


8.000% 04/01/24 10/31/2017 ALIC - AUSHC U.S. 5,694 5,308 5,517 5,418 0 (11) 0 (11) 0 5,407 0 288 288 389 04/01/2024

31283G-YX-9


8.000% 06/01/27 10/01/2017 Paydown 4,173 4,173 4,321 4,262 0 (89) 0 (89) 0 4,173 0 0 0 130 06/01/2027

31283G-YX-9


8.000% 06/01/27 10/31/2017 ALIC - AUSHC U.S. 35,340 30,875 31,975 31,537 0 (46) 0 (46) 0 31,491 0 3,849 3,849 2,264 06/01/2027

31283H-DY-8


8.000% 11/01/28 10/01/2017 Paydown 5,556 5,556 5,669 5,636 0 (80) 0 (80) 0 5,556 0 0 0 195 11/01/2028

31283H-DY-8


8.000% 11/01/28 10/31/2017 ALIC - AUSHC U.S. 45,833 40,924 41,755 41,513 0 (34) 0 (34) 0 41,479 0 4,354 4,354 3,001 11/01/2028

31283H-HG-3


7.500% 09/01/30 10/01/2017 Paydown 337 337 354 350 0 (13) 0 (13) 0 337 0 0 0 10 09/01/2030

31283H-HG-3


7.500% 09/01/30 10/31/2017 ALIC - AUSHC U.S. 2,777 2,391 2,518 2,486 0 (4) 0 (4) 0 2,482 0 295 295 164 09/01/2030

31283H-RP-2


7.500% 03/01/32 10/01/2017 Paydown 515 515 542 538 0 (23) 0 (23) 0 515 0 0 0 11 03/01/2032

E14.1

2





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

31283H-RP-2


7.500% 03/01/32 10/31/2017 ALIC - AUSHC U.S. 3,265 2,819 2,968 2,944 0 (3) 0 (3) 0 2,941 0 324 324 194 03/01/2032

3128EW-UM-0

FED HOME LOAN MTGE CORP GOLD POOL NO D60588

8.000% 06/01/25 10/01/2017 Paydown 39 39 40 39 0 0 0 0 0 39 0 0 0 2 06/01/2025

3128EW-UM-0


8.000% 06/01/25 10/31/2017 ALIC - AUSHC U.S. 526 519 537 525 0 (1) 0 (1) 0 524 0 2 2 38 06/01/2025

3128EW-ZT-0


8.000% 06/01/25 10/01/2017 Paydown 231 231 240 234 0 (3) 0 (3) 0 231 0 0 0 9 06/01/2025

3128EW-ZT-0


8.000% 06/01/25 10/31/2017 ALIC - AUSHC U.S. 1,840 1,799 1,863 1,822 0 (3) 0 (3) 0 1,819 0 21 21 132 06/01/2025

3128EY-C5-3


8.000% 07/01/25 10/01/2017 Paydown 3 3 3 3 0 0 0 0 0 3 0 0 0 0 07/01/2025

3128EY-C5-3


8.000% 07/01/25 10/31/2017 ALIC - AUSHC U.S. 35 35 36 36 0 0 0 0 0 36 0 0 0 3 07/01/2025

3128F3-BG-7


8.000% 09/01/25 10/01/2017 Paydown 38 38 39 38 0 (1) 0 (1) 0 38 0 0 0 2 09/01/2025

3128F3-BG-7


8.000% 09/01/25 10/31/2017 ALIC - AUSHC U.S. 527 523 542 530 0 (1) 0 (1) 0 529 0 (2) (2) 38 09/01/2025

3128F8-HV-7


8.000% 02/01/26 05/01/2017 Paydown 355 355 368 360 0 (5) 0 (5) 0 355 0 0 0 12 02/01/2026

3128FK-JQ-9


8.000% 01/01/27 10/01/2017 Paydown 318 318 329 323 0 (5) 0 (5) 0 318 0 0 0 12 01/01/2027

3128FK-JQ-9


8.000% 01/01/27 10/31/2017 ALIC - AUSHC U.S. 5,047 4,595 4,759 4,663 0 (7) 0 (7) 0 4,656 0 391 391 337 01/01/2027

3128FV-LC-3


8.000% 01/01/28 10/01/2017 Paydown 140 140 145 142 0 (2) 0 (2) 0 140 0 0 0 5 01/01/2028

3128FV-LC-3


8.000% 01/01/28 10/31/2017 ALIC - AUSHC U.S. 2,383 2,257 2,337 2,293 0 (3) 0 (3) 0 2,290 0 94 94 166 01/01/2028

31292G-PU-4

FED HOME LOAN MTGE CORP GOLD POOL NO C00435

8.000% 12/01/25 10/01/2017 Paydown 76 76 79 77 0 (1) 0 (1) 0 76 0 0 0 4 12/01/2025

31292G-PU-4


8.000% 12/01/25 10/31/2017 ALIC - AUSHC U.S. 390 349 361 354 0 (1) 0 (1) 0 353 0 37 37 25 12/01/2025

31292H-JJ-4


7.500% 04/01/31 10/01/2017 Paydown 208 208 219 217 0 (9) 0 (9) 0 208 0 0 0 7 04/01/2031

31292H-JJ-4


7.500% 04/01/31 10/31/2017 ALIC - AUSHC U.S. 6,109 5,403 5,689 5,644 0 (6) 0 (6) 0 5,638 0 472 472 371 04/01/2031

31292H-PJ-7


7.500% 01/01/32 10/01/2017 Paydown 3,971 3,971 4,181 4,145 0 (174) 0 (174) 0 3,971 0 0 0 105 01/01/2032

31292H-PJ-7


7.500% 01/01/32 10/31/2017 ALIC - AUSHC U.S. 39,983 33,978 35,778 35,469 0 (40) 0 (40) 0 35,429 0 4,553 4,553 2,336 01/01/2032

31294E-R9-2


7.500% 04/01/30 10/01/2017 Paydown 276 276 290 284 0 (9) 0 (9) 0 276 0 0 0 10 04/01/2030

31294E-R9-2


7.500% 04/01/30 10/31/2017 ALIC - AUSHC U.S. 6,040 5,579 5,874 5,751 0 (11) 0 (11) 0 5,741 0 299 299 383 04/01/2030

31298E-2W-4


7.500% 01/01/31 10/01/2017 Paydown 709 709 747 733 0 (24) 0 (24) 0 709 0 0 0 20 01/01/2031

31298E-2W-4


7.500% 01/01/31 10/31/2017 ALIC - AUSHC U.S. 2,914 2,749 2,894 2,843 0 (5) 0 (5) 0 2,838 0 76 76 189 01/01/2031

313615-L3-8

FED NATL MTGE ASSN POOL NO 050746 6.500%

06/01/23 10/01/2017 Paydown 16 16 16 16 0 0 0 0 0 16 0 0 0 1 06/01/2023

313615-L3-8


06/01/23 10/31/2017 ALIC - AUSHC U.S. 92 87 87 87 0 0 0 0 0 87 0 5 5 5 06/01/2023

31365E-JV-6


02/01/27 10/01/2017 Paydown 135 135 134 134 0 0 0 0 0 135 0 0 0 5 02/01/2027

31365E-JV-6


02/01/27 10/31/2017 ALIC - AUSHC U.S. 1,918 1,702 1,699 1,698 0 0 0 0 0 1,698 0 220 220 117 02/01/2027

31368H-KF-9


02/01/28 10/01/2017 Paydown 750 750 755 753 0 (3) 0 (3) 0 750 0 0 0 25 02/01/2028

E14.1

3





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

31368H-KF-9


02/01/28 10/31/2017 ALIC - AUSHC U.S. 4,137 3,662 3,689 3,676 0 (2) 0 (2) 0 3,674 0 463 463 235 02/01/2028

31371E-VL-6


04/01/24 10/01/2017 Paydown 153 153 152 152 0 1 0 1 0 153 0 0 0 4 04/01/2024

31371E-VL-6


04/01/24 10/31/2017 ALIC - AUSHC U.S. 764 694 691 691 0 0 0 0 0 691 0 74 74 48 04/01/2024

31371F-BW-1


09/01/25 10/01/2017 Paydown 48 48 48 48 0 0 0 0 0 48 0 0 0 2 09/01/2025

31371F-BW-1


09/01/25 10/31/2017 ALIC - AUSHC U.S. 285 262 263 262 0 0 0 0 0 262 0 23 23 15 09/01/2025

31371F-SJ-2


02/01/27 10/01/2017 Paydown 254 254 254 253 0 1 0 1 0 254 0 0 0 7 02/01/2027

31371F-SJ-2


02/01/27 10/31/2017 ALIC - AUSHC U.S. 2,069 1,826 1,822 1,820 0 (1) 0 (1) 0 1,820 0 249 249 126 02/01/2027

31371G-2G-4


08/01/28 10/01/2017 Paydown 437 437 436 436 0 1 0 1 0 437 0 0 0 16 08/01/2028

31371G-2G-4


08/01/28 10/31/2017 ALIC - AUSHC U.S. 1,592 1,405 1,403 1,402 0 0 0 0 0 1,401 0 191 191 97 08/01/2028

31371G-CX-6


11/01/27 10/01/2017 Paydown 460 460 463 462 0 (2) 0 (2) 0 460 0 0 0 16 11/01/2027

31371G-CX-6


11/01/27 10/31/2017 ALIC - AUSHC U.S. 2,537 2,239 2,256 2,250 0 (1) 0 (1) 0 2,249 0 288 288 144 11/01/2027

31371G-VF-4


07/01/28 10/01/2017 Paydown 1,098 1,098 1,106 1,102 0 (4) 0 (4) 0 1,098 0 0 0 29 07/01/2028

31371G-VF-4


07/01/28 10/31/2017 ALIC - AUSHC U.S. 4,788 4,222 4,253 4,239 0 (2) 0 (2) 0 4,237 0 551 551 271 07/01/2028

31371K-MG-3


04/01/17 04/01/2017 Paydown 2,251 2,251 2,290 2,246 0 5 0 5 0 2,251 0 0 0 18 04/01/2017

31372Q-KV-8


05/01/24 10/01/2017 Paydown 28 28 28 28 0 0 0 0 0 28 0 0 0 1 05/01/2024

31372Q-KV-8


05/01/24 10/31/2017 ALIC - AUSHC U.S. 186 176 178 176 0 0 0 0 0 176 0 9 9 12 05/01/2024

31373U-E4-5


10/01/25 10/01/2017 Paydown 277 277 279 278 0 (1) 0 (1) 0 277 0 0 0 9 10/01/2025

31373U-E4-5


10/01/25 10/31/2017 ALIC - AUSHC U.S. 1,361 1,231 1,240 1,235 0 (1) 0 (1) 0 1,234 0 127 127 79 10/01/2025

31373U-JP-3


01/01/26 10/01/2017 Paydown 247 247 248 247 0 0 0 0 0 247 0 0 0 8 01/01/2026

31373U-JP-3


01/01/26 10/31/2017 ALIC - AUSHC U.S. 1,794 1,635 1,638 1,633 0 (1) 0 (1) 0 1,633 0 161 161 97 01/01/2026

31373U-PM-3


04/01/26 10/01/2017 Paydown 8,486 8,486 8,421 8,430 0 56 0 56 0 8,486 0 0 0 242 04/01/2026

31373U-PM-3


04/01/26 10/31/2017 ALIC - AUSHC U.S. 55,661 50,470 50,087 50,139 0 (4) 0 (4) 0 50,135 0 5,525 5,525 3,007 04/01/2026

31374T-DX-4


10/01/28 10/01/2017 Paydown 45 45 45 45 0 0 0 0 0 45 0 0 0 2 10/01/2028

31374T-DX-4


10/01/28 10/31/2017 ALIC - AUSHC U.S. 325 289 286 286 0 0 0 0 0 286 0 39 39 18 10/01/2028

31374T-EU-9


09/01/28 10/01/2017 Paydown 165 165 167 166 0 (1) 0 (1) 0 165 0 0 0 6 09/01/2028

31374T-EU-9


09/01/28 10/31/2017 ALIC - AUSHC U.S. 1,990 1,754 1,767 1,762 0 (1) 0 (1) 0 1,761 0 229 229 113 09/01/2028

31375M-XL-2


04/01/26 10/01/2017 Paydown 2,153 2,153 2,107 2,127 0 25 0 25 0 2,153 0 0 0 56 04/01/2026

31375M-XL-2


04/01/26 10/31/2017 ALIC - AUSHC U.S. 5,845 5,603 5,483 5,538 0 2 0 2 0 5,540 0 305 305 360 04/01/2026

31375Q-2Y-9


12/01/26 10/01/2017 Paydown 403 403 403 402 0 1 0 1 0 403 0 0 0 14 12/01/2026

E14.1

4





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

31375Q-2Y-9


12/01/26 10/31/2017 ALIC - AUSHC U.S. 6,955 6,438 6,424 6,415 0 (2) 0 (2) 0 6,413 0 543 543 443 12/01/2026

31375Q-SU-9


11/01/25 10/01/2017 Paydown 12,615 12,615 12,948 12,868 0 (254) 0 (254) 0 12,615 0 0 0 135 11/01/2025

31375Q-SU-9


11/01/25 10/31/2017 ALIC - AUSHC U.S. 19,465 18,291 18,774 18,659 0 (18) 0 (18) 0 18,640 0 825 825 1,258 11/01/2025

31375W-CB-5


09/01/26 10/01/2017 Paydown 22 22 22 22 0 0 0 0 0 22 0 0 0 1 09/01/2026

31375W-CB-5


09/01/26 10/31/2017 ALIC - AUSHC U.S. 286 264 263 263 0 0 0 0 0 263 0 23 23 18 09/01/2026

31376S-2C-2


11/01/26 10/01/2017 Paydown 31 31 31 31 0 0 0 0 0 31 0 0 0 1 11/01/2026

31376S-2C-2


11/01/26 10/31/2017 ALIC - AUSHC U.S. 252 248 248 247 0 0 0 0 0 247 0 5 5 17 11/01/2026

31376S-VD-8


01/01/27 10/01/2017 Paydown 246 246 245 245 0 1 0 1 0 246 0 0 0 9 01/01/2027

31376S-VD-8


01/01/27 10/31/2017 ALIC - AUSHC U.S. 3,772 3,642 3,634 3,628 0 (1) 0 (1) 0 3,627 0 144 144 250 01/01/2027

31376W-ND-8


12/01/26 10/01/2017 Paydown 1,235 1,235 1,232 1,230 0 4 0 4 0 1,235 0 0 0 41 12/01/2026

31376W-ND-8


12/01/26 10/31/2017 ALIC - AUSHC U.S. 876 876 874 873 0 0 0 0 0 873 0 4 4 60 12/01/2026

31378E-BR-8


10/01/27 10/01/2017 Paydown 246 246 245 245 0 1 0 1 0 246 0 0 0 9 10/01/2027

31378E-BR-8


10/01/27 10/31/2017 ALIC - AUSHC U.S. 1,212 1,206 1,204 1,202 0 0 0 0 0 1,201 0 10 10 83 10/01/2027

31378G-G5-6


12/01/27 10/01/2017 Paydown 22 22 22 22 0 0 0 0 0 22 0 0 0 1 12/01/2027

31378G-G5-6


12/01/27 10/31/2017 ALIC - AUSHC U.S. 231 228 229 228 0 0 0 0 0 228 0 3 3 14 12/01/2027

31378P-CD-3


11/01/27 10/01/2017 Paydown 76 76 76 76 0 0 0 0 0 76 0 0 0 3 11/01/2027

31378P-CD-3


11/01/27 10/31/2017 ALIC - AUSHC U.S. 1,401 1,307 1,304 1,302 0 0 0 0 0 1,302 0 99 99 90 11/01/2027

31378Y-F9-0


01/01/28 10/01/2017 Paydown 588 588 586 586 0 1 0 1 0 588 0 0 0 20 01/01/2028

31378Y-F9-0


01/01/28 10/31/2017 ALIC - AUSHC U.S. 1,064 1,063 1,061 1,060 0 0 0 0 0 1,060 0 4 4 73 01/01/2028

31379B-WX-7


02/01/29 10/01/2017 Paydown 446 446 450 447 0 (1) 0 (1) 0 446 0 0 0 14 02/01/2029

31379B-WX-7


02/01/29 10/31/2017 ALIC - AUSHC U.S. 10,308 9,595 9,666 9,610 0 (5) 0 (5) 0 9,604 0 704 704 616 02/01/2029

31379F-PV-0


04/01/28 10/01/2017 Paydown 694 694 689 690 0 4 0 4 0 694 0 0 0 21 04/01/2028

31379F-PV-0


04/01/28 10/31/2017 ALIC - AUSHC U.S. 13,979 13,104 13,014 13,031 0 (1) 0 (1) 0 13,030 0 949 949 781 04/01/2028

31379M-ET-2


09/01/28 10/01/2017 Paydown 515 515 516 515 0 0 0 0 0 515 0 0 0 15 09/01/2028

31379M-ET-2


09/01/28 10/31/2017 ALIC - AUSHC U.S. 5,931 5,352 5,362 5,351 0 (2) 0 (2) 0 5,349 0 582 582 319 09/01/2028

31379N-F2-8


04/01/28 10/01/2017 Paydown 186 186 185 185 0 1 0 1 0 186 0 0 0 7 04/01/2028

31379N-F2-8


04/01/28 10/31/2017 ALIC - AUSHC U.S. 1,581 1,433 1,423 1,424 0 0 0 0 0 1,424 0 157 157 85 04/01/2028

31379N-FC-6


04/01/28 10/01/2017 Paydown 1,013 1,013 1,015 1,012 0 1 0 1 0 1,013 0 0 0 48 04/01/2028

31379N-FC-6


04/01/28 10/31/2017 ALIC - AUSHC U.S. 634 590 591 589 0 0 0 0 0 589 0 45 45 35 04/01/2028

E14.1

5





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

31379X-B7-9


07/01/28 10/01/2017 Paydown 111 111 112 111 0 0 0 0 0 111 0 0 0 3 07/01/2028

31379X-B7-9


07/01/28 10/31/2017 ALIC - AUSHC U.S. 1,073 991 993 990 0 0 0 0 0 990 0 83 83 59 07/01/2028

31380B-A2-6


07/01/28 10/01/2017 Paydown 114 114 115 114 0 0 0 0 0 114 0 0 0 3 07/01/2028

31380B-A2-6


07/01/28 10/31/2017 ALIC - AUSHC U.S. 1,837 1,645 1,648 1,646 0 (1) 0 (1) 0 1,645 0 191 191 98 07/01/2028

31380K-JQ-4


10/01/28 10/01/2017 Paydown 32 32 32 32 0 0 0 0 0 32 0 0 0 1 10/01/2028

31380K-JQ-4


10/01/28 10/31/2017 ALIC - AUSHC U.S. 490 461 462 461 0 0 0 0 0 461 0 30 30 27 10/01/2028

31380L-MS-4


08/01/28 10/01/2017 Paydown 175 175 175 175 0 0 0 0 0 175 0 0 0 5 08/01/2028

31380L-MS-4


08/01/28 10/31/2017 ALIC - AUSHC U.S. 1,670 1,566 1,569 1,566 0 (1) 0 (1) 0 1,565 0 105 105 93 08/01/2028

31380L-YD-4


10/01/28 10/01/2017 Paydown 82 82 82 82 0 0 0 0 0 82 0 0 0 3 10/01/2028

31380L-YD-4


10/01/28 10/31/2017 ALIC - AUSHC U.S. 821 817 823 819 0 0 0 0 0 818 0 3 3 52 10/01/2028

31380M-DM-5


11/01/28 10/01/2017 Paydown 191 191 191 191 0 0 0 0 0 191 0 0 0 6 11/01/2028

31380M-DM-5


11/01/28 10/31/2017 ALIC - AUSHC U.S. 2,957 2,787 2,793 2,784 0 (1) 0 (1) 0 2,783 0 174 174 166 11/01/2028

31380N-NG-5


11/01/28 10/01/2017 Paydown 157 157 157 157 0 0 0 0 0 157 0 0 0 5 11/01/2028

31380N-NG-5


11/01/28 10/31/2017 ALIC - AUSHC U.S. 1,102 987 989 988 0 0 0 0 0 988 0 114 114 59 11/01/2028

31380R-CL-7


10/01/28 10/01/2017 Paydown 118 118 118 118 0 0 0 0 0 118 0 0 0 4 10/01/2028

31380R-CL-7


10/01/28 10/31/2017 ALIC - AUSHC U.S. 1,652 1,517 1,520 1,516 0 (1) 0 (1) 0 1,515 0 137 137 90 10/01/2028

31380R-SG-1


10/01/28 10/01/2017 Paydown 202 202 203 202 0 0 0 0 0 202 0 0 0 7 10/01/2028

31380R-SG-1


10/01/28 10/31/2017 ALIC - AUSHC U.S. 1,730 1,694 1,707 1,698 0 (1) 0 (1) 0 1,697 0 33 33 109 10/01/2028

31380S-LK-7


11/01/28 10/01/2017 Paydown 5,347 5,347 5,357 5,353 0 (6) 0 (6) 0 5,347 0 0 0 200 11/01/2028

31380S-LK-7


11/01/28 10/31/2017 ALIC - AUSHC U.S. 687 682 684 683 0 0 0 0 0 683 0 4 4 41 11/01/2028

31380S-WE-9


11/01/28 10/01/2017 Paydown 197 197 198 197 0 0 0 0 0 197 0 0 0 6 11/01/2028

31380S-WE-9


11/01/28 10/31/2017 ALIC - AUSHC U.S. 2,845 2,645 2,664 2,649 0 (1) 0 (1) 0 2,647 0 197 197 170 11/01/2028

31380V-5U-6


11/01/28 10/01/2017 Paydown 488 488 489 487 0 1 0 1 0 488 0 0 0 15 11/01/2028

31380V-5U-6


11/01/28 10/31/2017 ALIC - AUSHC U.S. 4,918 4,545 4,554 4,541 0 (2) 0 (2) 0 4,539 0 379 379 271 11/01/2028

31380W-UB-8


11/01/28 02/01/2017 Paydown 4,216 4,216 4,224 4,219 0 (3) 0 (3) 0 4,216 0 0 0 46 11/01/2028

31380W-UC-6


11/01/28 10/01/2017 Paydown 47 47 47 47 0 0 0 0 0 47 0 0 0 2 11/01/2028

31380W-UC-6


11/01/28 10/31/2017 ALIC - AUSHC U.S. 1,021 966 968 965 0 0 0 0 0 964 0 57 57 57 11/01/2028

31380X-5J-7


11/01/28 10/01/2017 Paydown 654 654 659 657 0 (4) 0 (4) 0 654 0 0 0 21 11/01/2028

31380X-5J-7


11/01/28 10/31/2017 ALIC - AUSHC U.S. 15,093 14,060 14,163 14,140 0 (5) 0 (5) 0 14,135 0 958 958 902 11/01/2028

E14.1

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tractualMaturity

Date

31380X-W2-4


11/01/28 10/01/2017 Paydown 2,811 2,811 2,816 2,807 0 3 0 3 0 2,811 0 0 0 17 11/01/2028

31380X-W2-4


11/01/28 10/31/2017 ALIC - AUSHC U.S. 1,708 1,681 1,684 1,679 0 (1) 0 (1) 0 1,678 0 30 30 100 11/01/2028

31381C-YF-8


12/01/28 10/01/2017 Paydown 268 268 270 269 0 (1) 0 (1) 0 268 0 0 0 9 12/01/2028

31381C-YF-8


12/01/28 10/31/2017 ALIC - AUSHC U.S. 1,191 1,186 1,195 1,189 0 (1) 0 (1) 0 1,188 0 3 3 76 12/01/2028

31381F-3M-0


02/01/29 10/01/2017 Paydown 292 292 294 293 0 (2) 0 (2) 0 292 0 0 0 10 02/01/2029

31381F-3M-0


02/01/29 10/31/2017 ALIC - AUSHC U.S. 5,688 5,254 5,293 5,286 0 (2) 0 (2) 0 5,284 0 403 403 337 02/01/2029

31381F-PY-0


02/01/29 10/01/2017 Paydown 121 121 122 122 0 (1) 0 (1) 0 121 0 0 0 4 02/01/2029

31381F-PY-0


02/01/29 10/31/2017 ALIC - AUSHC U.S. 1,665 1,653 1,665 1,663 0 0 0 0 0 1,663 0 2 2 106 02/01/2029

31382G-3R-6


01/01/29 10/01/2017 Paydown 173 173 174 173 0 0 0 0 0 173 0 0 0 6 01/01/2029

31382G-3R-6


01/01/29 10/31/2017 ALIC - AUSHC U.S. 4,017 3,774 3,801 3,779 0 (2) 0 (2) 0 3,777 0 240 240 242 01/01/2029

31382K-6Z-6


02/01/29 10/01/2017 Paydown 123 123 123 123 0 (1) 0 (1) 0 123 0 0 0 4 02/01/2029

31382K-6Z-6


02/01/29 10/31/2017 ALIC - AUSHC U.S. 2,896 2,742 2,762 2,756 0 (1) 0 (1) 0 2,754 0 142 142 176 02/01/2029

31382L-MH-6


02/01/29 03/01/2017 Paydown 125 125 126 125 0 0 0 0 0 125 0 0 0 2 02/01/2029

31385H-4B-5


01/01/17 01/01/2017 Paydown 14 14 15 14 0 0 0 0 0 14 0 0 0 0 01/01/2017

31387N-2L-0


07/01/31 10/01/2017 Paydown 170 170 174 173 0 (4) 0 (4) 0 170 0 0 0 6 07/01/2031

31387N-2L-0


07/01/31 10/31/2017 ALIC - AUSHC U.S. 4,158 3,694 3,792 3,775 0 (3) 0 (3) 0 3,773 0 385 385 254 07/01/2031

31388Y-FM-9


09/01/31 10/01/2017 Paydown 349 349 367 359 0 (10) 0 (10) 0 349 0 0 0 11 09/01/2031

31388Y-FM-9


09/01/31 10/31/2017 ALIC - AUSHC U.S. 10,444 9,448 9,930 9,729 0 (17) 0 (17) 0 9,712 0 732 732 606 09/01/2031

31391S-RW-2


01/01/32 10/01/2017 Paydown 3,413 3,413 3,549 3,528 0 (115) 0 (115) 0 3,413 0 0 0 103 01/01/2032

31391S-RW-2


01/01/32 10/31/2017 ALIC - AUSHC U.S. 56,920 50,482 52,501 52,190 0 (42) 0 (42) 0 52,148 0 4,772 4,772 3,008 01/01/2032

31391W-4Q-1


02/01/18 10/01/2017 Paydown 34,202 34,202 34,731 34,199 0 3 0 3 0 34,202 0 0 0 705 02/01/2018

31391W-4Q-1


02/01/18 10/31/2017 ALIC - AUSHC U.S. 3,998 3,996 4,058 3,996 0 (9) 0 (9) 0 3,986 0 12 12 183 02/01/2018

31391Y-6P-7


01/01/18 10/01/2017 Paydown 19,036 19,036 19,381 19,038 0 (2) 0 (2) 0 19,036 0 0 0 402 01/01/2018

31391Y-6P-7


01/01/18 10/31/2017 ALIC - AUSHC U.S. 1,565 1,565 1,594 1,565 0 (4) 0 (4) 0 1,561 0 4 4 72 01/01/2018

31402Q-LH-2


08/01/33 10/01/2017 Paydown 70,461 70,461 64,978 65,665 0 4,796 0 4,796 0 70,461 0 0 0 1,127 08/01/2033

31402Q-LH-2


08/01/33 10/31/2017 ALIC - AUSHC U.S. 247,208 229,430 211,578 213,814 0 202 0 202 0 214,016 0 33,192 33,192 9,464 08/01/2033

31410Y-PJ-7


10/01/36 10/01/2017 Paydown 5,542 5,542 5,472 5,485 0 57 0 57 0 5,542 0 0 0 141 10/01/2036

31410Y-PJ-7


10/01/36 10/31/2017 ALIC - AUSHC U.S. 228,046 205,452 202,868 203,342 0 13 0 13 0 203,356 0 24,690 24,690 10,358 10/01/2036

31411R-A3-2


03/01/37 10/01/2017 Paydown 36,913 36,913 35,731 35,794 0 1,119 0 1,119 0 36,913 0 0 0 1,310 03/01/2037

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BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

31411R-A3-2


03/01/37 10/31/2017 ALIC - AUSHC U.S. 204,513 186,837 180,853 181,174 0 2 0 2 0 181,176 0 23,337 23,337 8,563 03/01/2037

358100-EP-6

FRESNO CA ARPT REVENUE AMT-REF-SER B

4.750% 07/01/26 02/06/2017 RAMIREZ 1,365,553 1,245,000 1,224,893 1,228,995 0 81 0 81 0 1,229,076 0 136,478 136,478 35,811 07/01/2026

358100-EQ-4


4.750% 07/01/27 02/06/2017 RAMIREZ 698,867 640,000 622,202 625,472 0 80 0 80 0 625,552 0 73,315 73,315 18,409 07/01/2027

358100-ER-2


5.000% 07/01/28 10/31/2017 ALIC - AUSHC U.S. 568,685 500,000 491,725 493,083 0 341 0 341 0 493,424 0 75,261 75,261 33,333 07/01/2028

358100-ES-0


5.125% 07/01/30 10/31/2017 ALIC - AUSHC U.S. 1,195,635 1,050,000 1,027,299 1,030,359 0 773 0 773 0 1,031,132 0 164,503 164,503 71,750 07/01/2030

380037-GD-7

GLYNN-BRUNSWICK MEM HOSP PREREFUNDED GA REV

ANTIC CTFS 5.625% 08/01/34 10/31/2017 ALIC - AUSHC U.S. 3,024,830 2,925,000 2,813,929 2,867,969 0 28,992 0 28,992 0 2,896,961 0 127,869 127,869 205,664 08/01/2034

38122N-NW-8

GOLDEN STATE TOBBACO SECURITIZ ASSET-BKD-SR-

SER A-1 4.500% 06/01/17 06/01/2017 Maturity 1,000,000 1,000,000 958,490 997,678 0 2,322 0 2,322 0 1,000,000 0 0 0 22,500 06/01/2017

38122N-NX-6

GOLDEN STATE TOBBACO SECURITIZ ASSET-BKD-SR-

SER A-1 5.000% 06/01/17 06/01/2017 Maturity 5,000,000 5,000,000 4,986,500 4,998,855 0 1,145 0 1,145 0 5,000,000 0 0 0 125,000 06/01/2017

400653-GF-2

GUAM PWR AUTH REVENUE REF SER A 5.000%

10/01/20 10/31/2017 ALIC - AUSHC U.S. 1,091,170 1,000,000 1,151,240 1,075,524 0 (16,085) 0 (16,085) 0 1,059,439 0 31,731 31,731 54,167 10/01/2020

400653-GG-0

GUAM PWR AUTH REVENUE REF SER A 5.000%

10/01/21 10/31/2017 ALIC - AUSHC U.S. 1,113,250 1,000,000 1,139,980 1,079,127 0 (13,022) 0 (13,022) 0 1,066,105 0 47,145 47,145 54,167 10/01/2021

40065K-AN-3

GUAM GOVT HOTEL OCCUPANCY TAX SER A

6.125% 11/01/31 10/31/2017 ALIC - AUSHC U.S. 2,258,680 2,000,000 1,943,200 1,952,268 0 1,873 0 1,873 0 1,954,141 0 304,539 304,539 122,500 11/01/2031

409327-HX-4

HAMPTON ROADS VA SANTN DIST PREREFUNDED-SER

A 5.000% 01/01/39 10/31/2017 ALIC - AUSHC U.S. 1,110,072 995,000 1,020,462 1,016,772 0 (4,289) 0 (4,289) 0 1,012,483 0 97,589 97,589 66,333 01/01/2039

409327-HY-2

HAMPTON ROADS VA SANTN DIST UNREFUNDED-SER A

5.000% 01/01/39 10/31/2017 ALIC - AUSHC U.S. 4,387,998 4,005,000 4,107,487 4,092,634 0 (17,264) 0 (17,264) 0 4,075,370 0 312,628 312,628 267,000 01/01/2039

41315R-AY-0

HARRIS CNTY TX HLTH FACS DEV SCH HEALTH CARE

SYS-SER B 5.750% 07/01/27 10/31/2017 ALIC - AUSHC U.S. 9,139,595 7,510,000 9,462,575 8,939,784 0 (95,560) 0 (95,560) 0 8,844,224 0 295,371 295,371 575,767 07/01/2027

414004-7B-1

HARRIS CNTY TEXAS REF-ROAD-SER B 5.000%

08/15/33 10/31/2017 ALIC - AUSHC U.S. 5,152,775 5,000,000 4,996,400 4,999,004 0 267 0 267 0 4,999,271 0 153,504 153,504 302,778 08/15/2033

414009-KD-1

HARRIS CNTY TEXAS CULTURAL EDU HOUSTON

METHODIST HOSPITAL 4.000% 12/01/45 10/31/2017 ALIC - AUSHC U.S. 6,162,900 6,000,000 5,785,020 5,789,669 0 3,177 0 3,177 0 5,792,846 0 370,054 370,054 220,000 12/01/2045

41400R-AC-4

HARRIS CNTY TX CULTURAL EDU WILLOW WINDS

PROJ-SER A 6.000% 10/01/43 10/31/2017 ALIC - AUSHC U.S. 2,595,060 2,250,000 2,185,943 2,188,070 0 895 0 895 0 2,188,965 0 406,095 406,095 146,250 10/01/2043

41981C-MR-8

HAWAII ST HIGHWAY REVENUE SER A 4.000%

01/01/22 10/31/2017 ALIC - AUSHC U.S. 1,103,890 1,000,000 1,152,060 1,143,300 0 (23,377) 0 (23,377) 0 1,119,923 0 (16,033) (16,033) 45,889 01/01/2022

41981C-MX-5

HAWAII ST HIGHWAY REVENUE SER A 5.000%

01/01/28 10/31/2017 ALIC - AUSHC U.S. 3,130,080 2,570,000 3,312,062 3,290,207 0 (58,500) 0 (58,500) 0 3,231,708 0 (101,628) (101,628) 147,418 01/01/2028

41981C-NL-0

HAWAII ST HIGHWAY REVENUE REF SER B

4.000% 01/01/22 10/31/2017 ALIC - AUSHC U.S. 1,103,890 1,000,000 1,152,060 1,143,300 0 (23,377) 0 (23,377) 0 1,119,923 0 (16,033) (16,033) 45,889 01/01/2022

41981C-NS-5

HAWAII ST HIGHWAY REVENUE REF SER B

5.000% 01/01/28 10/31/2017 ALIC - AUSHC U.S. 2,131,220 1,750,000 2,255,295 2,240,414 0 (39,834) 0 (39,834) 0 2,200,579 0 (69,359) (69,359) 100,382 01/01/2028

442348-6K-9

HOUSTON TX AIRPORT SYS REF AMT SUBORDINATE

LIEN SER A 5.000% 07/01/31 10/31/2017 ALIC - AUSHC U.S. 3,065,288 2,750,000 2,688,125 2,696,172 0 1,934 0 1,934 0 2,698,106 0 367,182 367,182 183,333 07/01/2031

442378-GH-2

HOUSTON TX HGR EDU FIN CORP REF-KIPP INC-SER

A 3.625% 02/15/34 02/06/2017 RAMIREZ 19,937 20,000 19,700 19,725 0 2 0 2 0 19,727 0 210 210 350 02/15/2034

442378-GH-2


A 3.625% 02/15/34 10/31/2017 ALIC - AUSHC U.S. 3,424,748 3,375,000 3,324,375 3,328,664 0 1,604 0 1,604 0 3,330,268 0 94,479 94,479 148,172 02/15/2034

442378-GJ-8


A 4.000% 02/15/39 10/31/2017 ALIC - AUSHC U.S. 6,348,409 6,165,000 6,145,642 6,146,442 0 366 0 366 0 6,146,807 0 201,602 201,602 298,660 02/15/2039

442378-GK-5


A 4.000% 02/15/44 10/31/2017 ALIC - AUSHC U.S. 1,255,552 1,225,000 1,210,276 1,210,866 0 228 0 228 0 1,211,094 0 44,458 44,458 59,344 02/15/2044

45203H-PN-6

ILLINOIS ST FIN AUTH REVENUE FRANCISCAN

CMNTYS INC SER A 5.125% 05/15/43 10/31/2017 ALIC - AUSHC U.S. 2,604,425 2,500,000 2,510,095 2,506,835 0 (764) 0 (764) 0 2,506,070 0 98,355 98,355 123,142 05/15/2043

452227-CY-5

ILLINOIS STATE OF BUILD ILL SER B 5.250%

06/15/34 10/31/2017 ALIC - AUSHC U.S. 2,129,390 2,000,000 2,063,240 2,019,162 0 (6,335) 0 (6,335) 0 2,012,827 0 116,563 116,563 92,167 06/15/2034

45528S-J2-3

INDIANAPOLIS IND LOC PUB IMPT SER A

5.000% 08/01/33 10/31/2017 ALIC - AUSHC U.S. 7,227,364 7,020,000 7,193,745 7,052,428 0 (17,142) 0 (17,142) 0 7,035,286 0 192,078 192,078 438,750 08/01/2033

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12


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13



14

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15Total



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Date

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BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

476595-A*-4

JERSEY CITY HSG FINANCE CORP HSG REV SER A

1979 7.400% 12/01/21 12/01/2017

Redemption

100.0000 67,060 67,060 66,308 66,879 0 182 0 182 0 67,060 0 0 0 2,719 12/01/2021

544435-YV-6

LOS ANGELES CALIF DEPT ARPTS LOS ANGELES

INTL ARPT-SER A 5.375% 05/15/33 10/31/2017 ALIC - AUSHC U.S. 1,027,602 1,005,000 973,650 979,821 0 847 0 847 0 980,668 0 46,934 46,934 51,918 05/15/2033

54714C-AR-8

LOVE FIELD TEXAS ARPT MODERNIZATION CORP AMT

5.000% 11/01/33 10/31/2017 ALIC - AUSHC U.S. 9,195,039 8,070,000 8,846,415 8,758,069 0 (55,073) 0 (55,073) 0 8,702,996 0 492,042 492,042 403,500 11/01/2033

54811G-XJ-4

LOWER COLORADO RIVER TX UNREFUNDED REF SER B

5.000% 05/15/30 10/31/2017 ALIC - AUSHC U.S. 6,144,757 5,435,000 6,233,617 6,008,319 0 (83,203) 0 (83,203) 0 5,925,117 0 219,640 219,640 261,182 05/15/2030

549310-VL-1

LUCAS CNTY OH HOSP REVENUE PROMEDICA

HLTHCARE-SER B 4.000% 11/15/45 10/31/2017 ALIC - AUSHC U.S. 959,681 950,000 932,188 932,503 0 292 0 292 0 932,795 0 26,886 26,886 36,522 11/15/2045

568787-EX-9

MARION CNTY FLA HOSP DIST REV REF AND IMPT-

HLTH SYS-MUNROE 5.000% 10/01/17 10/01/2017 Maturity 1,320,000 1,320,000 1,296,570 1,317,498 0 2,502 0 2,502 0 1,320,000 0 0 0 66,000 10/01/2017

57420P-FV-3

MARYLAND STATE ECON DEV CORP LEASE REVENUE

PUBLIC HLTH LAB 5.000% 06/01/24 10/31/2017 ALIC - AUSHC U.S. 10,637,392 9,460,000 10,863,769 10,165,918 0 (125,832) 0 (125,832) 0 10,040,086 0 597,305 597,305 433,583 06/01/2024

575579-PZ-4

MASSACHUSETTS BAY TRANS AUTH REF SR SER A-1

5.250% 07/01/28 10/31/2017 ALIC - AUSHC U.S. 7,688,280 6,000,000 6,441,000 6,328,808 0 (18,854) 0 (18,854) 0 6,309,954 0 1,378,326 1,378,326 420,000 07/01/2028

575579-QA-8

MASSACHUSETTS BAY TRANS AUTH REF-SR-SER A-1

5.250% 07/01/29 10/31/2017 ALIC - AUSHC U.S. 7,666,078 5,945,000 6,820,401 6,614,628 0 (35,231) 0 (35,231) 0 6,579,397 0 1,086,680 1,086,680 416,150 07/01/2029

576049-V8-0

MASSACHUSETTS STATE WTR RESOURCES AUTH REF

SER B 5.250% 08/01/27 10/31/2017 ALIC - AUSHC U.S. 4,468,870 3,500,000 3,965,570 3,874,354 0 (24,234) 0 (24,234) 0 3,850,120 0 618,750 618,750 229,688 08/01/2027

590536-DZ-8

MESA ARIZ STR AND HWY REV REF 5.000%

07/01/23 10/31/2017 ALIC - AUSHC U.S. 2,336,680 2,000,000 2,187,380 2,086,723 0 (9,961) 0 (9,961) 0 2,076,762 0 259,918 259,918 133,333 07/01/2023

592247-J7-6

MET PIER & EXPOSITION AUTH CAP APPREC

MCCORMICK A 0.000% 12/15/31 10/31/2017 ALIC - AUSHC U.S. 2,563,515 4,500,000 1,446,210 1,947,254 0 92,725 0 92,725 0 2,039,979 0 523,536 523,536 0 12/15/2031

592248-AY-4

METROPOLITAN PIER AND EXPOS CAP APPREC REF

MCCORMICK B 0.000% 06/15/26 10/31/2017 ALIC - AUSHC U.S. 5,686,500 7,500,000 3,110,700 4,408,200 0 210,654 0 210,654 0 4,618,854 0 1,067,646 1,067,646 0 06/15/2026

59259R-Y9-9

MET TRANSPORTATION AUTH NY TRANSN SER A

5.000% 11/15/24 10/31/2017 ALIC - AUSHC U.S. 6,490,303 6,480,000 6,623,986 6,495,515 0 (15,058) 0 (15,058) 0 6,480,456 0 9,847 9,847 311,400 11/15/2024

59324P-CH-0

MIAMI BEACH FL STORMWTR REV REF-SER B

4.375% 09/01/30 10/31/2017 ALIC - AUSHC U.S. 2,391,334 2,200,000 2,143,548 2,154,217 0 2,050 0 2,050 0 2,156,267 0 235,067 235,067 112,292 09/01/2030

59333T-DE-7

MIAMI-DADE CNTY FLA PUB FACS JACKSON HEALTH

SYS 5.625% 06/01/34 10/31/2017 ALIC - AUSHC U.S. 5,349,540 5,000,000 4,917,500 4,930,672 0 52,201 0 52,201 0 4,982,873 0 366,667 366,667 257,813 06/01/2034

59335K-AT-4

MIAMI-DADE CNTY FL SEAPORT REV SER A

6.000% 10/01/38 10/31/2017 ALIC - AUSHC U.S. 8,360,660 7,000,000 7,316,330 7,230,272 0 (23,908) 0 (23,908) 0 7,206,364 0 1,154,296 1,154,296 455,000 10/01/2038

59335K-BN-6

MIAMI-DADE CNTY FL SEAPORT REV AMT-SER B

6.250% 10/01/38 10/31/2017 ALIC - AUSHC U.S. 2,380,460 2,000,000 2,063,060 2,046,097 0 (4,695) 0 (4,695) 0 2,041,402 0 339,058 339,058 135,417 10/01/2038

59335K-BP-1

MIAMI-DADE CNTY FL SEAPORT REV AMT-SER B

6.000% 10/01/42 10/31/2017 ALIC - AUSHC U.S. 4,709,720 4,000,000 4,014,840 4,010,551 0 (937) 0 (937) 0 4,009,613 0 700,107 700,107 260,000 10/01/2042

593791-FX-9 MIAMI UNIV OHIO REF 5.000% 09/01/36 10/31/2017 ALIC - AUSHC U.S. 9,955,710 9,000,000 9,927,280 9,540,021 0 (90,459) 0 (90,459) 0 9,449,562 0 506,148 506,148 525,000 09/01/2036

594614-6Z-7

MICHIGAN ST BLDG AUTH REV REF-FACS PROG-SER

I-A 5.375% 10/15/41 10/31/2017 ALIC - AUSHC U.S. 5,668,800 5,000,000 4,926,360 4,931,750 0 1,344 0 1,344 0 4,933,094 0 735,706 735,706 280,694 10/15/2041

605360-QD-1

MISSISSIPPI HOSP EQUIP & FAC MISS BAPTIST

HEALTH SYS INC-A 5.000% 08/15/26 08/15/2017 Call 100.0000 2,000,000 2,000,000 1,985,420 1,990,826 0 579 0 579 0 1,991,405 0 8,595 8,595 100,000 08/15/2026

606092-DR-2

MISSOURI ST JT MUNI ELEC PRAIRIE ST PROJ-SER

A-BHAC-CR 5.000% 01/01/32 01/01/2017 Call 100.0000 5,000,000 5,000,000 5,370,600 5,000,000 0 0 0 0 0 5,000,000 0 0 0 125,000 01/01/2032

60637A-LV-2

MISSOURI ST HLTH & EDUCTNL FAC CHILDRENS

MERCY HOSPITAL 3.125% 05/15/35 02/07/2017 RAMIREZ 1,385,585 1,500,000 1,455,570 1,455,881 0 150 0 150 0 1,456,031 0 (70,446) (70,446) 10,299 05/15/2035

61075T-HK-7

MONROE CNTY NY INDL DEV CORP UNIV OF

ROCHESTER SER A 5.000% 07/01/43 10/31/2017 ALIC - AUSHC U.S. 3,417,180 3,000,000 2,967,660 2,969,123 0 266 0 266 0 2,969,389 0 447,791 447,791 200,000 07/01/2043

645790-HF-6

NEW JERSEY ST HLTH CARE FACS PREREFUNDED

HACKENSACK UNIV 4.000% 01/01/23 10/31/2017 ALIC - AUSHC U.S. 3,280,917 3,095,000 3,089,439 3,089,455 0 1,335 0 1,335 0 3,090,790 0 190,126 190,126 165,067 01/01/2023

645790-HZ-2

NEW JERSEY ST HLTH CARE FACS UNREFUNDED

HACKENSACK UNIV 4.000% 01/01/23 02/06/2017 RAMIREZ 2,001,698 1,905,000 1,901,577 1,901,584 0 (10) 0 (10) 0 1,901,574 0 100,124 100,124 46,143 01/01/2023

645791-3G-7

NEW JERSEY ENVRNMNTL INFRASTR PREREFUNDED

2016 SER A 3.500% 09/01/26 10/31/2017 ALIC - AUSHC U.S. 96,917 95,000 93,333 93,759 0 607 0 607 0 94,367 0 2,550 2,550 3,879 09/01/2026

645791-3S-1

NEW JERSEY ENVRNMNTL INFRASTR UNREFUNDED

2016 SER A 3.500% 09/01/26 10/31/2017 ALIC - AUSHC U.S. 7,029,040 6,890,000 6,769,090 6,775,013 0 69,057 0 69,057 0 6,844,069 0 184,971 184,971 281,342 09/01/2026

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tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

645791-N2-6

NEW JERSEY ENVRNMNTL INFRASTR PREREFUNDED

2015 SER A 3.500% 09/01/26 10/31/2017 ALIC - AUSHC U.S. 193,834 190,000 186,540 187,850 0 1,053 0 1,053 0 188,902 0 4,932 4,932 7,758 09/01/2026

645918-Z5-5

NEW JERSEY ECONOMIC DEV AUTH AMT PRIV

GOETHALS BRIDGE 5.250% 01/01/25 10/31/2017 ALIC - AUSHC U.S. 2,038,136 1,780,000 1,896,643 1,865,775 0 (8,997) 0 (8,997) 0 1,856,777 0 181,358 181,358 124,600 01/01/2025

64605L-DW-5

NEW JERSEY ST EDL FACS AUTH DREW UNIV-SER C

5.250% 07/01/18 10/31/2017 ALIC - AUSHC U.S. 1,021,050 1,000,000 1,116,080 1,016,565 0 (9,137) 0 (9,137) 0 1,007,428 0 13,622 13,622 70,000 07/01/2018

646080-MZ-1

NEW JERSEY ST HIGHER ED ASSIST SER 1

5.875% 12/01/33 10/31/2017 ALIC - AUSHC U.S. 1,248,107 1,150,000 1,146,355 1,146,713 0 95 0 95 0 1,146,808 0 101,299 101,299 61,932 12/01/2033

646080-NK-3

NEW JERSEY ST HIGHER ED ASSIST SER 1

5.500% 12/01/21 10/31/2017 ALIC - AUSHC U.S. 2,216,980 2,000,000 2,349,600 2,202,538 0 (32,116) 0 (32,116) 0 2,170,421 0 46,559 46,559 100,833 12/01/2021

646080-QK-0

NEW JERSEY ST HIGHER ED ASSIST AMT-SENIOR-

SER 1A-1 5.000% 12/01/21 10/31/2017 ALIC - AUSHC U.S. 2,765,250 2,500,000 2,829,750 2,725,659 0 (35,963) 0 (35,963) 0 2,689,696 0 75,554 75,554 114,583 12/01/2021

646088-GA-6

NEW JERSEY ST HWY AUTH ESCROWED TO MATURITY

6.000% 01/01/19 10/31/2017 ALIC - AUSHC U.S. 2,447,262 2,370,000 2,826,746 2,457,472 0 (35,753) 0 (35,753) 0 2,421,719 0 25,543 25,543 189,600 01/01/2019

646136-2C-4

NEW JERSEY ST TRANSN TR FD FED HWY

REIMBURSEMENT NTS 5.000% 06/15/28 10/31/2017 ALIC - AUSHC U.S. 6,317,696 5,600,000 6,154,516 6,146,298 0 (40,939) 0 (40,939) 0 6,105,359 0 212,337 212,337 245,778 06/15/2028

646136-2D-2

NEW JERSEY ST TRANSN TR FD FED HWY

REIMBURSEMENT NTS 5.000% 06/15/29 10/31/2017 ALIC - AUSHC U.S. 14,687,196 13,100,000 14,589,068 14,567,431 0 (110,731) 0 (110,731) 0 14,456,701 0 230,495 230,495 574,944 06/15/2029

646136-A7-6

NEW JERSEY ST TRANSN TR FD TRANS SYS SER A

5.500% 06/15/41 12/28/2017 MORGAN STANLEY 10,730,700 10,000,000 10,472,320 10,315,129 0 (65,727) 0 (65,727) 0 10,249,402 0 481,298 481,298 571,389 06/15/2041

646136-B9-1

NEW JERSEY ST TRANSN TR FD SYS-SER A

6.000% 06/15/35 12/20/2017 MORGAN STANLEY 6,695,820 6,000,000 6,348,660 6,176,580 0 (35,170) 0 (35,170) 0 6,141,410 0 554,410 554,410 367,000 06/15/2035

646136-WC-1

NEW JERSEY ST TRANSN TR FD CAP APPREC-TRANSN

SYS-SER A 0.000% 12/15/23 10/31/2017 ALIC - AUSHC U.S. 3,224,760 4,000,000 1,612,880 2,630,012 0 135,034 0 135,034 0 2,765,046 0 459,714 459,714 0 12/15/2023

646136-XD-8

NEW JERSEY ST TRANSN TR FD CAP APPREC-TRANSN

SYS-SER A 0.000% 12/15/26 10/31/2017 ALIC - AUSHC U.S. 7,019,000 10,000,000 3,771,050 5,626,956 0 276,512 0 276,512 0 5,903,468 0 1,115,532 1,115,532 0 12/15/2026

64971Q-ZR-7

NEW YORK CITY NY TRANSITIONAL PREREFUNDED

SUB FUTURE TAX 5.000% 11/01/20 05/01/2017 Call 100.0000 1,275,000 1,275,000 1,286,396 1,276,083 0 (1,083) 0 (1,083) 0 1,275,000 0 0 0 31,875 11/01/2020

64971Q-ZW-6

NEW YORK CITY NY TRANSITIONAL UNREFUNDED SUB

FUTURE TAX 5.000% 11/01/20 05/01/2017 Call 100.0000 1,225,000 1,225,000 1,239,997 1,226,041 0 (1,041) 0 (1,041) 0 1,225,000 0 0 0 30,625 11/01/2020

64971W-NA-4

NEW YORK CITY NY TRANSITIONAL 2015 FUTURE

TAX SECURED SUB 5.000% 08/01/33 10/31/2017 ALIC - AUSHC U.S. 3,824,316 3,280,000 3,759,733 3,759,733 0 (47,493) 0 (47,493) 0 3,712,239 0 112,077 112,077 205,000 08/01/2033

64972G-HZ-0

NEW YORK CITY NY MUNI WTR FIN REF-2ND GEN

RESOLUTION-FISCAL 5.000% 06/15/37 10/31/2017 ALIC - AUSHC U.S. 7,066,703 6,050,000 6,824,945 6,720,475 0 (57,888) 0 (57,888) 0 6,662,587 0 404,116 404,116 265,528 06/15/2037

64972G-MA-9

NEW YORK CITY NY MUNI WTR FIN SER A

4.750% 06/15/30 06/15/2017 Call 100.0000 850,000 850,000 864,094 856,048 0 (6,048) 0 (6,048) 0 850,000 0 0 0 20,188 06/15/2030

64972G-MC-5

NEW YORK CITY NY MUNI WTR FIN SER A

4.750% 06/15/30 02/06/2017 RAMIREZ 3,688,836 3,650,000 3,710,519 3,675,971 0 (6,152) 0 (6,152) 0 3,669,819 0 19,017 19,017 26,006 06/15/2030

64972H-UK-6

NEW YORK N Y CITY TRANSITIONAL SER S-1

5.000% 07/15/33 10/31/2017 ALIC - AUSHC U.S. 2,846,900 2,500,000 2,857,875 2,765,465 0 (37,357) 0 (37,357) 0 2,728,108 0 118,792 118,792 161,806 07/15/2033

64983Q-EB-1

NEW YORK ST DORM AUTH REVS NON INSD-EDL HSG

SVCS-CUNY-STUDENT 5.250% 07/01/18 10/31/2017 ALIC - AUSHC U.S. 1,624,382 1,580,000 1,750,940 1,604,421 0 (13,475) 0 (13,475) 0 1,590,945 0 33,437 33,437 110,600 07/01/2018

64983Q-EF-2

NEW YORK ST DORM AUTH REVS NON INSD-EDL HSG

SVCS-CUNY 5.250% 07/01/22 10/31/2017 ALIC - AUSHC U.S. 1,650,767 1,450,000 1,638,616 1,527,713 0 (10,763) 0 (10,763) 0 1,516,950 0 133,817 133,817 101,500 07/01/2022

649902-S2-0

NEW YORK ST DORM AUTH ST PERS BUILD AMERICA

BONDS-SER C 5.202% 02/15/26 10/31/2017 ALIC - AUSHC U.S. 5,738,150 5,000,000 5,169,550 5,113,208 0 (8,511) 0 (8,511) 0 5,104,697 0 633,453 633,453 315,010 02/15/2026

649903-B9-1

NEW YORK ST DORM AUTH REVS MEM SLOAN

KETTERING SUBSER A2 5.000% 07/01/26 10/31/2017 ALIC - AUSHC U.S. 2,051,360 2,000,000 1,983,040 1,988,797 0 644 0 644 0 1,989,442 0 61,918 61,918 133,333 07/01/2026

649903-ZR-5

NEW YORK ST DORM AUTH REVS NONST SUPPORTED

DEBT MEM 5.000% 07/01/36 10/31/2017 ALIC - AUSHC U.S. 6,150,960 6,000,000 6,153,180 6,027,381 0 (15,363) 0 (15,363) 0 6,012,018 0 138,942 138,942 400,000 07/01/2036

649905-DC-7

NEW YORK ST DORM AUTH REVS CORNELL UNIV -

SER A 5.000% 07/01/39 10/31/2017 ALIC - AUSHC U.S. 5,314,650 5,000,000 4,938,200 4,946,084 0 751 0 751 0 4,946,835 0 367,815 367,815 333,333 07/01/2039

649905-NT-9

NEW YORK ST DORM AUTH REVS INSD-PRATT INST-

SER C 5.125% 07/01/39 10/31/2017 ALIC - AUSHC U.S. 2,131,134 2,000,000 1,968,360 1,990,337 0 2,930 0 2,930 0 1,993,267 0 137,867 137,867 136,667 07/01/2039

64990E-3X-3

NEW YORK ST DORM AUTH ST SER A 5.000%

02/15/37 10/31/2017 ALIC - AUSHC U.S. 2,918,700 2,500,000 2,867,275 2,865,567 0 (27,481) 0 (27,481) 0 2,838,086 0 80,614 80,614 140,625 02/15/2037

650028-MC-4

NEW YORK STATE TWY AUTH ST SER A REF

5.000% 03/15/18 09/15/2017 Call 100.0000 5,000,000 5,000,000 5,339,900 5,028,584 0 (28,584) 0 (28,584) 0 5,000,000 0 0 0 250,000 03/15/2018

E14.2

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Adjusted Carrying

Value

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12


tization)/Accretion

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14

TotalChange in


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15Total



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StatedCon-

tractualMaturity

Date

658196-3M-0

NORTH CAROLINA EASTN MUN PWR REF-SER A

5.000% 01/01/23 10/31/2017 ALIC - AUSHC U.S. 5,695,913 5,110,000 5,991,271 5,532,617 0 (84,409) 0 (84,409) 0 5,448,208 0 247,704 247,704 340,667 01/01/2023

65819G-FT-0

NORTH CAROLINA CAP FACS FIN DUKE UNIV PROJ-

SER B 5.000% 10/01/38 10/31/2017 ALIC - AUSHC U.S. 4,270,243 4,050,000 4,337,192 4,143,748 0 (33,751) 0 (33,751) 0 4,109,996 0 160,247 160,247 219,375 10/01/2038

658203-4V-3

NORTH CAROLINA MUN PWR AGY PREREFUNDED

REFSER A 5.000% 01/01/30 10/31/2017 ALIC - AUSHC U.S. 5,209,724 4,985,000 5,095,482 5,065,800 0 (33,151) 0 (33,151) 0 5,032,649 0 177,075 177,075 332,333 01/01/2030

658203-5C-4

NORTH CAROLINA MUN PWR AGY UNREFUNDED REF

SER A 5.000% 01/01/30 10/31/2017 ALIC - AUSHC U.S. 2,102,411 2,015,000 2,059,658 2,047,660 0 (13,400) 0 (13,400) 0 2,034,260 0 68,150 68,150 134,333 01/01/2030

662858-FT-1

NORTH TEX TWY AUTH DALLAS NORT SER C-CONV

6.250% 01/01/22 10/31/2017 ALIC - AUSHC U.S. 6,213,885 5,860,000 6,111,746 5,925,327 0 (26,906) 0 (26,906) 0 5,898,422 0 315,464 315,464 488,333 01/01/2022

66285W-HD-1

NORTH TEXAS TWY AUTH REV CAP APPREC SPL PROJ

SER B 0.000% 09/01/37 10/31/2017 ALIC - AUSHC U.S. 11,018,502 24,895,000 3,791,283 5,685,846 0 316,514 0 316,514 0 6,002,360 0 5,016,142 5,016,142 0 09/01/2037

66285W-HE-9

NORTH TEXAS TWY AUTH REV CAP APPREC SPL

PROJS SYS SER B 0.000% 09/01/43 10/31/2017 ALIC - AUSHC U.S. 1,272,812 4,500,000 403,155 615,629 0 39,351 0 39,351 0 654,981 0 617,831 617,831 0 09/01/2043

66285W-LT-1

NORTH TEXAS TWY AUTH REV REF-SYS-SECOND

TIER-SER B 5.000% 01/01/31 10/31/2017 ALIC - AUSHC U.S. 13,255,360 11,500,000 12,790,265 12,527,274 0 (110,019) 0 (110,019) 0 12,417,256 0 838,104 838,104 766,667 01/01/2031

66285W-LZ-7

NORTH TEXAS TWY AUTH REV PREREFUNDED 1ST

TIER SER A 6.000% 01/01/23 10/31/2017 ALIC - AUSHC U.S. 4,421,264 4,385,000 4,509,991 4,427,746 0 (36,139) 0 (36,139) 0 4,391,608 0 29,656 29,656 350,800 01/01/2023

66285W-MF-0

NORTH TEXAS TWY AUTH REV UNREFUNDED 1ST TIER

SER A 6.000% 01/01/23 10/31/2017 ALIC - AUSHC U.S. 620,135 615,000 619,540 616,573 0 (1,419) 0 (1,419) 0 615,155 0 4,981 4,981 49,200 01/01/2023

66285W-TA-4

NORTH TEXAS TWY AUTH REV PREREFUNDED FIRST

TIER-SER A 6.000% 01/01/28 10/31/2017 ALIC - AUSHC U.S. 8,581,947 8,130,000 8,156,914 8,151,632 0 (9,496) 0 (9,496) 0 8,142,137 0 439,810 439,810 650,400 01/01/2028

66285W-TJ-5

NORTH TEXAS TWY AUTH REV UNREFUNDED FIRST

TIER-SER A 6.000% 01/01/28 10/31/2017 ALIC - AUSHC U.S. 1,974,627 1,870,000 1,876,191 1,874,976 0 (2,184) 0 (2,184) 0 1,872,792 0 101,835 101,835 149,600 01/01/2028

662903-MV-2

N TEXAS ST MUNI WTR DIST WTR REF IMPT

5.250% 09/01/22 10/31/2017 ALIC - AUSHC U.S. 8,359,903 7,225,000 8,673,685 8,129,900 0 (137,828) 0 (137,828) 0 7,992,072 0 367,831 367,831 442,531 09/01/2022

684545-YA-8

ORANGE CNTY FLA TOURIST DEV REF 5.000%

10/01/22 10/31/2017 ALIC - AUSHC U.S. 16,277,100 14,000,000 15,867,880 14,993,977 0 (131,419) 0 (131,419) 0 14,862,558 0 1,414,542 1,414,542 758,333 10/01/2022

68608J-TZ-4

OREGON ST FACS AUTH REVENUE REF-WILLIAMETTE

UNIV PJS-SER B 3.000% 10/01/45 07/12/2017 RAMIREZ 193,718 220,000 215,785 215,814 0 47 0 47 0 215,861 0 (22,144) (22,144) 5,079 10/01/2045

68608J-TZ-4

OREGON ST FACS AUTH REVENUE REF-WILLIAMETTE

UNIV PJS-SER B 3.000% 10/01/45 10/31/2017 ALIC - AUSHC U.S. 5,042,092 5,855,000 5,742,818 5,743,594 0 2,107 0 2,107 0 5,745,701 0 (703,609) (703,609) 190,288 10/01/2045

686543-UB-3

ORLANDO & ORANGE CNTY EXPWY AUTH REF

5.000% 07/01/35 10/31/2017 ALIC - AUSHC U.S. 5,672,350 5,000,000 4,980,000 4,982,051 0 158 0 158 0 4,982,209 0 690,141 690,141 333,333 07/01/2035

696543-HR-1

PALM BEACH CNTY FLA PUB IMPT BIOMEDICAL RESH

PK PROJ-SER C 5.000% 11/01/19 11/01/2017 Call 100.0000 1,000,000 1,000,000 1,075,740 1,007,560 0 (7,560) 0 (7,560) 0 1,000,000 0 0 0 50,000 11/01/2019

70870F-AG-1

PENNSYLVANIA ECONOMIC DEV FIN PHILADELPHIA

BIOSOLIDS FAC 6.250% 01/01/32 10/31/2017 ALIC - AUSHC U.S. 1,074,450 1,000,000 994,030 995,200 0 58 0 58 0 995,258 0 79,192 79,192 83,333 01/01/2032

720175-TK-4

PIEDMONT MUN PWR AGENCY S C ELEC REV

6.750% 01/01/19 10/31/2017 ALIC - AUSHC U.S. 1,544,569 1,450,000 1,827,437 1,522,202 0 (29,482) 0 (29,482) 0 1,492,720 0 51,849 51,849 130,500 01/01/2019

720175-TQ-1

PIEDMONT MUN PWR UNREFUNDED BALANCE 2004

5.375% 01/01/25 01/01/2017 Call 100.0000 45,000 45,000 49,119 47,205 0 (2,205) 0 (2,205) 0 45,000 0 0 0 1,209 01/01/2025

720175-TQ-1

PIEDMONT MUN PWR UNREFUNDED BALANCE 2004

5.375% 01/01/25 10/31/2017 ALIC - AUSHC U.S. 5,701,613 4,805,000 5,244,219 5,040,087 0 (20,994) 0 (20,994) 0 5,019,093 0 682,520 682,520 344,358 01/01/2025

74381M-AF-2

PROVIDENCE R I PUB BLDGS AUTH VARIOUS CAP

PROJ-SER A 5.125% 06/15/21 06/15/2017 Call 100.0000 250,000 250,000 247,553 248,771 0 119 0 119 0 248,890 0 1,110 1,110 6,406 06/15/2021

74381M-AF-2

PROVIDENCE R I PUB BLDGS AUTH VARIOUS CAP

PROJ-SER A 5.125% 06/15/21 10/31/2017 ALIC - AUSHC U.S. 1,210,625 1,135,000 1,123,888 1,129,422 0 903 0 903 0 1,130,325 0 80,300 80,300 51,059 06/15/2021

74445M-AA-7

PUBLIC FIN AUTH WI SOL WST AMT REF WASTE

MGMT INC 2.625% 11/01/25 10/31/2017 ALIC - AUSHC U.S. 6,431,620 6,500,000 6,584,875 6,581,899 0 (6,976) 0 (6,976) 0 6,574,923 0 (143,303) (143,303) 170,625 11/01/2025

75076P-AJ-4

RAILSPLITTER TOBACCO SETTLEMENT AUTH ILL

5.375% 06/01/21 10/31/2017 ALIC - AUSHC U.S. 2,758,865 2,445,000 2,274,584 2,358,798 0 14,485 0 14,485 0 2,373,284 0 385,581 385,581 120,467 06/01/2021

75076P-AP-0

RAILSPLITTER TOBACCO REVENUE BONDS 5.250%

06/01/20 10/31/2017 ALIC - AUSHC U.S. 2,739,625 2,500,000 2,797,400 2,631,418 0 (30,611) 0 (30,611) 0 2,600,807 0 138,818 138,818 120,313 06/01/2020

75076P-AQ-8

RAILSPLITTER TOBACCO SETTLEMENT AUTH ILL

5.250% 06/01/21 10/31/2017 ALIC - AUSHC U.S. 11,240,400 10,000,000 9,508,000 9,753,640 0 41,684 0 41,684 0 9,795,324 0 1,445,076 1,445,076 481,250 06/01/2021

759911-TS-9

REGIONAL TRANSPORT AUTH ILL SER A 6.000%

07/01/30 10/31/2017 ALIC - AUSHC U.S. 5,784,413 4,350,000 5,238,575 5,057,634 0 (33,025) 0 (33,025) 0 5,024,610 0 759,803 759,803 348,000 07/01/2030

E14.2

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DisposalDate

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Value

11


12


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13



14

TotalChange in


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15Total



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Date

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Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

794665-FP-9

SALES TAX ASSET RECEIVABLE REF-FISCAL 2015-


794665-FS-3

SALES TAX ASSET RECEIVABLE REF-FISCAL 2015-


79768H-AF-5

SAN FRANCISCO CALIFORNIA CITY BUILD AMERICA

BONDS 5.300% 10/01/27 10/31/2017 ALIC - AUSHC U.S. 2,358,620 2,000,000 1,932,940 1,950,771 0 2,930 0 2,930 0 1,953,701 0 404,919 404,919 114,833 10/01/2027

79771Y-AM-8

SAN FRANCISCO CALIF CITY & CNTY REDEV AGY

HOTEL 5.000% 06/01/25 10/31/2017 ALIC - AUSHC U.S. 2,780,650 2,500,000 2,450,000 2,466,314 0 2,715 0 2,715 0 2,469,028 0 311,622 311,622 114,583 06/01/2025

798111-AZ-3

SAN JOAQUIN HILL CALIFORNIA TRANSN CORRIDOR

AGY TOLL RD 0.000% 01/01/24 10/31/2017 ALIC - AUSHC U.S. 11,505,130 13,000,000 7,774,260 9,947,453 0 320,949 0 320,949 0 10,268,402 0 1,236,728 1,236,728 0 01/01/2024

816691-EP-0

SEMINOLE CNTY FLA SALES TAX REF-SER B

5.250% 10/01/20 10/31/2017 ALIC - AUSHC U.S. 1,940,335 1,745,000 1,962,357 1,813,305 0 (14,263) 0 (14,263) 0 1,799,041 0 141,294 141,294 99,247 10/01/2020

816691-ES-4

SEMINOLE CNTY FLA SALES TAX REF-SER B

5.250% 10/01/23 10/31/2017 ALIC - AUSHC U.S. 2,438,596 2,040,000 2,307,852 2,165,742 0 (13,640) 0 (13,640) 0 2,152,102 0 286,494 286,494 116,025 10/01/2023

835574-BT-0

SONOMA CNTY CALIF PENSION OBL TAXABLE-SER A

5.070% 12/01/22 10/31/2017 ALIC - AUSHC U.S. 3,209,220 3,000,000 2,821,560 2,916,052 0 10,203 0 10,203 0 2,926,255 0 282,965 282,965 139,425 12/01/2022

851010-MK-1

SPRINGFIELD MO PUB BLDG CORP AMT-SPRINGFIELD

BRANSON ARPT-B 5.000% 07/01/19 07/01/2017 Call 100.0000 3,210,000 3,210,000 3,451,745 3,210,000 0 0 0 0 0 3,210,000 0 0 0 160,500 07/01/2019

851010-MM-7

SPRINGFIELD MO PUB BLDG CORP AMT-SPRINGFIELD

BRANSON ARPT-B 5.000% 07/01/21 07/01/2017 Call 100.0000 3,635,000 3,635,000 3,882,071 3,635,000 0 0 0 0 0 3,635,000 0 0 0 181,750 07/01/2021

874476-EH-3

TALLAHASSEE FLORIDA ENERGY SYS REV BONDS

5.000% 10/01/25 10/01/2017 Call 100.0000 3,440,000 3,440,000 3,483,378 3,443,717 0 (3,717) 0 (3,717) 0 3,440,000 0 0 0 172,000 10/01/2025

875128-HK-9

TAMPA BAY WTR FLA UTIL SYS REV REF & IMPT

5.500% 10/01/17 10/01/2017 Maturity 1,155,000 1,155,000 1,334,626 1,168,282 0 (13,282) 0 (13,282) 0 1,155,000 0 0 0 63,525 10/01/2017

89602N-F8-2

TRIBOROUGH BRDG AND TUNL CABS REF SUB SER A

0.000% 11/15/30 10/31/2017 ALIC - AUSHC U.S. 4,700,570 7,000,000 3,735,090 4,289,713 0 127,626 0 127,626 0 4,417,338 0 283,232 283,232 0 11/15/2030

89602N-KU-7

TRIBOROUGH BRDG AND TUNL AUTH N Y REV GEN


90171U-AG-2

TWIN RIVERS CA UNIF SCH DIST SCH FAC BRIDGE

FUNDING PROGRAM 3.200% 06/01/41 10/31/2017 ALIC - AUSHC U.S. 2,974,663 2,970,000 2,970,000 2,970,000 0 0 0 0 0 2,970,000 0 4,663 4,663 87,120 06/01/2041

91412G-ZS-7

UNIV OF CALIFORNIA CA REVENUES PREREFUNDED

GEN SER Q 5.000% 05/15/40 05/15/2017 Call 100.0000 1,960,000 1,960,000 1,957,451 1,975,285 0 4,315 0 4,315 0 1,979,600 0 (19,600) (19,600) 68,600 05/15/2040

91412G-ZV-0

UNIV OF CALIFORNIA CA REVENUES PREREFUNDED

GEN SER Q 5.000% 05/15/34 05/15/2017 Call 100.0000 7,810,000 7,810,000 7,869,063 7,883,761 0 4,339 0 4,339 0 7,888,100 0 (78,100) (78,100) 273,350 05/15/2034

914440-LJ-9

UNIVERSITY MASS BLDG AUTH BUILD AMERICA

BONDS 5.450% 11/01/40 10/31/2017 ALIC - AUSHC U.S. 3,007,500 2,500,000 2,500,000 2,500,000 0 0 0 0 0 2,500,000 0 507,500 507,500 136,250 11/01/2040

914460-PJ-3

UNIVERSITY OF MINNESOTA SER A 5.000%

04/01/41 10/31/2017 ALIC - AUSHC U.S. 5,064,314 4,350,000 5,062,100 5,042,030 0 (54,745) 0 (54,745) 0 4,987,285 0 77,029 77,029 235,625 04/01/2041

915115-4A-4

UNIV TEXAS PERMANENT UNIV FND 5.000%

07/01/41 10/31/2017 ALIC - AUSHC U.S. 7,881,866 6,860,000 7,243,817 7,141,194 0 (32,287) 0 (32,287) 0 7,108,907 0 772,958 772,958 457,333 07/01/2041

91802R-AJ-8

UTILITY DEBT SECURITIZATION RESTRUCTURING-

SER TE 5.000% 12/15/30 10/31/2017 ALIC - AUSHC U.S. 26,339,957 22,425,000 24,854,050 24,222,146 0 (192,725) 0 (192,725) 0 24,029,421 0 2,310,536 2,310,536 984,208 12/15/2030

91802R-BT-5

UTILITY DEBT SECURITIZATION RESTRUCTURING

BONDS-REF 5.000% 12/15/36 10/31/2017 ALIC - AUSHC U.S. 2,982,050 2,500,000 3,046,275 2,998,826 0 (41,920) 0 (41,920) 0 2,956,906 0 25,144 25,144 109,722 12/15/2036

91802R-BV-0

UTILITY DEBT SECURITIZATION REVENUE BONDS

5.000% 12/15/37 10/31/2017 ALIC - AUSHC U.S. 591,405 500,000 574,225 573,362 0 (6,014) 0 (6,014) 0 567,348 0 24,057 24,057 21,944 12/15/2037

927676-PT-7

VIRGIN ISLANDS PUB FIN AUTH REF SR LIEN SER

B 5.000% 10/01/25 11/08/2017 Citigroup 1,940,000 4,000,000 2,885,880 4,040,514 0 85,686 1,240,320 (1,154,634) 0 2,885,880 0 (945,880) (945,880) 221,667 10/01/2025

927793-TU-3

VIRGINIA TRANSPORTATION CAP PROJS 5.000%

05/15/27 10/31/2017 ALIC - AUSHC U.S. 11,238,400 10,000,000 11,102,200 10,532,205 0 (94,827) 0 (94,827) 0 10,437,378 0 801,022 801,022 480,556 05/15/2027

92812V-JP-2

VIRGINIA ST HSG DEV AUTH SER B 3.600%

05/01/46 02/13/2017 RAMIREZ 4,479,002 4,705,000 4,705,000 4,705,000 0 0 0 0 0 4,705,000 0 (225,998) (225,998) 47,124 05/01/2046

92812V-JP-2

VIRGINIA ST HSG DEV AUTH SER B 3.600%

05/01/46 10/31/2017 ALIC - AUSHC U.S. 5,461,402 5,510,000 5,510,000 5,510,000 0 0 0 0 0 5,510,000 0 (48,598) (48,598) 198,360 05/01/2046

928172-U3-7

VIRGINIA ST PUB BLDG AUTH PUB AMT SER C

5.000% 08/01/26 10/31/2017 ALIC - AUSHC U.S. 8,279,321 6,850,000 7,991,621 7,983,357 0 (86,516) 0 (86,516) 0 7,896,841 0 382,480 382,480 367,236 08/01/2026

934864-AV-1

WARREN CNTY KENTUCKY HOSP REV REF BOWLING

GREEN 5.000% 04/01/28 10/31/2017 ALIC - AUSHC U.S. 1,129,070 1,000,000 1,127,660 1,085,776 0 (10,385) 0 (10,385) 0 1,075,391 0 53,679 53,679 54,167 04/01/2028

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For-eign

DisposalDate

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StockCon-


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Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



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Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

934864-AW-9

WARREN CNTY KENTUCKY HOSP REV REF BOWLING

GREEN 5.000% 04/01/35 10/31/2017 ALIC - AUSHC U.S. 1,373,988 1,250,000 1,372,313 1,332,597 0 (9,899) 0 (9,899) 0 1,322,699 0 51,289 51,289 67,708 04/01/2035

938865-A*-3

WASHINGTON HSG DEV CORP MTG PURCHASE REV SER

1978 6.750% 02/01/20 02/01/2017

Redemption

100.0000 97,901 97,901 97,901 97,901 0 0 0 0 0 97,901 0 0 0 3,304 02/01/2020

940839-CE-1

WASHOE CNTY NEVADA HIGHWAY REV FUEL TAX

5.000% 02/01/38 10/31/2017 ALIC - AUSHC U.S. 5,204,550 5,000,000 5,309,000 5,118,713 0 (46,565) 0 (46,565) 0 5,072,148 0 132,402 132,402 312,500 02/01/2038

3199999. Subtotal - Bonds - U.S. Special Revenues 821,434,079 784,590,531 777,220,156 772,957,556 0 (1,791,991) 1,240,320 (3,032,311) 0 769,925,244 0 51,508,823 51,508,823 37,412,989 XXX

00085H-AC-4

ACAS CLO LTD SERIES 2015-2A CLASS B 144 A

3.628% 10/28/27 09/07/2017

DAIN RAUSCHER INC-69211

1,504,050 1,500,000 1,491,450 1,507,294 0 5,261 0 5,261 0 1,512,556 0 (8,506) (8,506) 44,016 10/28/2027

001055-AF-9 AFLAC INC. SR UNSECURED 6.450% 08/15/40 10/31/2017 ALIC - AUSHC U.S. 658,850 500,000 497,495 497,673 0 20 0 20 0 497,693 0 161,156 161,156 39,058 08/15/2040

00130H-BN-4 AES CORP SR UNSECURED 8.000% 06/01/20 10/31/2017 ALIC - AUSHC U.S. 570,786 500,000 506,250 502,569 0 (578) 0 (578) 0 501,991 0 68,795 68,795 36,667 06/01/2020

00130H-BS-3 AES CORP SR UNSECURED 7.375% 07/01/21 10/31/2017 ALIC - AUSHC U.S. 568,682 500,000 500,000 500,000 0 0 0 0 0 500,000 0 68,682 68,682 49,167 07/01/2021

00130H-BT-1 AES CORP SR UNSECURED 4.875% 05/15/23 10/31/2017 ALIC - AUSHC U.S. 1,024,698 1,000,000 1,020,000 1,011,802 0 (2,050) 0 (2,050) 0 1,009,752 0 14,946 14,946 46,854 05/15/2023

00130H-BU-8 AES CORP SR UNSECURED 5.500% 03/15/24 01/25/2017 DEUTSCHE BANK 663,000 650,000 669,500 668,082 0 (236) 0 (236) 0 667,847 0 (4,847) (4,847) 13,406 03/15/2024

00164G-AC-0

ALM LOAN FUNDING SERIES 2013-10A CLASS A2

144A 3.359% 01/15/25 08/03/2017 Call 100.0000 2,500,000 2,500,000 2,500,000 2,500,000 0 0 0 0 0 2,500,000 0 0 0 61,146 01/15/2025

00164G-AG-1

ALM LOAN FUNDING SERIES 2013-10A CLASS B

3.959% 01/15/25 08/03/2017 Call 100.0000 560,000 560,000 541,800 558,874 0 2,903 0 2,903 0 561,777 0 (1,777) (1,777) 16,403 01/15/2025

00164H-AA-2

ALM LOAN FUNDING SERIES 2013-10A CLASS D

144A 5.959% 01/15/25 07/06/2017 JP Morgan 349,891 350,000 315,000 331,205 0 4,309 0 4,309 0 335,514 0 14,377 14,377 14,579 01/15/2025

00164K-AE-7

ALM LOAN FUNDING SERIES 2014-14A CLASS B

144A 4.328% 07/28/26 04/28/2017 Paydown 1,250,000 1,250,000 1,249,875 1,256,950 0 (6,950) 0 (6,950) 0 1,250,000 0 0 0 24,723 07/28/2026

00164V-AC-7

AMC NETWORKS INC SR UNSECURED 4.750%

12/15/22 10/31/2017 ALIC - AUSHC U.S. 512,858 500,000 470,000 474,392 0 3,063 0 3,063 0 477,455 0 35,403 35,403 20,847 12/15/2022

00164V-AD-5

AMC NETWORKS INC SR UNSECURED 5.000%

04/01/24 10/31/2017 ALIC - AUSHC U.S. 2,037,660 2,000,000 1,988,750 1,989,353 0 1,090 0 1,090 0 1,990,443 0 47,217 47,217 108,333 04/01/2024

00176J-AD-8

AMERICAN MONEY MANAGEMENT CORP SERIES 2015-

16A CLASS B1 144A 3.559% 04/14/27 04/17/2017 Paydown 900,000 900,000 900,000 900,000 0 0 0 0 0 900,000 0 0 0 14,567 04/14/2027

00176J-AG-1

AMERICAN MONEY MANAGEMENT CORP SERIES 2015-

16A CLASS D 144A 5.109% 04/14/27 04/17/2017 Paydown 400,000 400,000 386,600 395,646 0 4,354 0 4,354 0 400,000 0 0 0 9,660 04/14/2027

00206R-CA-8 AT&T CORP SR UNSECURED 2.375% 11/27/18 10/31/2017 ALIC - AUSHC U.S. 2,513,235 2,500,000 2,500,000 2,500,000 0 0 0 0 0 2,500,000 0 13,235 13,235 55,087 11/27/2018

00206R-CM-2 AT&T CORP SR UNSECURED 3.000% 06/30/22 10/31/2017 ALIC - AUSHC U.S. 4,533,359 4,500,000 4,515,810 4,512,496 0 (1,928) 0 (1,928) 0 4,510,569 0 22,790 22,790 112,500 06/30/2022

00206R-CZ-3 AT&T CORP SR UNSECURED 4.600% 02/15/21 10/31/2017 ALIC - AUSHC U.S. 1,062,436 1,000,000 1,063,570 1,053,562 0 (11,090) 0 (11,090) 0 1,042,473 0 19,963 19,963 55,711 02/15/2021

00209T-AB-1

A T & T BROADBAND CORP GLOBAL BONDS

9.455% 11/15/22 10/31/2017 ALIC - AUSHC U.S. 1,991,658 1,500,000 2,041,125 1,738,274 0 (28,750) 0 (28,750) 0 1,709,524 0 282,134 282,134 136,310 11/15/2022

00287Y-AM-1 ABBVIE INC SR UNSECURED 4.400% 11/06/42 06/07/2017 CITIGROUP 1,003,160 1,000,000 1,037,225 1,034,837 0 (329) 0 (329) 0 1,034,508 0 (31,348) (31,348) 26,400 11/06/2042

00434N-AB-1

ACCESS MIDSTREAM PARTNER SR UNSECURED

4.875% 03/15/24 10/31/2017 ALIC - AUSHC U.S. 1,571,688 1,500,000 1,522,500 1,521,324 0 (3,079) 0 (3,079) 0 1,518,245 0 53,443 53,443 82,469 03/15/2024

00440E-AK-3 ACE INA HOLDINGS NOTES 5.800% 03/15/18 10/31/2017 ALIC - AUSHC U.S. 1,015,541 1,000,000 999,160 999,784 0 22 0 22 0 999,807 0 15,734 15,734 65,411 03/15/2018

00507V-AG-4

ACTIVISION BLIZZARD SR UNSECURED 2.300%

09/15/21 06/05/2017 Tax Free Exchange 998,928 1,000,000 998,780 998,829 0 98 0 98 0 998,928 0 0 0 16,356 09/15/2021

00766T-AB-6

AECOM TECHNOLOGY SR UNSECURED 5.750%

10/15/22 10/31/2017 ALIC - AUSHC U.S. 522,976 500,000 509,502 507,443 0 (1,491) 0 (1,491) 0 505,952 0 17,024 17,024 30,028 10/15/2022

00912X-AL-8

AIR LEASE CORP SR UNSECURED 3.375%

01/15/19 10/31/2017 ALIC - AUSHC U.S. 2,032,020 2,000,000 1,997,160 1,998,772 0 435 0 435 0 1,999,207 0 32,813 32,813 87,375 01/15/2019

012725-AB-3

ALBEMARLE CORP SR UNSECURED 3.000%

12/01/19 01/11/2017 Corporate Action 2,072,940 2,000,000 1,997,500 1,998,476 0 6 0 6 0 1,998,482 0 74,458 74,458 6,667 12/01/2019

013817-AQ-4 ALCOA INC BONDS 5.870% 02/23/22 10/31/2017 ALIC - AUSHC U.S. 547,525 500,000 505,000 504,160 0 (607) 0 (607) 0 503,553 0 43,971 43,971 34,894 02/23/2022

013817-AV-3 ALCOA INC SR UNSECURED 5.400% 04/15/21 10/31/2017 ALIC - AUSHC U.S. 1,073,696 1,000,000 1,013,750 1,012,021 0 (2,371) 0 (2,371) 0 1,009,650 0 64,046 64,046 56,400 04/15/2021

01741R-AE-2

ALLEGHENY TECHNOLOGIES SR NOTES 5.950%

01/15/21 10/31/2017 ALIC - AUSHC U.S. 515,077 500,000 295,000 322,316 0 26,741 0 26,741 0 349,057 0 166,020 166,020 38,510 01/15/2021

020056-AM-9

ALM LOAN FUNDING SERIES 2012-5A CLASS A2R

144A 3.504% 10/18/27 09/07/2017 SG AMERICAS LLC 3,357,370 3,350,000 3,328,560 3,377,943 0 10,493 0 10,493 0 3,388,436 0 (31,066) (31,066) 98,222 10/18/2027

025816-AX-7

AMERICAN EXPRESS SR UNSECURED 6.150%

08/28/17 08/28/2017 Maturity 2,000,000 2,000,000 1,994,840 1,999,352 0 648 0 648 0 2,000,000 0 0 0 123,000 08/28/2017

025816-BB-4

AMERICAN EXPRESS SR UNSECURED 8.125%

05/20/19 10/31/2017 ALIC - AUSHC U.S. 2,186,876 2,000,000 2,031,080 2,009,510 0 (3,088) 0 (3,088) 0 2,006,423 0 180,453 180,453 153,924 05/20/2019

E14.2

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Value

11


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13



14

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Date

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BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

03073E-AG-0

AMERISOURCEBERGEN CORP CO GTD 4.875%

11/15/19 10/31/2017 ALIC - AUSHC U.S. 527,096 500,000 495,870 498,569 0 404 0 404 0 498,973 0 28,122 28,122 23,427 11/15/2019

030981-AJ-3

AMERIGAS PARTNERS LP SR UNSECURED 5.875%

08/20/26 10/31/2017 ALIC - AUSHC U.S. 1,037,577 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 37,577 37,577 70,337 08/20/2026

031162-BP-4 AMGEN INC SR UNSECURED 5.375% 05/15/43 10/31/2017 ALIC - AUSHC U.S. 2,347,412 2,000,000 1,999,700 1,999,585 0 88 0 88 0 1,999,673 0 347,739 347,739 103,319 05/15/2043

032654-AJ-4

ANALOG DEVICES INC SR UNSECURED 3.900%

12/15/25 10/31/2017 ALIC - AUSHC U.S. 1,048,200 1,000,000 997,700 997,887 0 146 0 146 0 998,033 0 50,167 50,167 34,233 12/15/2025

035242-AG-1

ANHEUSER-BUSCH INBEV FIN SR UNSECURED

1.900% 02/01/19 10/31/2017 ALIC - AUSHC U.S. 2,002,494 2,000,000 1,994,580 1,996,212 0 1,481 0 1,481 0 1,997,693 0 4,801 4,801 47,500 02/01/2019

035242-AP-1

ANHEUSER-BUSCH INBEV FIN SR UNSECURED

3.650% 02/01/26 10/31/2017 ALIC - AUSHC U.S. 1,032,213 1,000,000 998,330 998,443 0 102 0 102 0 998,545 0 33,668 33,668 45,625 02/01/2026

03674P-AL-7

ANTERO RESOURCES FINANCE CORP SR UNSECURED

5.375% 11/01/21 10/31/2017 ALIC - AUSHC U.S. 513,166 500,000 492,500 493,163 0 1,086 0 1,086 0 494,248 0 18,966 18,966 26,875 11/01/2021

03674X-AC-0

ANTERO RESSOURCES CORP SR UNSECURED

5.125% 12/01/22 10/31/2017 ALIC - AUSHC U.S. 614,120 600,000 573,000 574,939 0 3,020 0 3,020 0 577,959 0 36,161 36,161 28,188 12/01/2022

03674X-AF-3


5.625% 06/01/23 10/31/2017 ALIC - AUSHC U.S. 522,836 500,000 500,000 500,000 0 0 0 0 0 500,000 0 22,836 22,836 25,781 06/01/2023

03674X-AG-1


5.000% 03/01/25 07/26/2017 Tax Free Exchange 1,000,000 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 0 0 29,861 03/01/2025

03764U-AL-7

APIDOS CDO SERIES 2013-16A CLASS C 144A

4.607% 01/19/25 06/19/2017 Call 100.0000 750,000 750,000 703,988 727,571 0 7,425 0 7,425 0 734,995 0 15,005 15,005 21,529 01/19/2025

03764V-AA-9

APIDOS CDO SERIES 2013-16A CLASS D 144A

5.857% 01/19/25 06/20/2017 BARCLAYS CAPITAL INC 246,875 250,000 221,875 231,716 0 3,169 0 3,169 0 234,885 0 11,990 11,990 9,443 01/19/2025

037833-AQ-3 APPLE INC SR UNSECURED 2.100% 05/06/19 10/31/2017 ALIC - AUSHC U.S. 1,006,113 1,000,000 1,020,690 1,018,944 0 (6,657) 0 (6,657) 0 1,012,287 0 (6,174) (6,174) 20,708 05/06/2019

037833-AY-6 APPLE INC SR UNSECURED 2.150% 02/09/22 10/31/2017 ALIC - AUSHC U.S. 997,064 1,000,000 999,810 999,849 0 17 0 17 0 999,866 0 (2,802) (2,802) 26,397 02/09/2022

037833-CB-4 APPLE INC SR UNSECURED 1.100% 08/02/19 10/31/2017 ALIC - AUSHC U.S. 1,485,021 1,500,000 1,498,500 1,498,698 0 365 0 365 0 1,499,063 0 (14,042) (14,042) 20,488 08/02/2019

037833-CC-2 APPLE INC SR UNSECURED 1.550% 08/04/21 10/31/2017 ALIC - AUSHC U.S. 979,425 1,000,000 998,610 998,715 0 223 0 223 0 998,937 0 (19,512) (19,512) 19,246 08/04/2021

044209-AF-1 ASHLAND INC SR UNSECURED 4.750% 08/15/22 10/31/2017 ALIC - AUSHC U.S. 633,613 600,000 601,821 601,208 0 (183) 0 (183) 0 601,025 0 32,588 32,588 34,517 08/15/2022

044209-AM-6 ASHLAND INC SR UNSECURED 6.875% 05/15/43 10/31/2017 ALIC - AUSHC U.S. 833,948 750,000 697,500 698,264 0 605 0 605 0 698,869 0 135,079 135,079 49,557 05/15/2043

046003-JU-4

ASSOCIATES CORP OF NORTH AMERI DEB 6.950%

11/01/18 10/31/2017 ALIC - AUSHC U.S. 5,232,190 5,000,000 5,772,780 5,132,799 0 (58,475) 0 (58,475) 0 5,074,324 0 157,866 157,866 347,500 11/01/2018

04941K-AE-9

ATLAS SENIOR FUND LTD SERIES 2013-2A CLASS

A3L 4.116% 02/17/26 08/15/2017 Paydown 500,000 500,000 499,575 506,438 0 (6,438) 0 (6,438) 0 500,000 0 0 0 14,189 02/17/2026

05363L-AE-3

AVERY POINT CLO LTD SERIES 2015-6A CLASS B

144A 3.341% 08/05/27 09/07/2017 WACHOVIA 1,811,160 1,800,000 1,800,000 1,800,000 0 0 0 0 0 1,800,000 0 11,160 11,160 46,387 08/05/2027

05523U-AM-2

BAE SYSTEMS HOLDINGS INC SR UNSECURED

2.850% 12/15/20 10/31/2017 ALIC - AUSHC U.S. 2,023,574 2,000,000 1,992,960 1,994,350 0 1,112 0 1,112 0 1,995,462 0 28,112 28,112 50,033 12/15/2020

056162-AC-4

BABSON CLO LTD SERIES 2015-IA CLASS B 144A

3.313% 04/20/27 09/07/2017


1,503,150 1,500,000 1,500,000 1,500,000 0 0 0 0 0 1,500,000 0 3,150 3,150 40,998 04/20/2027

05618M-AJ-3

BABSON CLO LTD SERIES 2014-3A CLASS C1 144A

4.359% 01/15/26 01/17/2017 Paydown 500,000 500,000 487,250 498,284 0 1,716 0 1,716 0 500,000 0 0 0 4,958 01/15/2026

058498-AT-3 BALL CORP SR UNSECURED 5.250% 07/01/25 10/31/2017 ALIC - AUSHC U.S. 548,569 500,000 500,000 500,000 0 0 0 0 0 500,000 0 48,569 48,569 35,000 07/01/2025

059500-AD-0

BANC OF AMERICA COMMERCIAL MTG SER 2006-3

CLASS A4 5.889% 07/10/44 02/01/2017 Paydown 26,165 26,165 27,159 26,931 0 (766) 0 (766) 0 26,165 0 0 0 254 07/10/2044

059511-AE-5

BANC OF AMERICA COMMERCIAL MTG SER 2007-2

CLASS A4 5.698% 04/10/49 01/01/2017 Paydown 578,003 578,003 623,702 578,182 0 (179) 0 (179) 0 578,003 0 0 0 2,745 04/10/2049

05952C-AE-0

BANK OF AMERICA COMM MTGE INC SER 2007-5

CLASS A4 5.492% 02/10/51 01/12/2017 Baird (Robert W) 4,055,856 4,005,320 3,973,090 3,997,740 0 31 0 31 0 3,997,771 0 58,085 58,085 28,719 02/10/2051

05952C-AE-0

BANK OF AMERICA COMM MTGE INC SER 2007-5

CLASS A4 5.492% 02/10/51 01/01/2017 Paydown 5,586 5,586 5,541 5,576 0 11 0 11 0 5,586 0 0 0 26 02/10/2051

06051G-EX-3

BANK OF AMERICA NA UNSECURED 2.600%

01/15/19 10/31/2017 ALIC - AUSHC U.S. 1,006,808 1,000,000 1,002,790 1,001,179 0 (491) 0 (491) 0 1,000,688 0 6,120 6,120 33,656 01/15/2019

06051G-FD-6

BANK OF AMERICA NA SR UNSECURED 2.650%

04/01/19 10/31/2017 ALIC - AUSHC U.S. 2,017,602 2,000,000 1,999,440 1,999,695 0 114 0 114 0 1,999,810 0 17,792 17,792 57,417 04/01/2019

06406G-AA-9

BANK OF NY MELLON CORP SUBORDINATED

3.000% 10/30/28 06/28/2017 CITIGROUP 1,457,310 1,500,000 1,498,350 1,498,332 0 58 0 58 0 1,498,390 0 (41,080) (41,080) 30,375 10/30/2028

07401D-BC-4

BEAR STEARNS COMMERCIAL MTGE SER 2007-PW18

CLASS A4 5.700% 06/11/50 01/19/2017 MORGAN STANLEY 2,622,774 2,571,249 2,548,650 2,565,876 0 71 0 71 0 2,565,947 0 56,827 56,827 21,577 06/11/2050

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StockCon-


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Value

11


12


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13



14

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Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

07401D-BC-4

BEAR STEARNS COMMERCIAL MTGE SER 2007-PW18

CLASS A4 5.700% 06/11/50 01/01/2017 Paydown 4,516 4,516 4,476 4,506 0 9 0 9 0 4,516 0 0 0 21 06/11/2050

081437-AJ-4

BEMIS COMPANY INC SR UNSECURED 3.100%

09/15/26 10/31/2017 ALIC - AUSHC U.S. 969,759 1,000,000 998,290 998,304 0 131 0 131 0 998,435 0 (28,676) (28,676) 34,961 09/15/2026

08180N-AE-4

BENEFIT STREET PARTNERS CLO LT SERIES 2015-

VIA CLASS A2 144A 3.604% 04/18/27 09/07/2017 WACHOVIA 1,443,168 1,440,000 1,431,072 1,455,221 0 4,436 0 4,436 0 1,459,658 0 (16,490) (16,490) 43,533 04/18/2027

09626U-AN-8

BLUEMOUNTAIN CLO LTD SERIES 13 - 1A CLASS

A2R 3.263% 01/20/29 09/07/2017 DEUTSCHE BANK 278,025 275,000 275,000 275,000 0 0 0 0 0 275,000 0 3,025 3,025 6,774 01/20/2029

09628B-AC-2

BLUEMOUNTAIN CLO LTD SERIES 2015-2A CLASS B

144A 3.204% 07/18/27 09/07/2017 WACHOVIA 1,305,590 1,300,000 1,300,000 1,300,000 0 0 0 0 0 1,300,000 0 5,590 5,590 34,562 07/18/2027

097023-AD-7 BOEING CO DEB 8.750% 08/15/21 10/31/2017 ALIC - AUSHC U.S. 1,846,413 1,500,000 1,892,445 1,645,910 0 (23,407) 0 (23,407) 0 1,622,503 0 223,910 223,910 158,958 08/15/2021

099724-AG-1

BORG-WARNER AUTOMOTIVE SR UNSECURED

4.625% 09/15/20 10/31/2017 ALIC - AUSHC U.S. 530,731 500,000 494,955 497,816 0 459 0 459 0 498,275 0 32,456 32,456 26,080 09/15/2020

118230-AJ-0

BUCKEYE PARTNERS SR UNSECURED 4.875%

02/01/21 10/31/2017 ALIC - AUSHC U.S. 1,057,979 1,000,000 996,200 998,203 0 298 0 298 0 998,501 0 59,478 59,478 60,938 02/01/2021

12189T-AK-0

BURLINGTON NORTHERN SANTA FE DEB 7.082%

05/13/29 10/31/2017 ALIC - AUSHC U.S. 1,987,973 1,500,000 1,663,860 1,609,851 0 (4,976) 0 (4,976) 0 1,604,875 0 383,098 383,098 102,689 05/13/2029

124857-AE-3 CBS CORP CO GTD 4.300% 02/15/21 10/31/2017 ALIC - AUSHC U.S. 1,055,513 1,000,000 997,320 998,725 0 218 0 218 0 998,943 0 56,570 56,570 52,078 02/15/2021

1248EP-BM-4

CCO HOLDINGS LLC CAP CORP SR UNSECURED

5.750% 02/15/26 10/31/2017 ALIC - AUSHC U.S. 522,088 500,000 505,881 505,514 0 (555) 0 (555) 0 504,959 0 17,128 17,128 34,819 02/15/2026

12527G-AA-1

CF INDUSTRIES INC SR UNSECURED 6.875%

05/01/18 10/31/2017 ALIC - AUSHC U.S. 510,493 500,000 510,000 502,030 0 (1,224) 0 (1,224) 0 500,805 0 9,687 9,687 34,375 05/01/2018

12527G-AB-9 CF INDUSTRIES INC CO GTD 7.125% 05/01/20 06/01/2017 GOLDMAN SACHS & CO 554,375 500,000 515,000 506,061 0 (698) 0 (698) 0 505,363 0 49,012 49,012 21,276 05/01/2020

12527G-AE-3

CF INDUSTRIES INC SR UNSECURED 5.375%

03/15/44 06/19/2017 FIRST BOSTON CORP 450,000 500,000 461,250 461,341 0 276 0 276 0 461,618 0 (11,618) (11,618) 20,679 03/15/2044

12527G-AF-0 CF INDUSTRIES INC 5.150% 03/15/34 10/31/2017 ALIC - AUSHC U.S. 996,030 1,000,000 882,500 883,203 0 3,276 0 3,276 0 886,479 0 109,551 109,551 58,081 03/15/2034

12531Y-AN-8

CFCRE COMMERCIAL MTGE TRUST SERIES 2016-C4

CLASS A4 3.283% 05/10/58 10/31/2017 ALIC - AUSHC U.S. 3,047,795 3,000,000 3,200,391 3,191,632 0 (16,208) 0 (16,208) 0 3,175,424 0 (127,628) (127,628) 90,283 05/10/2058

125896-BC-3 CMS ENERGY CORP SR NOTES 8.750% 06/15/19 10/31/2017 ALIC - AUSHC U.S. 551,751 500,000 491,870 497,261 0 801 0 801 0 498,062 0 53,689 53,689 38,403 06/15/2019

12593A-BA-2

COMM MORTGAGE TRUST SERIES 2015-CR23 CLASS

A4 3.497% 05/10/48 10/31/2017 ALIC - AUSHC U.S. 2,956,944 2,850,000 3,115,852 3,104,765 0 (23,948) 0 (23,948) 0 3,080,818 0 (123,874) (123,874) 91,359 05/10/2048

12593J-BF-2

COMM MTGE TRUST SER 2015-CR24 CLASS A5

3.696% 08/10/55 10/31/2017 ALIC - AUSHC U.S. 2,105,236 2,000,000 2,158,516 2,148,818 0 (13,406) 0 (13,406) 0 2,135,412 0 (30,176) (30,176) 67,760 08/10/2055

12593P-AW-2

COMM MTGE TR SER 2015-CR25 CLASS A4

3.759% 08/10/48 03/07/2017 DEUTSCHE BANK 2,070,859 2,000,000 2,149,063 2,138,896 0 (2,774) 0 (2,774) 0 2,136,122 0 (65,263) (65,263) 20,675 08/10/2048

12593Q-BE-9

COMM MORTGAGE TRUST SERIES 2015-CR26 CLASS

A4 3.630% 10/10/48 10/31/2017 ALIC - AUSHC U.S. 5,224,672 5,000,000 5,328,320 5,305,233 0 (27,228) 0 (27,228) 0 5,278,005 0 (53,333) (53,333) 166,375 10/10/2048

12624K-AD-8

COMM MTGE TRUST SER 2012-CR2 3.147%

08/15/45 10/31/2017 ALIC - AUSHC U.S. 4,321,286 4,208,000 4,353,308 4,328,402 0 (18,222) 0 (18,222) 0 4,310,180 0 11,107 11,107 121,390 08/15/2045

126281-AZ-7

CSAIL 2015-C1 A4 SERIES 2015-C1 CLASS A4

3.505% 04/15/50 10/31/2017 ALIC - AUSHC U.S. 2,072,708 2,000,000 2,141,328 2,131,754 0 (12,985) 0 (12,985) 0 2,118,769 0 (46,061) (46,061) 64,258 04/15/2050

12634N-AT-5

CSAIL COMMERCIAL MTGE TR SER 2015-C2 CLASS

A4 3.504% 06/15/57 10/31/2017 ALIC - AUSHC U.S. 3,618,700 3,500,000 3,808,438 3,795,814 0 (27,879) 0 (27,879) 0 3,767,935 0 (149,236) (149,236) 112,420 06/15/2057

126408-GS-6 C S X CORP SR UNSECURED 6.220% 04/30/40 10/31/2017 ALIC - AUSHC U.S. 3,236,035 2,500,000 2,540,667 2,537,040 0 (362) 0 (362) 0 2,536,678 0 699,357 699,357 155,500 04/30/2040

13876C-AC-1

CANYON CAPITAL CLO LTD SERIES 2015-1A CLASS

B 144A 3.459% 04/15/27 04/17/2017 Paydown 1,800,000 1,800,000 1,773,000 1,799,818 0 182 0 182 0 1,800,000 0 0 0 27,762 04/15/2027

14041N-FA-4

CAPITAL ONE MULTI-ASSET EXE TR SER 2015-A7

CLASS A7 1.450% 08/16/21 06/07/2017 WACHOVIA 4,994,922 5,000,000 4,999,908 4,999,945 0 14 0 14 0 4,999,959 0 (5,037) (5,037) 35,646 08/16/2021

14041N-FH-9

CAPITAL ONE MULTI-ASSET EXE TR SERIES 2016-

A6 CLASS A 1.820% 09/15/22 10/31/2017 ALIC - AUSHC U.S. 2,495,642 2,500,000 2,499,639 2,499,646 0 (25) 0 (25) 0 2,499,620 0 (3,978) (3,978) 40,824 09/15/2022

14308L-AJ-2

CARLYLE GLOBAL MARKET STRATEGI SERIES 2014-

3A CLASS C1 144A 5.074% 07/27/26 03/17/2017 Paydown 750,001 750,001 720,992 733,814 0 16,187 0 16,187 0 750,001 0 0 0 13,625 07/27/2026

14310D-AJ-6

CARLYLE GLOBAL MARKET SERIES 2013-2A CLASS D

5.104% 04/18/25 12/07/2017 Paydown 250,000 250,000 244,250 250,823 0 (823) 0 (823) 0 250,000 0 0 0 14,045 04/18/2025

147446-AR-9

CASE NEW HOLLAND INC SR NOTES 7.875%

12/01/17 06/01/2017 Call 100.0000 1,000,000 1,000,000 1,110,859 1,018,576 0 (8,281) 0 (8,281) 0 1,010,295 0 (10,295) (10,295) 70,501 12/01/2017

15189T-AN-7

CENTERPOINT ENERGY RESOU SR NOTES 5.950%

02/01/17 02/01/2017 Maturity 2,000,000 2,000,000 1,994,820 1,999,696 0 304 0 304 0 2,000,000 0 0 0 59,500 02/01/2017

E14.2

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15Total



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Date

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BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

15200W-AC-9

CENTERPOINT ENERGY TRANSITION SER 2012-1


161571-FU-3

CHASE ISSUANCE TRUST SERIES 2013-A1 CLASS A1

1.300% 02/18/20 03/27/2017 BANC AMERICA 2,497,754 2,500,000 2,483,203 2,493,944 0 1,325 0 1,325 0 2,495,269 0 2,485 2,485 9,479 02/18/2020

16412X-AB-1

CHENIERE CORP CHRISTI HD 1ST LIEN 5.875%

03/31/25 05/05/2017 Tax Free Exchange 1,003,535 1,000,000 1,003,750 1,003,683 0 (147) 0 (147) 0 1,003,535 0 0 0 23,826 03/31/2025

171798-AC-5

CIMAREX ENERGY SR UNSECURED 4.375%

06/01/24 10/31/2017 ALIC - AUSHC U.S. 534,383 500,000 500,000 500,000 0 0 0 0 0 500,000 0 34,383 34,383 20,052 06/01/2024

172062-AE-1

CINCINNATI FINANCIAL CORP SR NOTES 6.125%

11/01/34 10/31/2017 ALIC - AUSHC U.S. 1,263,563 1,000,000 1,057,180 1,044,700 0 (1,147) 0 (1,147) 0 1,043,553 0 220,010 220,010 61,250 11/01/2034

17275R-AR-3

CISCO SYSTEMS INC SR UNSECURED 2.125%

03/01/19 10/31/2017 ALIC - AUSHC U.S. 2,011,272 2,000,000 1,998,580 1,999,340 0 241 0 241 0 1,999,581 0 11,691 11,691 49,583 03/01/2019

17275R-BG-6

CISCO SYSTEMS INC SR UNSECURED 1.400%

09/20/19 10/31/2017 ALIC - AUSHC U.S. 993,780 1,000,000 998,890 998,986 0 307 0 307 0 999,292 0 (5,512) (5,512) 15,594 09/20/2019

17290X-AT-7

CITIGROUP COMMERCIAL MTGE SERIES 2016-GC37


17290Y-AR-9

CITIGROUP COMMERCIAL MTGE TR SERIES 2016-C1


17323C-AE-7

CITIGROUP COMMERCIAL MORTGAGE SERIES 2015-

GC27 CLASS A5 3.137% 02/10/48 10/31/2017 ALIC - AUSHC U.S. 5,051,216 5,000,000 5,186,328 5,175,093 0 (17,453) 0 (17,453) 0 5,157,639 0 (106,424) (106,424) 143,779 02/10/2048

17324D-AU-8

CITIGROUP COMMERCIAL MORTGAGE SERIES 2015-P1

CLASS A5 3.717% 09/15/48 10/31/2017 ALIC - AUSHC U.S. 2,100,505 2,000,000 2,090,938 2,083,704 0 (7,649) 0 (7,649) 0 2,076,054 0 24,450 24,450 68,145 09/15/2048

17324T-AE-9

CITIGROUP COMMERCIAL MORTGAGE SERIES 2016-

GC36 CLASS A5 3.616% 02/10/49 10/31/2017 ALIC - AUSHC U.S. 5,203,192 5,000,000 5,149,914 5,138,149 0 (12,018) 0 (12,018) 0 5,126,131 0 77,061 77,061 165,733 02/10/2049

17325G-AD-8

CITIGROUP COMMERCIAL MTGE SERIES 2016-C3


184496-AL-1

CLEAN HARBORS INC SR UNSECURED 5.125%

06/01/21 10/31/2017 ALIC - AUSHC U.S. 507,336 500,000 505,129 504,066 0 (1,732) 0 (1,732) 0 502,334 0 5,002 5,002 23,490 06/01/2021

18452L-AD-0

CLEAR CREEK CLO LTD SERIES 2015-1A CLASS D

5.263% 04/20/27 10/20/2017 Paydown 500,000 500,000 472,900 477,760 0 22,240 0 22,240 0 500,000 0 0 0 25,316 04/20/2027

200474-BC-7

COMM MORTGAGE TRUST SERIES 2015-LC19 CLASS

A4 3.183% 02/10/48 10/31/2017 ALIC - AUSHC U.S. 3,285,423 3,225,000 3,397,966 3,388,073 0 (16,035) 0 (16,035) 0 3,372,038 0 (86,615) (86,615) 94,097 02/10/2048

20451P-KM-7

COMPASS BANK SR UNSECURED 1.850% 09/29/17

08/29/2017 Call 100.0000 3,000,000 3,000,000 2,998,530 2,999,595 0 327 0 327 0 2,999,922 0 78 78 50,875 09/29/2017

205887-BR-2

CONAGRA FOODS INC SR UNSECURED 3.200%

01/25/23 06/29/2017 Hilltop Securities 790,642 783,000 746,129 751,168 0 2,400 0 2,400 0 753,569 0 37,073 37,073 23,664 01/25/2023

20605P-AD-3

CONCHO RESOURCES INC SR UNSECURED 5.500%

10/01/22 10/13/2017 Call 100.0000 1,100,000 1,100,000 1,047,000 1,053,621 0 5,326 0 5,326 0 1,058,947 0 41,053 41,053 92,767 10/01/2022

21036P-AL-2

CONSTELLATION BRANDS INC SR UNSECURED

4.250% 05/01/23 10/31/2017 ALIC - AUSHC U.S. 801,981 750,000 706,875 719,510 0 3,522 0 3,522 0 723,033 0 78,948 78,948 31,875 05/01/2023

212015-AH-4

CONTINENTAL RESOURCES SR UNSECURED 5.000%

09/15/22 10/31/2017 ALIC - AUSHC U.S. 2,534,270 2,500,000 2,173,750 2,203,129 0 34,204 0 34,204 0 2,237,333 0 296,937 296,937 140,972 09/15/2022

212015-AN-1

CONTINENTAL RESOURCES SR UNSECURED 3.800%

06/01/24 10/31/2017 ALIC - AUSHC U.S. 487,294 500,000 351,636 364,130 0 11,273 0 11,273 0 375,403 0 111,891 111,891 17,417 06/01/2024

23312L-AS-7

DEUTSCHE BANK COMMERCIAL MTGE SERIES 2016-C1


25179M-AV-5

DEVON ENERGY CORP SR UNSECURED 5.850%

12/15/25 10/31/2017 ALIC - AUSHC U.S. 580,075 500,000 439,135 442,896 0 3,818 0 3,818 0 446,713 0 133,362 133,362 25,675 12/15/2025

25278X-AC-3

DIAMONDBACK ENERGY INC SR UNSECURED


254683-AY-1

DISCOVER CARD MASTER TRUST SER 2012-A6 CLASS

A6 1.670% 01/18/22 10/31/2017 ALIC - AUSHC U.S. 1,994,471 2,000,000 1,999,531 1,999,679 0 11 0 11 0 1,999,690 0 (5,219) (5,219) 29,318 01/18/2022

25468P-DD-5

DISNEY WALT CO SR UNSECURED 1.500%

09/17/18 10/31/2017 ALIC - AUSHC U.S. 999,769 1,000,000 999,150 999,503 0 239 0 239 0 999,742 0 27 27 16,833 09/17/2018

25468P-DJ-2


02/12/21 10/31/2017 ALIC - AUSHC U.S. 2,521,428 2,500,000 2,497,575 2,498,021 0 369 0 369 0 2,498,389 0 23,038 23,038 70,118 02/12/2021

25468P-DL-7


07/12/19 10/31/2017 ALIC - AUSHC U.S. 1,478,337 1,500,000 1,494,960 1,495,738 0 1,389 0 1,389 0 1,497,126 0 (18,789) (18,789) 17,099 07/12/2019

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Value

11


12


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13



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TotalChange in


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15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date25470X-AB-1 DISH DBS CORP CO GTD 7.875% 09/01/19 10/31/2017 ALIC - AUSHC U.S. 1,984,674 1,840,000 1,932,800 1,871,992 0 (9,445) 0 (9,445) 0 1,862,548 0 122,126 122,126 169,050 09/01/2019

25470X-AE-5 DISH DBS CORP CO GTD 6.750% 06/01/21 10/31/2017 ALIC - AUSHC U.S. 3,150,774 3,000,000 3,067,495 3,036,282 0 (6,210) 0 (6,210) 0 3,030,072 0 120,702 120,702 185,625 06/01/2021

25470X-AH-8

DISH DBS CORP SR UNSECURED 4.625%

07/15/17 07/15/2017 Maturity 1,000,000 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 0 0 46,250 07/15/2017

260543-BJ-1

DOW CHEMICAL CO SR UNSECURED 7.375%

11/01/29 10/31/2017 ALIC - AUSHC U.S. 673,225 500,000 492,347 494,025 0 313 0 313 0 494,337 0 178,887 178,887 36,875 11/01/2029

26138E-AU-3

DR PEPPER SNAPPLE GROUP SR UNSECURED

2.550% 09/15/26 10/31/2017 ALIC - AUSHC U.S. 1,414,311 1,500,000 1,495,140 1,495,235 0 368 0 368 0 1,495,603 0 (81,292) (81,292) 43,031 09/15/2026

26244E-AG-5

DRYDEN SENIOR LOAN FUND SERIES 2014-34A

CLASS D 144A 4.959% 10/15/26 04/07/2017 Paydown 600,000 600,000 576,637 593,384 0 6,616 0 6,616 0 600,000 0 0 0 12,955 10/15/2026

26244E-AJ-9


CLASS E 144A 6.159% 10/15/26 07/19/2017 Credit Suisse 244,813 250,000 227,765 236,923 0 2,310 0 2,310 0 239,233 0 5,579 5,579 11,329 10/15/2026

26249E-AC-9


CLASS B 3.254% 04/18/26 03/27/2017 Citibank 3,600,000 3,600,000 3,577,500 3,621,855 0 13,776 0 13,776 0 3,635,631 0 (35,631) (35,631) 46,350 04/18/2026

26250D-AS-2

DRYDEN SENIOR LOAN FUND SERIES 2012-24RA

CLASS BR 144A 3.286% 11/15/23 09/06/2017


1,806,300 1,800,000 1,800,000 1,800,000 0 0 0 0 0 1,800,000 0 6,300 6,300 43,557 11/15/2023

26250U-AL-9

DRYDN SENIOR LOAN FUND SERIES 2013-26A CLASS

E 144A 5.859% 07/15/25 06/21/2017

RBC CAPITAL MARKETS LLC

297,750 300,000 264,375 278,680 0 3,858 0 3,858 0 282,539 0 15,211 15,211 11,566 07/15/2025

26439R-AH-9 DUKE CAP CORP SR NOTES 8.000% 10/01/19 07/07/2017 Corporate Action 1,705,920 1,500,000 1,725,450 1,557,616 0 (10,113) 0 (10,113) 0 1,547,503 0 158,417 158,417 92,000 10/01/2019

26907Y-AA-2

ESH HOSPITALITY INC SR UNSECURED 5.250%

05/01/25 10/31/2017 ALIC - AUSHC U.S. 2,064,612 2,000,000 1,969,375 1,971,175 0 2,479 0 2,479 0 1,973,654 0 90,958 90,958 105,000 05/01/2025

28336L-BQ-1

EL PASO CORP SR UNSECURED 7.000% 06/15/17

06/15/2017 Maturity 1,000,000 1,000,000 1,032,500 1,002,525 0 (2,525) 0 (2,525) 0 1,000,000 0 0 0 35,000 06/15/2017

28368E-AD-8

EL PASO ENERGY CORP SR UNSECURED 7.800%

08/01/31 10/31/2017 ALIC - AUSHC U.S. 2,577,182 2,000,000 1,873,192 1,877,309 0 3,524 0 3,524 0 1,880,833 0 696,349 696,349 195,000 08/01/2031

29273R-AE-9

ENERGY TRANSFER PARTNERS SR NOTES 6.125%

02/15/17 02/15/2017 Maturity 500,000 500,000 499,560 499,906 0 94 0 94 0 500,000 0 0 0 15,313 02/15/2017

29273R-AX-7

ENERGY TRANSFER PARTNERS SR UNSECURED

4.150% 10/01/20 05/17/2017 GOLDMAN SACHS & CO 2,090,360 2,000,000 1,996,580 1,997,963 0 208 0 208 0 1,998,171 0 92,189 92,189 53,258 10/01/2020

29273V-AC-4

ENERGY TRANSFER EQUITY 1ST LIEN 7.500%

10/15/20 10/31/2017 ALIC - AUSHC U.S. 562,636 500,000 462,500 469,001 0 5,968 0 5,968 0 474,969 0 87,667 87,667 39,167 10/15/2020

29273V-AD-2

ENERGY TRANSFER EQUITY FIRST LIEN 5.875%

01/15/24 10/31/2017 ALIC - AUSHC U.S. 3,248,661 3,000,000 2,883,750 2,891,555 0 9,624 0 9,624 0 2,901,179 0 347,482 347,482 228,146 01/15/2024

29336U-AA-5

ENLINK MIDSTREAM PARTNER SR UNSECURED

2.700% 04/01/19 10/31/2017 ALIC - AUSHC U.S. 2,001,680 2,000,000 1,972,480 1,975,747 0 8,782 0 8,782 0 1,984,529 0 17,151 17,151 58,500 04/01/2019

293791-AT-6

ENTERPRISE PRODUCTS CO GTD SER J 5.750%

03/01/35 06/29/2017 Stifel Nicolaus &Co. 1,133,760 1,000,000 973,118 978,531 0 346 0 346 0 978,876 0 154,884 154,884 48,556 03/01/2035

29444U-AN-6 EQUINIX INC SR UNSECURED 5.375% 01/01/22 10/31/2017 ALIC - AUSHC U.S. 522,885 500,000 513,750 511,155 0 (2,189) 0 (2,189) 0 508,966 0 13,919 13,919 35,833 01/01/2022

29444U-AQ-9 EQUINIX INC SR UNSECURED 5.875% 01/15/26 10/31/2017 ALIC - AUSHC U.S. 676,587 625,000 630,469 629,924 0 (532) 0 (532) 0 629,392 0 47,195 47,195 47,530 01/15/2026

30161N-AH-4 EXELON CORP SR UNSECURED 2.850% 06/15/20 10/31/2017 ALIC - AUSHC U.S. 1,018,606 1,000,000 999,810 999,860 0 20 0 20 0 999,880 0 18,726 18,726 25,017 06/15/2020

30219G-AH-1

EXPRESS SCRIPTS HOLDING SR UNSECURED

2.250% 06/15/19 10/31/2017 ALIC - AUSHC U.S. 2,006,852 2,000,000 1,995,180 1,997,570 0 793 0 793 0 1,998,363 0 8,489 8,489 39,500 06/15/2019

30231G-AT-9

EXXON MOBIL CORP SR UNSECURED 3.043%

03/01/26 10/31/2017 ALIC - AUSHC U.S. 2,554,858 2,500,000 2,500,000 2,500,000 0 0 0 0 0 2,500,000 0 54,858 54,858 88,754 03/01/2026

31428X-BF-2 FEDEX CORP UNSECURED 3.250% 04/01/26 10/31/2017 ALIC - AUSHC U.S. 1,013,925 1,000,000 997,960 998,066 0 164 0 164 0 998,230 0 15,695 15,695 35,208 04/01/2026

31620M-AP-1

FIDELITY NATIONAL INFORM SR UNSECURED

3.625% 10/15/20 10/31/2017 ALIC - AUSHC U.S. 1,038,484 1,000,000 1,020,650 1,015,944 0 (3,494) 0 (3,494) 0 1,012,450 0 26,034 26,034 37,861 10/15/2020

337932-AC-1

FIRSTENERGY CORP SR UNSECURED SER C

7.375% 11/15/31 10/31/2017 ALIC - AUSHC U.S. 1,341,537 1,000,000 1,095,830 1,079,221 0 (2,656) 0 (2,656) 0 1,076,565 0 264,972 264,972 70,882 11/15/2031

341099-CB-3

FLORIDA PR CORP 1ST MORTGAGE 5.900%

03/01/33 10/31/2017 ALIC - AUSHC U.S. 2,989,428 2,500,000 2,493,650 2,495,115 0 148 0 148 0 2,495,264 0 494,164 494,164 172,083 03/01/2033

34531C-AE-0

FORD CREDIT AUTO OWNER TRUST SERIES 16-C

CLASS A4 1.400% 02/15/22 10/31/2017 ALIC - AUSHC U.S. 1,972,505 2,000,000 1,999,623 1,999,642 0 5 0 5 0 1,999,648 0 (27,143) (27,143) 24,578 02/15/2022

34532E-AD-7

FORD CREDIT AUTO OWNER TRUST SERIES 16-B

CLASS A3 1.330% 10/15/20 10/31/2017 ALIC - AUSHC U.S. 2,242,051 2,250,000 2,249,787 2,249,843 0 (13) 0 (13) 0 2,249,830 0 (7,779) (7,779) 26,268 10/15/2020

345370-CA-6

FORD MOTOR CO SR UNSECURED 7.450%

07/16/31 06/28/2017 CITIGROUP 636,725 500,000 547,500 539,722 0 (842) 0 (842) 0 538,880 0 97,845 97,845 35,905 07/16/2031

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Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

345397-VM-2

FORD MOTOR CREDIT CO LLC SR UNSECURED

8.125% 01/15/20 10/31/2017 ALIC - AUSHC U.S. 112,479 100,000 102,750 101,086 0 (288) 0 (288) 0 100,798 0 11,681 11,681 10,517 01/15/2020

35671D-AU-9

FREEPORT-MCMORAN C & G SR UNSECURED

3.550% 03/01/22 10/31/2017 ALIC - AUSHC U.S. 987,998 1,000,000 735,000 759,610 0 31,368 0 31,368 0 790,978 0 197,020 197,020 41,417 03/01/2022

35671D-AZ-8


3.875% 03/15/23 10/31/2017 ALIC - AUSHC U.S. 1,477,902 1,500,000 1,040,000 1,074,993 0 41,709 0 41,709 0 1,116,702 0 361,200 361,200 65,552 03/15/2023

35671D-BC-8


5.450% 03/15/43 10/31/2017 ALIC - AUSHC U.S. 943,162 1,000,000 791,250 792,496 0 2,356 0 2,356 0 794,852 0 148,310 148,310 61,464 03/15/2043

35671D-BK-0


2.300% 11/14/17 10/31/2017 ALIC - AUSHC U.S. 499,978 500,000 346,250 416,969 0 78,984 0 78,984 0 495,953 0 4,025 4,025 11,085 11/14/2017

35671D-BV-6



35906A-AH-1

FRONTIER COMMUNICATIONS SR UNSECURED

8.500% 04/15/20 05/22/2017 DEUTSCHE BANK 800,625 750,000 775,630 760,878 0 (1,150) 0 (1,150) 0 759,728 0 40,897 40,897 38,958 04/15/2020

35906A-AW-8

FRONTIER COMMUNICATIONS SR UNSECURED

10.500% 09/15/22 03/06/2017 CITIGROUP 1,005,000 1,000,000 1,033,750 1,033,472 0 (632) 0 (632) 0 1,032,840 0 (27,840) (27,840) 50,750 09/15/2022

36192P-AJ-5

GS MTGE SECURITIES TRUST SER 2012-GCJ9 CLASS

A3 2.773% 11/10/45 10/31/2017 ALIC - AUSHC U.S. 2,960,649 2,925,000 3,035,602 3,026,738 0 (14,601) 0 (14,601) 0 3,012,137 0 (51,488) (51,488) 74,351 11/10/2045

36250P-AD-7

GS MORTGAGE SECURITIES TRUST SERIES 2015-

GC32 CLASS A4 3.764% 07/10/48 10/31/2017 ALIC - AUSHC U.S. 3,411,723 3,240,000 3,525,272 3,507,734 0 (24,100) 0 (24,100) 0 3,483,634 0 (71,911) (71,911) 111,791 07/10/2048

36251P-AD-6

GS MTGE SECURITIES TR SER 2016-GS3 CLASS A4

2.850% 10/10/49 10/31/2017 ALIC - AUSHC U.S. 2,953,244 3,000,000 3,089,810 3,087,745 0 (7,116) 0 (7,116) 0 3,080,628 0 (127,385) (127,385) 78,375 10/10/2049

36319M-AA-9

GALAXY CLO LTD SERIES 2014-18A CLASS E1 144A

6.109% 10/15/26 07/14/2017 BNP Paribas 370,600 400,000 361,800 370,066 0 4,181 0 4,181 0 374,247 0 (3,647) (3,647) 17,635 10/15/2026

36320M-AC-2

GALAXY CLO LTD SERIES 2015-20A CLASS B 144A

3.313% 07/20/27 09/07/2017 Morgan Stanley 651,365 650,000 650,000 650,000 0 0 0 0 0 650,000 0 1,365 1,365 17,766 07/20/2027

36320T-AB-9

GALAXY CLO LTD SERIES 2016-22A CLASS B1

144A 3.459% 07/16/28 09/07/2017 Goldman Sachs 252,050 250,000 250,000 250,000 0 0 0 0 0 250,000 0 2,050 2,050 9,070 07/16/2028

364760-AK-4 GAP INC SR UNSECURED 5.950% 04/12/21 10/31/2017 ALIC - AUSHC U.S. 1,083,004 1,000,000 1,015,000 1,013,329 0 (2,611) 0 (2,611) 0 1,010,718 0 72,286 72,286 62,640 04/12/2021

37045X-AE-6

GENERAL MOTORS FINL CO SR UNSECURED

4.750% 08/15/17 08/15/2017 Maturity 500,000 500,000 522,483 504,132 0 (4,132) 0 (4,132) 0 500,000 0 0 0 23,750 08/15/2017

37045X-BD-7

GENERAL MOTORS FINL CO SR UNSECURED

3.700% 11/24/20 10/31/2017 ALIC - AUSHC U.S. 2,076,002 2,000,000 1,998,560 1,998,800 0 249 0 249 0 1,999,048 0 76,954 76,954 69,272 11/24/2020

372917-AS-3 GENZYME CORP CO GTD 5.000% 06/15/20 10/31/2017 ALIC - AUSHC U.S. 1,075,588 1,000,000 992,010 996,685 0 709 0 709 0 997,394 0 78,194 78,194 43,889 06/15/2020

375558-AZ-6

GILEAD SCIENCES INC SR UNSECURED 3.500%

02/01/25 10/31/2017 ALIC - AUSHC U.S. 1,041,235 1,000,000 999,060 999,279 0 47 0 47 0 999,325 0 41,910 41,910 43,750 02/01/2025

38137F-AE-2

GOLDEN TREE LOAN OPPORTUNITIES SERIES 15-11A

CLASS BR 3.254% 04/18/27 09/07/2017 BARCLAYS CAPITAL INC 1,262,394 1,260,000 1,260,000 1,260,000 0 0 0 0 0 1,260,000 0 2,394 2,394 30,273 04/18/2027

38137F-AG-7

GOLDEN TREE LOAN OPPORTUNITIES SERIES 15-11A

CLASS CR 3.954% 04/18/27 12/29/2017 Paydown 500,000 500,000 500,000 500,000 0 0 0 0 0 500,000 0 0 0 20,821 04/18/2027

38137L-AG-4

GOLDENTREE LOAN OPPORTUNITIES SERIES 2014-8A

CLASS D 144A 3.620% 04/19/26 02/21/2017 Paydown 1,000,000 1,000,000 963,050 991,518 0 8,482 0 8,482 0 1,000,000 0 0 0 14,978 04/19/2026

38137L-AJ-8

GOLDENTREE LOAN OPPORTUNITIES SERIES 2014-8A

CLASS B1 144A 3.387% 04/19/26 02/21/2017 Paydown 1,200,000 1,200,000 1,200,840 1,218,663 0 (18,663) 0 (18,663) 0 1,200,000 0 0 0 11,666 04/19/2026

38137P-AE-0

GOLDENTREE LOAN OPPORTUNITIES SERIES 2015-

10A CLASS B 3.263% 07/20/27 09/07/2017


1,911,400 1,900,000 1,900,000 1,900,000 0 0 0 0 0 1,900,000 0 11,400 11,400 51,071 07/20/2027

38145G-AG-5

GOLDMAN SACHS GROUP INC SR UNSECURED

2.350% 11/15/21 10/31/2017 ALIC - AUSHC U.S. 990,033 1,000,000 998,970 999,001 0 192 0 192 0 999,193 0 (9,160) (9,160) 25,719 11/15/2021

382550-BE-0

GOODYEAR TIRE & RUBBER SR UNSECURED

5.125% 11/15/23 10/31/2017 ALIC - AUSHC U.S. 1,031,325 1,000,000 1,006,250 1,004,714 0 (1,355) 0 (1,355) 0 1,003,358 0 27,967 27,967 49,257 11/15/2023

382550-BF-7

GOODYEAR TIRE & RUBBER SR UNSECURED

5.000% 05/31/26 10/31/2017 ALIC - AUSHC U.S. 1,027,599 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 27,599 27,599 45,833 05/31/2026

398079-AE-3

GREYWOLF CLO LTD SERIES 2013-1A CLASS B

4.059% 04/15/25 10/16/2017 Paydown 1,040,000 1,040,000 1,014,000 1,041,202 0 (1,202) 0 (1,202) 0 1,040,000 0 0 0 39,860 04/15/2025

398080-AG-6

GREYWOLF CLO LTD SERIES 2014-2A CLASS C 144A

5.459% 01/17/27 07/17/2017 Paydown 650,000 650,000 566,512 578,291 0 71,709 0 71,709 0 650,000 0 0 0 25,235 01/17/2027

39808F-AG-3

GREYWOLF CLO LTD SERIES 2014-1A CLASS C 144A

4.963% 04/22/26 07/24/2017 Paydown 260,000 260,000 249,275 260,097 0 (97) 0 (97) 0 260,000 0 0 0 9,120 04/22/2026

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Date

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BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date404119-BN-8 HCA INC 1ST LIEN 5.000% 03/15/24 10/31/2017 ALIC - AUSHC U.S. 1,052,912 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 52,912 52,912 56,389 03/15/2024

404119-BR-9 HCA INC SR UNSECURED 5.375% 02/01/25 10/31/2017 ALIC - AUSHC U.S. 1,031,733 1,000,000 1,017,500 1,017,440 0 (1,529) 0 (1,529) 0 1,015,911 0 15,822 15,822 67,188 02/01/2025

404121-AC-9 HCA INC SR SECURED 6.500% 02/15/20 10/31/2017 ALIC - AUSHC U.S. 1,617,237 1,500,000 1,505,625 1,502,300 0 (651) 0 (651) 0 1,501,650 0 115,587 115,587 118,083 02/15/2020

404121-AG-0 HCA INC SR UNSECURED 5.875% 05/01/23 10/31/2017 ALIC - AUSHC U.S. 1,068,226 1,000,000 1,065,000 1,064,622 0 (7,394) 0 (7,394) 0 1,057,229 0 10,997 10,997 58,750 05/01/2023

4042Q1-AE-7

HSBC BANK USA NA SUB NOTES 4.875%

08/24/20 10/31/2017 ALIC - AUSHC U.S. 535,639 500,000 499,725 499,853 0 21 0 21 0 499,874 0 35,765 35,765 28,911 08/24/2020

40538F-AJ-2

HALCYON LOAN ADVISORS FUNDING SERIES 2014-3A

CLASS C1 144A 4.363% 10/22/25 07/24/2017 Paydown 1,000,000 1,000,000 971,300 997,596 0 2,404 0 2,404 0 1,000,000 0 0 0 30,526 10/22/2025

40538H-AG-4

HLA 2015 1A B2 SERIES 2015-1A CLASS B2 144A

3.295% 04/20/27 09/07/2017 WACHOVIA 1,800,900 1,800,000 1,764,000 1,800,699 0 6,898 0 6,898 0 1,807,596 0 (6,696) (6,696) 48,875 04/20/2027

421924-BK-6

HEALTHSOUTH CORP SR UNSECURED 5.750%

11/01/24 10/31/2017 ALIC - AUSHC U.S. 512,996 500,000 476,875 478,887 0 1,827 0 1,827 0 480,714 0 32,282 32,282 28,750 11/01/2024

42983K-AE-8

HIGHBRIDGE LOAN MANAGEMENT LTD SERIES 3A-

2014 CLASS B 144A 4.254% 01/18/25 07/18/2017 Paydown 900,000 900,000 880,875 899,121 0 879 0 879 0 900,000 0 0 0 26,758 01/18/2025

437076-AU-6 HOME DEPOT INC SR NOTES 5.400% 09/15/40 10/31/2017 ALIC - AUSHC U.S. 1,240,871 1,000,000 997,040 997,260 0 66 0 66 0 997,326 0 243,545 243,545 60,900 09/15/2040

43814R-AD-8

HONDA AUTO RECEIVABLES OWNER SERIES 16-4

CLASS A4 1.360% 01/18/23 10/31/2017 ALIC - AUSHC U.S. 1,971,535 2,000,000 1,999,502 1,999,530 0 41 0 41 0 1,999,570 0 (28,035) (28,035) 23,649 01/18/2023

44107T-AS-5

HOST HOTELS & RESORTS LP SR UNSECURED

5.250% 03/15/22 10/31/2017 ALIC - AUSHC U.S. 1,087,446 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 87,446 87,446 59,208 03/15/2022

459200-GJ-4 IBM CORP SR NOTES 5.700% 09/14/17 09/14/2017 Maturity 1,000,000 1,000,000 1,089,400 1,009,019 0 (9,019) 0 (9,019) 0 1,000,000 0 0 0 57,000 09/14/2017

46590R-AE-9

JP MORGAN CHASE COMMERCIAL MTG SER 2016-JP3


46625H-HL-7

JP MORGAN CHASE & CO CO GTD 6.300%

04/23/19 10/31/2017 ALIC - AUSHC U.S. 531,593 500,000 492,155 497,657 0 833 0 833 0 498,490 0 33,102 33,102 32,200 04/23/2019

46625H-HQ-6

JP MORGAN CHASE & CO NOTES 4.950%

03/25/20 10/31/2017 ALIC - AUSHC U.S. 2,131,484 2,000,000 1,999,220 1,999,554 0 126 0 126 0 1,999,680 0 131,804 131,804 108,900 03/25/2020

46635G-AE-0

JP MORGAN CHASE COMMERCIAL MTG SER 2010-C2

CLASS A3 4.070% 11/15/43 02/07/2017 MORGAN STANLEY 3,178,477 3,000,000 3,029,991 3,008,687 0 (424) 0 (424) 0 3,008,263 0 170,214 170,214 23,401 11/15/2043

46644F-AD-3

JPMBB COMMERCIAL MORTGAGE SERIES 2015-28


46645L-AY-3

JPMBB COMMERCIAL MORTGAGE SERIES 2016-C1


46646R-AJ-2

JPMDB COMMERCIAL MTGE SERIES 2016-C4 CLASS

A3 3.141% 12/15/49 10/31/2017 ALIC - AUSHC U.S. 2,015,950 2,000,000 2,059,992 2,059,397 0 (4,794) 0 (4,794) 0 2,054,603 0 (38,653) (38,653) 57,591 12/15/2049

470472-AC-5

JAMESTOWN CLO LTD SERIES 2013 -3A CLASS A2A

144A 3.309% 01/15/26 05/16/2017 Paydown 1,000,000 1,000,000 983,000 1,001,847 0 (1,847) 0 (1,847) 0 1,000,000 0 0 0 17,166 01/15/2026

472319-AE-2

JEFFERIES GROUP INC BONDS 6.450% 06/08/27

10/31/2017 ALIC - AUSHC U.S. 1,165,105 1,000,000 832,500 865,766 0 6,963 0 6,963 0 872,729 0 292,376 292,376 57,871 06/08/2027

472319-AK-8

JEFFERIES GROUP INC SR UNSECURED 5.125%

04/13/18 10/31/2017 ALIC - AUSHC U.S. 1,014,839 1,000,000 996,520 999,185 0 493 0 493 0 999,678 0 15,161 15,161 53,813 04/13/2018

476556-CW-3

JERSEY CENTRAL PR & LT SR NOTES 5.650%

06/01/17 06/01/2017 Maturity 2,500,000 2,500,000 2,491,613 2,499,259 0 741 0 741 0 2,500,000 0 0 0 70,625 06/01/2017

478160-AW-4

JOHNSON & JOHNSON SR UNSECURED 2.950%

09/01/20 10/31/2017 ALIC - AUSHC U.S. 515,105 500,000 491,445 496,549 0 747 0 747 0 497,297 0 17,808 17,808 17,208 09/01/2020

478366-AU-1

JOHNSON CONTROLS INC SR NOTES 5.000%

03/30/20 10/31/2017 ALIC - AUSHC U.S. 2,087,360 2,000,000 1,990,860 1,996,409 0 896 0 896 0 1,997,305 0 90,055 90,055 108,333 03/30/2020

482739-AD-1

KVK CLO LTD SERIES 13-1A CLASS D 144A

5.709% 04/14/25 12/13/2017 Call 100.0000 520,000 520,000 518,440 528,586 0 15,619 0 15,619 0 544,205 0 (24,205) (24,205) 33,625 04/14/2025

487836-BC-1 KELLOGG CO NOTES 4.150% 11/15/19 10/31/2017 ALIC - AUSHC U.S. 1,040,343 1,000,000 996,520 998,805 0 346 0 346 0 999,151 0 41,192 41,192 39,886 11/15/2019

492386-AU-1

KERR-MCGEE CORP SECURED NOTES 6.950%

07/01/24 10/31/2017 ALIC - AUSHC U.S. 594,080 500,000 529,895 516,450 0 (1,529) 0 (1,529) 0 514,920 0 79,159 79,159 46,333 07/01/2024

50077L-AK-2

KRAFT HEINZ FOODS CO SR UNSECURED 3.950%

07/15/25 05/19/2017 DEUTSCHE BANK 1,029,400 1,000,000 998,780 998,836 0 20 0 20 0 998,856 0 30,544 30,544 33,904 07/15/2025

501044-DA-6 KROGER CO SR UNSECURED 2.000% 01/15/19 10/31/2017 ALIC - AUSHC U.S. 2,001,370 2,000,000 1,997,680 1,998,401 0 625 0 625 0 1,999,026 0 2,344 2,344 51,778 01/15/2019

501797-AL-8

L BRANDS INC SR UNSECURED 6.875% 11/01/35

10/31/2017 ALIC - AUSHC U.S. 994,548 1,000,000 1,060,000 1,059,287 0 (1,299) 0 (1,299) 0 1,057,988 0 (63,440) (63,440) 68,750 11/01/2035

501797-AM-6

L BRANDS INC SR UNSECURED 6.750% 07/01/36

10/31/2017 ALIC - AUSHC U.S. 1,961,462 2,000,000 2,065,000 2,064,497 0 (1,589) 0 (1,589) 0 2,062,908 0 (101,446) (101,446) 185,625 07/01/2036

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DuringYear

StatedCon-

tractualMaturity

Date

513075-BL-4

LAMAR MEDIA CORP SR UNSECURED 5.750%

02/01/26 10/31/2017 ALIC - AUSHC U.S. 539,638 500,000 510,135 509,741 0 (988) 0 (988) 0 508,753 0 30,885 30,885 35,938 02/01/2026

526057-BN-3 LENNAR CORP SR UNSECURED 4.750% 11/15/22 10/31/2017 ALIC - AUSHC U.S. 1,581,771 1,500,000 1,431,250 1,450,231 0 6,174 0 6,174 0 1,456,404 0 125,367 125,367 68,479 11/15/2022

53219L-AN-9

LIFEPOINT HOSPITALS INC SR UNSECURED

5.875% 12/01/23 10/31/2017 ALIC - AUSHC U.S. 257,776 250,000 250,000 250,000 0 0 0 0 0 250,000 0 7,776 7,776 13,464 12/01/2023

532457-BB-3 LILLY ELI UNSUB NOTE 5.200% 03/15/17 03/15/2017 Maturity 1,000,000 1,000,000 999,300 999,819 0 181 0 181 0 1,000,000 0 0 0 26,000 03/15/2017

532716-AN-7

LIMITED BRANDS INC SR UNSECURED 7.600%

07/15/37 10/31/2017 ALIC - AUSHC U.S. 1,005,273 1,000,000 992,500 993,169 0 (3) 0 (3) 0 993,166 0 12,107 12,107 98,378 07/15/2037

532716-AR-8

LIMITED BRANDS INC CO GTD 8.500% 06/15/19

10/31/2017 ALIC - AUSHC U.S. 547,316 500,000 484,301 494,562 0 1,654 0 1,654 0 496,216 0 51,099 51,099 37,306 06/15/2019

548661-CL-9 LOWES COMPANIES BONDS 5.800% 10/15/36 10/31/2017 ALIC - AUSHC U.S. 1,257,077 1,000,000 999,000 999,082 0 87 0 87 0 999,169 0 257,908 257,908 60,578 10/15/2036

55342U-AG-9

MTP OPER PARTNERSHIP/FINL SR UNSECURED

5.250% 08/01/26 01/10/2017 GOLDMAN SACHS & CO 750,000 750,000 766,250 765,485 0 (43) 0 (43) 0 765,442 0 (15,442) (15,442) 18,703 08/01/2026

55818K-AN-1

MADISON PARK FUNDING LTD SERIES 2013-11A

CLASS D 144A 4.863% 10/23/25 09/07/2017 Call 100.0000 525,000 525,000 495,450 512,747 0 3,376 0 3,376 0 516,123 0 8,877 8,877 21,175 10/23/2025

55818T-AA-0

MADISON PARK SERIES 144A 6.113% 07/20/26

06/27/2017 Citibank 477,749 480,000 432,000 453,636 0 5,663 0 5,663 0 459,300 0 18,449 18,449 19,435 07/20/2026

55818V-AC-1


CLASS A2 144A 3.774% 01/27/26 02/24/2017 Paydown 350,000 350,000 352,450 354,494 0 (4,494) 0 (4,494) 0 350,000 0 0 0 3,641 01/27/2026

55818Y-AE-1


CLASS B 144A 3.363% 07/21/27 06/15/2017 Call 100.0000 1,800,000 1,800,000 1,800,000 1,800,000 0 0 0 0 0 1,800,000 0 0 0 35,599 07/21/2027

55953J-AC-3

MAGNETITE CLO LTD SERIES 2015-14A CLASS B

144A 3.254% 07/18/28 09/07/2017 Goldman Sachs 2,525,000 2,500,000 2,500,000 2,500,000 0 0 0 0 0 2,500,000 0 25,000 25,000 67,605 07/18/2028

565849-AN-6

MARATHON OIL CORP SR UNSECURED 2.700%

06/01/20 10/31/2017 ALIC - AUSHC U.S. 1,001,154 1,000,000 720,000 767,111 0 49,150 0 49,150 0 816,261 0 184,893 184,893 24,750 06/01/2020

56585A-AH-5

MARATHON PETROLEUM CORP SR UNSECURED

4.750% 09/15/44 03/06/2017 CITIGROUP 919,600 1,000,000 988,620 988,986 0 95 0 95 0 989,081 0 (69,481) (69,481) 22,958 09/15/2044

571903-AT-0

MARRIOTT INTL SR UNSECURED 6.750%

05/15/18 10/31/2017 ALIC - AUSHC U.S. 513,307 500,000 533,420 532,444 0 (19,600) 0 (19,600) 0 512,844 0 463 463 32,438 05/15/2018

574599-BG-0 MASCO CORP SR UNSECURED 7.125% 03/15/20 06/27/2017 Corporate Action 1,701,351 1,538,000 1,487,689 1,514,891 0 3,137 0 3,137 0 1,518,028 0 183,323 183,323 85,840 03/15/2020

574599-BG-0 MASCO CORP SR UNSECURED 7.125% 03/15/20 10/31/2017 ALIC - AUSHC U.S. 251,304 227,000 219,574 223,589 0 809 0 809 0 224,398 0 26,907 26,907 18,240 03/15/2020

582839-AJ-5

MEAD JOHNSON NUTRITION C SR UNSECURED

3.000% 11/15/20 10/31/2017 ALIC - AUSHC U.S. 1,022,998 1,000,000 1,005,180 1,004,021 0 (917) 0 (917) 0 1,003,105 0 19,893 19,893 28,833 11/15/2020

585055-BR-6

MEDTRONIC INC SR UNSECURED 3.150%

03/15/22 10/31/2017 ALIC - AUSHC U.S. 1,547,393 1,500,000 1,497,091 1,497,602 0 361 0 361 0 1,497,963 0 49,429 49,429 53,288 03/15/2022

594918-BG-8

MICROSOFT CORP SR UNSECURED 2.000%

11/03/20 10/31/2017 ALIC - AUSHC U.S. 2,507,648 2,500,000 2,543,800 2,541,440 0 (9,081) 0 (9,081) 0 2,532,360 0 (24,712) (24,712) 49,722 11/03/2020

594918-BJ-2


11/03/25 10/31/2017 ALIC - AUSHC U.S. 2,573,548 2,500,000 2,499,350 2,499,349 0 111 0 111 0 2,499,461 0 74,087 74,087 77,691 11/03/2025

594918-BP-8


08/08/21 10/31/2017 ALIC - AUSHC U.S. 980,728 1,000,000 998,950 999,025 0 168 0 168 0 999,193 0 (18,465) (18,465) 19,074 08/08/2021

59983H-AB-5

MILL CREEK CLO LTD SERIES 16-1A CLASS B 144A

3.913% 04/20/28 09/07/2017 JP Morgan 503,750 500,000 504,500 505,173 0 1,017 0 1,017 0 506,190 0 (2,440) (2,440) 16,193 04/20/2028

602114-75-3

MILLS FLEET FARM GROUP LLC 2ND LIEN TERM

LOAN W/ EQUITY 11.163% 02/26/23 01/25/2017

Redemption

0.0000 0 0 0 0 0 0 0 0 0 0 0 0 0 0 02/26/2023

61690V-AZ-1

MORGAN STANLEY BAML TRUST SERIES 2015-C26


617446-7P-8

MORGAN STANLEY SR UNSECURED 5.500%

07/24/20 10/31/2017 ALIC - AUSHC U.S. 2,168,524 2,000,000 1,989,840 1,995,637 0 824 0 824 0 1,996,460 0 172,064 172,064 139,639 07/24/2020

61746B-ED-4

MORGAN STANLEY SR UNSECURED 2.625%

11/17/21 10/31/2017 ALIC - AUSHC U.S. 3,006,546 3,000,000 2,984,670 2,984,971 0 2,448 0 2,448 0 2,987,419 0 19,127 19,127 75,250 11/17/2021

61765D-AU-2

MORGAN STANLEY CAP I TR SER 2015-MS1 CLASS

A4 3.779% 05/15/48 10/31/2017 ALIC - AUSHC U.S. 3,159,136 3,000,000 3,355,781 3,341,061 0 (31,734) 0 (31,734) 0 3,309,327 0 (150,191) (150,191) 103,923 05/15/2048

61765T-AF-0

MORGAN STANLEY BAML TRUST SER 2015-C25 CLASS

A5 3.635% 10/15/48 10/31/2017 ALIC - AUSHC U.S. 2,094,564 2,000,000 2,071,094 2,065,673 0 (6,015) 0 (6,015) 0 2,059,659 0 34,906 34,906 66,642 10/15/2048

61945C-AC-7 MOSAIC CO SR UNSECURED 4.250% 11/15/23 10/31/2017 ALIC - AUSHC U.S. 1,563,464 1,500,000 1,496,850 1,497,636 0 284 0 284 0 1,497,920 0 65,543 65,543 61,271 11/15/2023

61980A-AC-7

MOTIVA ENTERPRISES LLC NOTES 5.750%

01/15/20 10/31/2017 ALIC - AUSHC U.S. 2,131,634 2,000,000 1,996,080 1,998,514 0 228 0 228 0 1,998,742 0 132,892 132,892 148,861 01/15/2020

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StatedCon-

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Date

626717-AF-9

MURPHY OIL CORP SR UNSECURED 4.450%

12/01/22 10/31/2017 ALIC - AUSHC U.S. 1,005,302 1,000,000 920,000 924,010 0 9,096 0 9,096 0 933,106 0 72,196 72,196 43,083 12/01/2022

626717-AG-7


12/01/42 06/01/2017 WARBURG 617,500 650,000 580,125 580,493 0 459 0 459 0 580,952 0 36,548 36,548 20,459 12/01/2042

626717-AH-5


08/15/24 10/31/2017 ALIC - AUSHC U.S. 1,075,999 1,000,000 1,025,000 1,023,604 0 (3,043) 0 (3,043) 0 1,020,561 0 55,438 55,438 82,882 08/15/2024

629568-BC-9

NABORS INDUSTRIES INC SR UNSECURED 5.500%

01/15/23 02/23/2017 MORGAN STANLEY 515,625 500,000 500,000 500,000 0 0 0 0 0 500,000 0 15,625 15,625 6,035 01/15/2023

629568-BC-9

NABORS INDUSTRIES INC SR UNSECURED 5.500%

01/15/23 07/18/2017 Tax Free Exchange 500,000 500,000 500,000 500,000 0 0 0 0 0 500,000 0 0 0 16,729 01/15/2023

637071-AJ-0

NATIONAL OILWELL INC SR UNSECURED 2.600%

12/01/22 10/31/2017 ALIC - AUSHC U.S. 494,723 500,000 476,460 477,939 0 2,844 0 2,844 0 480,783 0 13,940 13,940 11,917 12/01/2022

63946B-AE-0

NBC UNIVERSAL MEDIA LLC SR UNSECURED

4.375% 04/01/21 10/31/2017 ALIC - AUSHC U.S. 2,145,774 2,000,000 2,033,898 2,016,484 0 (2,991) 0 (2,991) 0 2,013,493 0 132,281 132,281 94,792 04/01/2021

64110L-AG-1 NETFLIX INC SR UNSECURED 5.750% 03/01/24 10/31/2017 ALIC - AUSHC U.S. 1,074,268 1,000,000 1,034,110 1,030,873 0 (3,049) 0 (3,049) 0 1,027,823 0 46,445 46,445 67,083 03/01/2024

651290-AP-3

NEWFIELD EXPLORATION CO SR UNSECURED

5.750% 01/30/22 10/31/2017 ALIC - AUSHC U.S. 1,075,891 1,000,000 1,050,000 1,029,397 0 (4,356) 0 (4,356) 0 1,025,040 0 50,851 50,851 71,875 01/30/2022

651639-AN-6 NEWMONT MINING INC NOTES 3.500% 03/15/22 10/31/2017 ALIC - AUSHC U.S. 1,033,763 1,000,000 947,900 954,403 0 6,613 0 6,613 0 961,016 0 72,747 72,747 39,472 03/15/2022

65478V-AE-7

NISSAN AUTO RECEIVABLES SERIES 16-B CLASS A4

1.540% 10/17/22 10/31/2017 ALIC - AUSHC U.S. 1,484,050 1,500,000 1,499,997 1,499,997 0 (64) 0 (64) 0 1,499,934 0 (15,884) (15,884) 20,277 10/17/2022

655844-AW-8

NORFOLK SOUTHERN CORP SR NOTES 5.590%

05/17/25 10/31/2017 ALIC - AUSHC U.S. 104,318 91,000 102,305 96,999 0 (497) 0 (497) 0 96,503 0 7,815 7,815 4,861 05/17/2025

66859Q-AD-7

NORTHWOODS CAPITAL LTD SERIES 2014-12A CLASS

D 144A 5.288% 09/15/25 03/15/2017 Paydown 750,000 750,000 712,125 731,356 0 18,644 0 18,644 0 750,000 0 0 0 8,744 09/15/2025

67066G-AD-6 NVIDIA CORP SR UNSECURED 2.200% 09/16/21 10/31/2017 ALIC - AUSHC U.S. 1,993,604 2,000,000 1,996,040 1,996,229 0 641 0 641 0 1,996,870 0 (3,266) (3,266) 49,500 09/16/2021

67106J-AJ-9

OAK HILL CREDIT PARTNERS SERIES 2014-10A

CLASS D 144A 4.763% 07/20/26 03/17/2017 Paydown 325,000 325,000 279,743 286,293 0 38,707 0 38,707 0 325,000 0 0 0 5,795 07/20/2026

67107F-AJ-6

OZLM LTD SERIES 2014-8A CLASS B 144A

4.353% 10/17/26 05/30/2017 Paydown 1,500,000 1,500,000 1,492,360 1,504,592 0 (4,592) 0 (4,592) 0 1,500,000 0 0 0 37,406 10/17/2026

67107F-AL-1

OZLM LTD SERIES 2014-8A CLASS C 144A

4.853% 10/17/26 05/30/2017 Paydown 900,000 900,000 841,050 862,964 0 37,036 0 37,036 0 900,000 0 0 0 25,256 10/17/2026

67108F-AJ-5

OZLM FUNDING LTD SERIES 2013-4A CLASS C 144A

4.563% 07/22/25 09/15/2017 Paydown 950,000 950,000 891,813 928,286 0 21,714 0 21,714 0 950,000 0 0 0 36,752 07/22/2025

67109B-CE-2

OHA LOAN FUNDING LTD SERIES 15-1A CLASS BR

3.216% 08/15/29 09/07/2017


1,083,240 1,080,000 1,080,000 1,080,000 0 0 0 0 0 1,080,000 0 3,240 3,240 23,136 08/15/2029

673898-AE-2

OAKTREE CLO LTD SERIES 2014-2A CLASS B 144A

4.363% 10/20/26 03/03/2017 Paydown 1,400,000 1,400,000 1,363,740 1,393,657 0 6,343 0 6,343 0 1,400,000 0 0 0 20,469 10/20/2026

67572Y-AJ-1

OCTAGON INVESTMENT PARTNERS XX SERIES 2014-

1A CLASS C1 144A 4.613% 11/24/25 06/09/2017 Call 100.0000 250,000 250,000 246,025 250,833 0 1,793 0 1,793 0 252,626 0 (2,626) (2,626) 6,729 11/24/2025

67572Y-AL-6


1A CLASS D1 144A 5.263% 11/24/25 06/09/2017 Call 100.0000 525,000 525,000 462,201 471,400 0 6,012 0 6,012 0 477,412 0 47,588 47,588 16,293 11/24/2025

67590E-AG-9

OCTAGON INVESTMENT PARTNERS XV SERIES 2013-

1A CLASS C 144A 4.207% 01/19/25 07/19/2017 Paydown 250,000 250,000 242,813 247,736 0 2,264 0 2,264 0 250,000 0 0 0 7,336 01/19/2025

67590J-AL-7

OCTAGON INVESTMENT PARTNERS SERIES 2013-1A

CLASS C 5.119% 12/16/24 03/07/2017 Paydown 720,000 720,000 703,800 723,830 0 (3,830) 0 (3,830) 0 720,000 0 0 0 10,285 12/16/2024

67590N-AG-9


1A CLASS D 144A 5.063% 08/12/26 05/12/2017 Paydown 950,000 950,000 911,905 935,772 0 14,228 0 14,228 0 950,000 0 0 0 21,808 08/12/2026

67590P-AA-7


1A CLASS E 144A 6.663% 08/12/26 07/11/2017 Goldman Sachs 241,000 250,000 233,150 239,887 0 2,867 0 2,867 0 242,754 0 (1,754) (1,754) 10,541 08/12/2026

67590R-AN-5

OCTAGON LOAN FUNDING LTD SERIES 2014-1A

CLASS D 144A 5.066% 11/18/26 05/18/2017 Paydown 350,000 350,000 332,325 343,621 0 6,379 0 6,379 0 350,000 0 0 0 8,140 11/18/2026

67590T-AA-9

OCTAGON LOAN FUNDING LTD SERIES 2014-1A

CLASS E 144A 6.616% 11/18/26 07/11/2017

WELLS FARGO SECURITIES

LLC 291,660 300,000 276,660 285,366 0 4,191 0 4,191 0 289,556 0 2,104 2,104 12,346 11/18/2026

68389X-BB-0 ORACLE CORP SR UNSECURED 2.500% 05/15/22 10/31/2017 ALIC - AUSHC U.S. 2,019,672 2,000,000 1,992,960 1,994,484 0 821 0 821 0 1,995,306 0 24,366 24,366 48,056 05/15/2022

68389X-BC-8 ORACLE CORP SR UNSECURED 2.950% 05/15/25 10/31/2017 ALIC - AUSHC U.S. 2,527,620 2,500,000 2,488,575 2,490,195 0 898 0 898 0 2,491,093 0 36,527 36,527 70,882 05/15/2025

69318F-AD-0

PBF HOLDING CO LLC SECURED 7.000%

11/15/23 01/12/2017 Tax Free Exchange 500,000 500,000 500,000 500,000 0 0 0 0 0 500,000 0 0 0 5,542 11/15/2023

69353R-DD-7 PNC BANK NA SR UNSECURED 2.250% 07/02/19 10/31/2017 ALIC - AUSHC U.S. 3,016,557 3,000,000 2,990,640 2,995,216 0 1,519 0 1,519 0 2,996,736 0 19,821 19,821 89,813 07/02/2019

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Value

11


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Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date69353R-EY-0 PNC BANK NA SR UNSECURED 2.550% 12/09/21 10/31/2017 ALIC - AUSHC U.S. 1,007,993 1,000,000 998,510 998,518 0 231 0 231 0 998,749 0 9,244 9,244 22,808 12/09/2021

723787-AF-4

PIONEER NATURAL RESCS SR UNSECURED 6.875%

05/01/18 10/31/2017 ALIC - AUSHC U.S. 1,537,202 1,500,000 1,645,000 1,532,172 0 (19,795) 0 (19,795) 0 1,512,377 0 24,825 24,825 103,125 05/01/2018

723787-AJ-6

PIONEER NATURAL RESCS SR UNSECURED 7.500%

01/15/20 10/31/2017 ALIC - AUSHC U.S. 444,339 400,000 396,568 398,646 0 288 0 288 0 398,934 0 45,405 45,405 38,833 01/15/2020

72650R-BL-5

PLAINS ALL AMER PIPELINE SR UNSECURED

4.500% 12/15/26 06/06/2017 CITIGROUP 1,031,780 1,000,000 997,160 997,141 0 166 0 166 0 997,307 0 34,473 34,473 24,625 12/15/2026

72650R-BL-5

PLAINS ALL AMER PIPELINE SR UNSECURED

4.500% 12/15/26 10/31/2017 ALIC - AUSHC U.S. 510,851 500,000 498,580 498,571 0 110 0 110 0 498,681 0 12,171 12,171 21,188 12/15/2026

73179P-AK-2

POLYONE CORP SR UNSECURED 5.250% 03/15/23

10/31/2017 ALIC - AUSHC U.S. 538,112 500,000 470,000 474,090 0 2,935 0 2,935 0 477,025 0 61,087 61,087 29,604 03/15/2023

737446-AG-9

POST HOLDINGS INC SR UNSECURED 6.000%

12/15/22 10/31/2017 ALIC - AUSHC U.S. 524,522 500,000 499,375 499,459 0 39 0 39 0 499,498 0 25,024 25,024 26,333 12/15/2022

742718-EN-5

PROCTER & GAMBLE CO SR UNSECURED 1.850%

02/02/21 10/31/2017 ALIC - AUSHC U.S. 1,990,628 2,000,000 1,999,620 1,999,675 0 53 0 53 0 1,999,727 0 (9,099) (9,099) 46,147 02/02/2021

742718-EP-0

PROCTER & GAMBLE CO SR UNSECURED 2.700%

02/02/26 06/16/2017 CITIGROUP 1,006,660 1,000,000 996,350 996,631 0 152 0 152 0 996,782 0 9,878 9,878 23,925 02/02/2026

743263-AN-5

PROGRESS ENERGY INC SR UNSECURED 7.050%

03/15/19 10/31/2017 ALIC - AUSHC U.S. 533,750 500,000 564,035 518,502 0 (6,752) 0 (6,752) 0 511,750 0 21,999 21,999 39,754 03/15/2019

74432Q-BC-8 PRUDENTIAL FIN NOTES 6.000% 12/01/17 10/31/2017 ALIC - AUSHC U.S. 2,509,013 2,500,000 2,483,900 2,497,933 0 1,571 0 1,571 0 2,499,504 0 9,508 9,508 137,500 12/01/2017

745867-AP-6 PULTE HOMES INC CO GTD 6.375% 05/15/33 10/31/2017 ALIC - AUSHC U.S. 1,094,433 1,000,000 823,750 844,699 0 4,050 0 4,050 0 848,749 0 245,684 245,684 61,271 05/15/2033

75281A-AX-7

RANGE RESOURCES CORP SR UNSECURED 5.000%

08/15/22 10/05/2017 Tax Free Exchange 711,653 750,000 704,859 706,708 0 4,945 0 4,945 0 711,653 0 0 0 39,479 08/15/2022

755111-BU-4 RAYTHEON CO SR UNSECURED 4.875% 10/15/40 10/31/2017 ALIC - AUSHC U.S. 2,354,088 2,000,000 1,987,220 1,988,426 0 314 0 314 0 1,988,739 0 365,349 365,349 101,833 10/15/2040

75886A-AG-3

REGENCY ENERGY PARTNERS SR UNSECURED

5.500% 04/15/23 10/27/2017 Call 100.0000 500,000 500,000 445,714 450,205 0 5,315 0 5,315 0 455,520 0 44,480 44,480 42,167 04/15/2023

75886A-AJ-7

REGENCY ENERGY PARTNERS SR UNSECURED

4.500% 11/01/23 10/31/2017 ALIC - AUSHC U.S. 788,505 750,000 684,840 701,178 0 5,053 0 5,053 0 706,231 0 82,274 82,274 33,750 11/01/2023

775371-AV-9

ROHM & HAAS CO SR UNSECURED 6.000%

09/15/17 09/15/2017 Maturity 2,500,000 2,500,000 2,768,275 2,532,746 0 (32,746) 0 (32,746) 0 2,500,000 0 0 0 150,000 09/15/2017

779382-AN-0

ROWAN COMPANIES INC SR UNSECURED 5.000%

09/01/17 02/08/2017 Call 100.0000 500,000 500,000 441,250 473,357 0 3,989 0 3,989 0 477,346 0 22,654 22,654 21,600 09/01/2017

780153-AG-7

ROYAL CARIBBEAN CRUISE SR UNSECURED

7.500% 10/15/27 10/31/2017 ALIC - AUSHC U.S. 653,884 500,000 441,250 454,297 0 2,277 0 2,277 0 456,574 0 197,310 197,310 39,167 10/15/2027

785592-AE-6

SABINE PASS LIQUEFACTION SECURED 5.625%

02/01/21 10/31/2017 ALIC - AUSHC U.S. 542,333 500,000 511,278 506,963 0 (1,488) 0 (1,488) 0 505,475 0 36,858 36,858 35,156 02/01/2021

785592-AH-9

SABINE PASS LIQUEFACTION 1ST LIEN 6.250%

03/15/22 10/31/2017 ALIC - AUSHC U.S. 562,992 500,000 500,000 500,000 0 0 0 0 0 500,000 0 62,992 62,992 35,243 03/15/2022

785592-AJ-5

SABINE PASS LIQUEFACTION 1ST LIEN 5.750%

05/15/24 10/31/2017 ALIC - AUSHC U.S. 559,930 500,000 500,000 500,000 0 0 0 0 0 500,000 0 59,930 59,930 27,632 05/15/2024

785592-AM-8

SABINE PASS LIQUEFACTION FIRST LIEN

5.625% 03/01/25 10/31/2017 ALIC - AUSHC U.S. 2,224,546 2,000,000 1,945,000 1,948,241 0 4,192 0 4,192 0 1,952,433 0 272,113 272,113 131,250 03/01/2025

785592-AP-1

SABINE PASS LIQUEFACTION SECURED 5.875%

06/30/26 05/10/2017 Tax Free Exchange 1,752,418 1,750,000 1,752,500 1,752,587 0 (170) 0 (170) 0 1,752,418 0 0 0 37,412 06/30/2026

806605-AG-6

SCHERING-PLOUGH CORP SR UNSECURED 6.500%

12/01/33 10/31/2017 ALIC - AUSHC U.S. 3,355,025 2,500,000 2,422,470 2,435,627 0 1,758 0 1,758 0 2,437,385 0 917,640 917,640 148,958 12/01/2033

806851-AE-1

SCHLUMBERGER HLDGS CORP SR UNSECURED

3.625% 12/21/22 10/31/2017 ALIC - AUSHC U.S. 2,079,180 2,000,000 1,997,300 1,997,638 0 249 0 249 0 1,997,887 0 81,293 81,293 62,431 12/21/2022

81881U-AC-1

SHACKLETON CLO LTD SERIES 2013-4A CLASS B1

144A 3.359% 01/13/25 04/13/2017 Paydown 1,030,000 1,030,000 1,023,885 1,039,281 0 (9,281) 0 (9,281) 0 1,030,000 0 0 0 15,355 01/13/2025

81882E-AC-6

SHACKLETON CLO LTD SERIES 2015-8A CLASS B

144A 3.463% 10/20/27 09/07/2017 Credit Suisse 3,006,900 3,000,000 2,971,800 2,989,786 0 13,306 0 13,306 0 3,003,092 0 3,808 3,808 86,072 10/20/2027

828807-CQ-8

SIMON PROPERTY GROUP LP SR UNSECURED

2.200% 02/01/19 10/31/2017 ALIC - AUSHC U.S. 2,008,744 2,000,000 1,996,200 1,998,360 0 627 0 627 0 1,998,986 0 9,758 9,758 55,000 02/01/2019

8426EP-AA-6

SOUTHERN CO GAS CAPITAL SR UNSECURED

2.450% 10/01/23 10/31/2017 ALIC - AUSHC U.S. 974,536 1,000,000 999,220 999,232 0 101 0 101 0 999,333 0 (24,797) (24,797) 27,767 10/01/2023

845467-AL-3

SOUTHWESTERN ENERGY CO SR UNSECURED

6.700% 01/23/25 10/31/2017 ALIC - AUSHC U.S. 513,596 500,000 496,875 496,983 0 200 0 200 0 497,183 0 16,413 16,413 42,619 01/23/2025

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DuringYear

StatedCon-

tractualMaturity

Date

852061-AK-6

SPRINT NEXTEL CORP SR UNSECURED 9.000%

11/15/18 10/31/2017 ALIC - AUSHC U.S. 1,059,617 1,000,000 1,057,500 1,043,567 0 (18,725) 0 (18,725) 0 1,024,842 0 34,775 34,775 86,500 11/15/2018

852061-AQ-3

SPRINT NEXTEL CORP SR UNSECURED 7.000%

03/01/20 10/31/2017 ALIC - AUSHC U.S. 541,839 500,000 541,250 521,437 0 (5,302) 0 (5,302) 0 516,135 0 25,703 25,703 40,833 03/01/2020

858119-AV-2

STEEL DYNAMICS INC SR UNSECURED 6.375%

08/15/22 10/13/2017 Call 100.0000 750,000 750,000 761,263 756,349 0 389 0 389 0 756,738 0 (6,738) (6,738) 79,426 08/15/2022

85815X-AG-8

STEELE CREEK CLO LTD SERIES 2014-1A CLASS C

144A 4.641% 08/21/26 02/21/2017 Paydown 300,000 300,000 295,109 302,532 0 (2,532) 0 (2,532) 0 300,000 0 0 0 3,152 08/21/2026

860444-AC-2

STEWART PARK CLO LTD SERIES 2015-1A CLASS B

144A 3.359% 04/15/26 09/07/2017 Credit Suisse 1,082,808 1,080,000 1,080,000 1,080,000 0 0 0 0 0 1,080,000 0 2,808 2,808 30,280 04/15/2026

86482B-AC-5

SUGAR CREEK CLO LTD SERIES 2012-1A CLASS B

144A 4.063% 07/20/22 04/20/2017 Paydown 500,000 500,000 500,250 501,946 0 (1,946) 0 (1,946) 0 500,000 0 0 0 9,239 07/20/2022

87154E-AE-0

SYMPHONY CLO LTD SERIES 2014-15A CLASS C

144A 4.553% 10/17/26 03/13/2017 Paydown 300,000 300,000 291,360 298,015 0 1,985 0 1,985 0 300,000 0 0 0 5,064 10/17/2026

87154E-AF-7

SYMPHONY CLO LTD SERIES 2014-15A CLASS D

144A 5.103% 10/17/26 03/13/2017 Paydown 500,000 500,000 437,801 446,781 0 53,219 0 53,219 0 500,000 0 0 0 9,562 10/17/2026

87157V-AE-9

SYMPHONY CLO SERIES 2013-11A CLASS D

5.353% 01/17/25 06/27/2017 Call 100.0000 856,000 856,000 850,008 868,052 0 4,749 0 4,749 0 872,801 0 (16,801) (16,801) 30,130 01/17/2025

87246M-AB-8

TICP CLO LTD SERIES 16-6A CLASS B 144A

3.648% 01/15/29 09/07/2017 JP Morgan 251,750 250,000 249,350 249,571 0 (1,213) 0 (1,213) 0 248,358 0 3,392 3,392 6,331 01/15/2029

87264A-AQ-8

T MOBILE USA INC SR UNSECURED 6.000%

04/15/24 10/31/2017 ALIC - AUSHC U.S. 2,140,920 2,000,000 2,000,000 2,000,000 0 0 0 0 0 2,000,000 0 140,920 140,920 125,333 04/15/2024

87612B-AR-3

TARGA RESOURCES PARTNERS SR UNSECURED

4.125% 11/15/19 10/31/2017 ALIC - AUSHC U.S. 505,449 500,000 415,000 434,115 0 17,365 0 17,365 0 451,479 0 53,970 53,970 19,823 11/15/2019

87875U-AH-5 TECO ENERGY INC CO GTD 6.572% 11/01/17 11/01/2017 Maturity 500,000 500,000 464,500 495,298 0 4,702 0 4,702 0 500,000 0 0 0 32,860 11/01/2017

88033G-CA-6

TENET HEALTHCARE CORP 1ST LIEN 4.375%

10/01/21 05/03/2017 DEUTSCHE BANK 1,005,000 1,000,000 1,003,250 1,002,962 0 (245) 0 (245) 0 1,002,717 0 2,283 2,283 37,309 10/01/2021

88033G-CA-6


10/01/21 10/31/2017 ALIC - AUSHC U.S. 599,876 600,000 601,500 601,372 0 (319) 0 (319) 0 601,053 0 (1,177) (1,177) 35,000 10/01/2021

88033G-CP-3

TENET HEALTHCARE CORP 2ND LIEN 7.500%

01/01/22 10/31/2017 ALIC - AUSHC U.S. 659,370 625,000 644,531 644,222 0 (3,587) 0 (3,587) 0 640,636 0 18,734 18,734 42,969 01/01/2022

881609-AZ-4 TESORO CORP SR UNSECURED 5.375% 10/01/22 10/31/2017 ALIC - AUSHC U.S. 760,095 740,000 706,700 710,457 0 3,690 0 3,690 0 714,147 0 45,948 45,948 43,090 10/01/2022

88160Q-AA-1

TESORO LOGISTICS LP/ CORP SR UNSECURED

5.875% 10/01/20 10/31/2017 ALIC - AUSHC U.S. 508,818 500,000 503,750 501,851 0 (860) 0 (860) 0 500,991 0 7,826 7,826 31,823 10/01/2020

88160Q-AL-7

TESORO LOGISTICS LP/ CORP SR UNSECURED

6.250% 10/15/22 10/31/2017 ALIC - AUSHC U.S. 2,126,894 2,000,000 2,025,000 2,021,346 0 (4,194) 0 (4,194) 0 2,017,152 0 109,742 109,742 130,556 10/15/2022

883203-BT-7 TEXTRON INC SR UNSECURED 3.650% 03/01/21 10/31/2017 ALIC - AUSHC U.S. 4,127,856 4,000,000 3,993,440 3,995,873 0 749 0 749 0 3,996,622 0 131,234 131,234 170,333 03/01/2021

88432H-AA-3

WIND RIVER CLO LTD SERIES 2015-2A CLASS E

144A 7.059% 10/15/27 10/24/2017 Paydown 500,000 500,000 437,500 449,944 0 50,056 0 50,056 0 500,000 0 0 0 35,114 10/15/2027

88433A-AC-3

WIND RIVER CLO LTD SERIES 2016-1A CLASS B

144A 3.709% 07/15/28 09/06/2017 DEUTSCHE BANK 506,650 500,000 500,000 500,000 0 0 0 0 0 500,000 0 6,650 6,650 15,466 07/15/2028

887315-AY-5 TIME WARNER INC BOND 6.875% 06/15/18 10/31/2017 ALIC - AUSHC U.S. 5,155,310 5,000,000 5,404,650 5,057,351 0 (32,609) 0 (32,609) 0 5,024,742 0 130,568 130,568 301,736 06/15/2018

887317-AT-2

TIME WARNER INC SR UNSECURED 2.100%

06/01/19 10/31/2017 ALIC - AUSHC U.S. 2,002,116 2,000,000 1,998,960 1,999,470 0 174 0 174 0 1,999,645 0 2,471 2,471 38,500 06/01/2019

89417E-AF-6

TRAVELERS COS INC SR NOTES 5.900%

06/02/19 10/31/2017 ALIC - AUSHC U.S. 2,119,054 2,000,000 1,991,200 1,997,259 0 855 0 855 0 1,998,114 0 120,940 120,940 107,839 06/02/2019

89473L-AB-0

TREMAN PARK CLO LTD SERIES 2015-1A CLASS B1

144A 3.563% 04/20/27 09/07/2017 PERSHING LLC 721,728 720,000 720,000 720,000 0 0 0 0 0 720,000 0 1,728 1,728 21,309 04/20/2027

90131H-BF-1

21ST CENTURY FOX AMERICA SR UNSECURED

6.200% 12/15/34 10/31/2017 ALIC - AUSHC U.S. 621,728 500,000 547,509 545,059 0 (1,297) 0 (1,297) 0 543,762 0 77,965 77,965 27,211 12/15/2034

90269G-AC-5

UBS COMMERCIAL MTGE TR SER 2012-C1 CLASS A3

3.400% 05/10/45 03/01/2017 Paydown 20,458 20,458 21,303 21,005 0 (547) 0 (547) 0 20,458 0 0 0 116 05/10/2045

90269G-AC-5

UBS COMMERCIAL MTGE TR SER 2012-C1 CLASS A3

3.400% 05/10/45 10/31/2017 ALIC - AUSHC U.S. 3,160,026 3,042,614 3,168,402 3,123,973 0 (11,663) 0 (11,663) 0 3,112,310 0 47,716 47,716 94,828 05/10/2045

90270Y-BF-5

UBS BARCLAYS COMMERCIAL MORTGA SERIES 2013-

C5 3.185% 03/10/46 10/31/2017 ALIC - AUSHC U.S. 2,054,298 2,000,000 2,105,313 2,096,116 0 (12,662) 0 (12,662) 0 2,083,453 0 (29,155) (29,155) 58,386 03/10/2046

909287-AA-2

UNITED AIR LINES PASS THRU CTF SER 2007-1

ETC 6.636% 01/02/24 07/02/2017

Redemption

100.0000 27,081 27,081 27,081 27,081 0 0 0 0 0 27,081 0 0 0 1,352 01/02/2024

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Adjusted Carrying

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15Total



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Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

909287-AA-2

UNITED AIR LINES PASS THRU CTF SER 2007-1

ETC 6.636% 01/02/24 10/31/2017 ALIC - AUSHC U.S. 277,082 255,973 255,973 255,973 0 0 0 0 0 255,973 0 21,109 21,109 22,601 01/02/2024

911365-BC-7

UNITED RENTALS INC 1ST LIEN 4.625%

07/15/23 10/31/2017 ALIC - AUSHC U.S. 522,129 500,000 491,250 492,291 0 827 0 827 0 493,118 0 29,010 29,010 29,934 07/15/2023

91913Y-AR-1

VALERO ENERGY CORP NOTES 6.125% 02/01/20

10/31/2017 ALIC - AUSHC U.S. 1,085,119 1,000,000 1,164,240 1,087,595 0 (22,890) 0 (22,890) 0 1,064,705 0 20,414 20,414 76,563 02/01/2020

92328G-AG-1

VENTURE CDO LTD SERIES 2013-14A CLASS C 144A

4.218% 08/28/25 08/28/2017 Paydown 590,000 590,000 574,365 590,472 0 (472) 0 (472) 0 590,000 0 0 0 17,059 08/28/2025

92329F-AE-7

VENTURE CDO LTD SERIES 2014-18A CLASS D 144A

5.109% 10/15/26 10/16/2017 Paydown 700,000 700,000 599,491 613,459 0 86,541 0 86,541 0 700,000 0 0 0 34,260 10/15/2026

92329X-AG-3

VENTURE CDO LTD SERIES 2014-16A CLASS B1L

144A 4.809% 04/15/26 06/27/2017 BNP Paribas 777,069 775,000 721,728 750,305 0 7,918 0 7,918 0 758,223 0 18,846 18,846 24,581 04/15/2026

92330M-AC-3

VENTURE CDO LTD SERIES 2015-21A CLASS B

3.259% 07/15/27 09/07/2017 Goldman Sachs 1,302,340 1,300,000 1,291,883 1,305,740 0 4,496 0 4,496 0 1,310,236 0 (7,896) (7,896) 35,260 07/15/2027

92343E-AF-9

VERISIGN INC SR UNSECURED 4.625% 05/01/23

10/31/2017 ALIC - AUSHC U.S. 515,660 500,000 478,750 482,175 0 2,052 0 2,052 0 484,227 0 31,432 31,432 23,125 05/01/2023

92345Y-AA-4

VERISK ANALYTICS INC CO GTD 5.800%

05/01/21 10/31/2017 ALIC - AUSHC U.S. 549,851 500,000 498,840 499,388 0 144 0 144 0 499,532 0 50,318 50,318 29,000 05/01/2021

92347X-AA-4

VERIZON OWNER TRUST SERIES 16-1A CLASS A

1.420% 01/20/21 10/31/2017 ALIC - AUSHC U.S. 4,975,454 5,000,000 4,999,158 4,999,304 0 65 0 65 0 4,999,369 0 (23,915) (23,915) 61,336 01/20/2021

92553P-AJ-1 VIACOM INC SR UNSECURED 3.875% 12/15/21 10/31/2017 ALIC - AUSHC U.S. 1,539,345 1,500,000 1,474,125 1,477,715 0 3,398 0 3,398 0 1,481,113 0 58,232 58,232 51,021 12/15/2021

92553P-BA-9 VIACOM INC SR UNSECURED 2.250% 02/04/22 06/05/2017 Corporate Action 1,423,965 1,500,000 1,495,380 1,495,554 0 335 0 335 0 1,495,889 0 (71,924) (71,924) 22,594 02/04/2022

92826C-AB-8 VISA INC SR UNSECURED 2.200% 12/14/20 10/31/2017 ALIC - AUSHC U.S. 2,016,618 2,000,000 1,998,300 1,998,630 0 265 0 265 0 1,998,895 0 17,723 17,723 38,744 12/14/2020

92890H-AA-0

WEA FINANCE LLC/WESTFIEL UNSECURED 1.750%

09/15/17 09/15/2017 Maturity 3,000,000 3,000,000 2,999,130 2,999,763 0 237 0 237 0 3,000,000 0 0 0 52,500 09/15/2017

92914X-AE-9

VOYA 2015-2A B SERIES 2015-2A CLASS B

3.347% 07/23/27 09/07/2017 SG AMERICAS LLC 3,015,000 3,000,000 3,000,000 3,000,000 0 0 0 0 0 3,000,000 0 15,000 15,000 81,817 07/23/2027

92936Y-AF-8

WF-RBS COMMERCIAL MTGE TRUST SERIES 2012-C8

CLASS B 4.311% 08/15/45 10/31/2017 ALIC - AUSHC U.S. 3,158,261 3,000,000 3,247,500 3,240,987 0 (34,937) 0 (34,937) 0 3,206,050 0 (47,790) (47,790) 118,553 08/15/2045

931427-AA-6

WALGREENS BOOT ALLIANCE SR UNSECURED

2.700% 11/18/19 10/31/2017 ALIC - AUSHC U.S. 1,011,872 1,000,000 998,790 999,266 0 210 0 210 0 999,477 0 12,395 12,395 25,725 11/18/2019

949746-JM-4 WELLS FARGO CO NOTES 5.375% 02/07/35 10/31/2017 ALIC - AUSHC U.S. 3,005,755 2,500,000 1,873,290 1,960,288 0 12,013 0 12,013 0 1,972,301 0 1,033,454 1,033,454 165,729 02/07/2035

949746-NX-5

WELLS FARGO CO SR UNSECURED 5.625%

12/11/17 10/31/2017 ALIC - AUSHC U.S. 2,009,284 2,000,000 1,991,680 1,998,924 0 680 0 680 0 1,999,604 0 9,680 9,680 100,000 12/11/2017

94974B-FQ-8

WELLS FARGO CO SR UNSECURED 2.150%

01/15/19 10/31/2017 ALIC - AUSHC U.S. 1,003,500 1,000,000 997,810 999,104 0 350 0 350 0 999,454 0 4,046 4,046 27,831 01/15/2019

94988H-AC-5

WELLS FARGO COMML MTGE TR SERIES 2012-LC5

CLASS A3 2.918% 10/15/45 10/01/2017 Paydown 3,760 3,760 3,794 3,782 0 (22) 0 (22) 0 3,760 0 0 0 82 10/15/2045

94988H-AC-5

WELLS FARGO COMML MTGE TR SERIES 2012-LC5


94988J-5A-1

WELLS FARGO BANK NA SR UNSECURED 1.650%

01/22/18 10/31/2017 ALIC - AUSHC U.S. 2,000,570 2,000,000 1,999,420 1,999,679 0 220 0 220 0 1,999,899 0 671 671 42,075 01/22/2018

94989K-AV-5

WELLS FARGO COMMERCIAL MTG TR SERIES 2015-

C29 CLASS A4 3.637% 06/15/48 10/31/2017 ALIC - AUSHC U.S. 2,095,612 2,000,000 2,073,906 2,067,725 0 (6,364) 0 (6,364) 0 2,061,362 0 34,251 34,251 66,678 06/15/2048

94989N-BE-6

WELLS FARGO COMMERCIAL MTGE TR SER 2015-C30

CLASS A4 3.664% 09/15/58 03/07/2017 DEUTSCHE BANK 2,056,094 2,000,000 2,059,878 2,052,295 0 (1,072) 0 (1,072) 0 2,051,223 0 4,870 4,870 20,152 09/15/2058

94989W-AS-6

WELLS FARGO COMMERCIAL MTG SERIES 2015-C31


95000K-BB-0

WELLS FARGO COMMERICAL MTGE TR SER 2016-NXS6


95168Q-AG-5

WEST CLO LTD SERIES 2013-1A CLASS B 144A

4.292% 11/07/25 05/08/2017 Paydown 1,000,000 1,000,000 976,000 1,001,768 0 (1,768) 0 (1,768) 0 1,000,000 0 0 0 19,497 11/07/2025

95168W-AN-7

WEST CLO LTD SERIES 2014-2A CLASS C 144A

5.039% 01/16/27 11/16/2017 Paydown 350,000 350,000 330,750 338,748 0 11,252 0 11,252 0 350,000 0 0 0 18,401 01/16/2027

958102-AJ-4

WESTERN DIGITAL CORP SECURED 7.375%

04/01/23 10/31/2017 ALIC - AUSHC U.S. 1,094,484 1,000,000 1,025,000 1,021,697 0 (3,743) 0 (3,743) 0 1,017,954 0 76,530 76,530 79,896 04/01/2023

958102-AK-1

WESTERN DIGITAL CORP SR UNSECURED 10.500%

04/01/24 02/06/2017 Tax Free Exchange 1,003,279 1,000,000 1,003,750 1,003,281 0 (2) 0 (2) 0 1,003,279 0 0 0 0 04/01/2024

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11


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DuringYear

StatedCon-

tractualMaturity

Date

962166-BR-4

WEYERHAEUSER CO SR USNECURED 7.375%

03/15/32 10/31/2017 ALIC - AUSHC U.S. 1,390,354 1,000,000 1,099,790 1,084,385 0 (2,784) 0 (2,784) 0 1,081,601 0 308,753 308,753 83,174 03/15/2032

962166-BV-5

WEYERHAEUSER CO SR UNSECURED 7.375%

10/01/19 10/31/2017 ALIC - AUSHC U.S. 1,700,257 1,550,000 1,758,894 1,628,086 0 (22,442) 0 (22,442) 0 1,605,644 0 94,613 94,613 123,839 10/01/2019

96524W-AQ-7

WHITEHORSE LTD SERIES 2014-1A CLASS D 144A

5.027% 05/01/26 03/14/2017 Various 600,375 625,000 458,159 476,504 0 3,604 0 3,604 0 480,109 0 120,266 120,266 8,576 05/01/2026

969457-BV-1

WILLIAMS CO INC SR UNSECURED 5.750%

06/24/44 10/31/2017 ALIC - AUSHC U.S. 742,648 700,000 651,000 651,323 0 522 0 522 0 651,845 0 90,803 90,803 34,324 06/24/2044

969457-BW-9

WILLIAMS CO INC SR UNSECURED 4.550%

06/24/24 10/31/2017 ALIC - AUSHC U.S. 2,090,056 2,000,000 1,807,500 1,818,649 0 15,887 0 15,887 0 1,834,536 0 255,520 255,520 77,603 06/24/2024

96950F-AD-6

WILLIAMS PARTNERS LP SR UNSECURED 5.250%

03/15/20 10/31/2017 ALIC - AUSHC U.S. 2,673,698 2,500,000 2,508,707 2,503,295 0 (811) 0 (811) 0 2,502,484 0 171,214 171,214 148,021 03/15/2020

983024-AF-7 WYETH NOTES 6.450% 02/01/24 10/31/2017 ALIC - AUSHC U.S. 2,431,340 2,000,000 1,992,540 1,996,262 0 230 0 230 0 1,996,492 0 434,848 434,848 161,250 02/01/2024

984121-BW-2 XEROX CORP SR UNSECURED 6.350% 05/15/18 10/12/2017 Call 100.0000 321,000 321,000 343,736 325,409 0 (2,478) 0 (2,478) 0 322,931 0 (1,931) (1,931) 27,214 05/15/2018

984121-BW-2 XEROX CORP SR UNSECURED 6.350% 05/15/18 10/31/2017 ALIC - AUSHC U.S. 183,080 179,000 191,679 181,459 0 (1,472) 0 (1,472) 0 179,987 0 3,093 3,093 10,924 05/15/2018

989207-AC-9

ZEBRA TECHNOLOGIES CORP SR UNSECURED

7.250% 10/15/22 08/07/2017 Call 100.0000 714,000 714,000 755,948 750,516 0 (5,285) 0 (5,285) 0 745,231 0 (31,231) (31,231) 88,059 10/15/2022

989207-AC-9

ZEBRA TECHNOLOGIES CORP SR UNSECURED

7.250% 10/15/22 10/31/2017 ALIC - AUSHC U.S. 302,315 286,000 302,803 300,627 0 (2,938) 0 (2,938) 0 297,689 0 4,626 4,626 21,657 10/15/2022

013716-AU-9 ALCAN INC NOTES 6.125% 12/15/33 A 10/31/2017 ALIC - AUSHC U.S. 1,256,856 1,000,000 840,276 864,945 0 3,363 0 3,363 0 868,308 0 388,548 388,548 53,764 12/15/2033

15135U-AD-1

CENOVUS ENERGY INC SR UNSECURED 5.700%

10/15/19 A 10/31/2017 ALIC - AUSHC U.S. 1,060,075 1,000,000 999,336 999,700 0 123 0 123 0 999,823 0 60,252 60,252 59,533 10/15/2019

15135U-AH-2

CENOVUS ENERGY INC SR UNSECURED 4.450%

09/15/42 A 10/31/2017 ALIC - AUSHC U.S. 1,349,300 1,500,000 1,080,000 1,084,534 0 5,285 0 5,285 0 1,089,819 0 259,480 259,480 75,279 09/15/2042

292505-AJ-3 ENCANA CORP SR UNSECURED 3.900% 11/15/21 A 10/31/2017 ALIC - AUSHC U.S. 1,035,579 1,000,000 680,000 717,015 0 38,067 0 38,067 0 755,081 0 280,498 280,498 37,483 11/15/2021

29250N-AK-1

ENBRIDGE INC SR UNSECURED 1.514% 06/02/17

A 06/02/2017 Maturity 3,000,000 3,000,000 3,000,000 3,000,000 0 0 0 0 0 3,000,000 0 0 0 21,989 06/02/2017

380956-AF-9

GOLDCORP INC SR UNSECURED 3.625% 06/09/21

A 10/31/2017 ALIC - AUSHC U.S. 2,071,554 2,000,000 1,997,420 1,998,254 0 281 0 281 0 1,998,535 0 73,019 73,019 64,847 06/09/2021

655422-AV-5 NORANDA INC NOTES 6.200% 06/15/35 A 10/31/2017 ALIC - AUSHC U.S. 1,736,759 1,500,000 1,497,390 1,497,988 0 (25) 0 (25) 0 1,497,962 0 238,796 238,796 81,633 06/15/2035

78010U-NX-1

ROYAL BANK OF CANADA SR UNSECURED 1.200%

01/23/17 A 01/23/2017 Maturity 2,000,000 2,000,000 1,998,180 1,999,954 0 46 0 46 0 2,000,000 0 0 0 12,000 01/23/2017

878742-AV-7 TECK COMINCO LTD CO GTD 4.750% 01/15/22 A 10/31/2017 ALIC - AUSHC U.S. 1,323,340 1,250,000 1,025,000 1,045,921 0 27,808 0 27,808 0 1,073,729 0 249,611 249,611 76,858 01/15/2022

878742-BC-8

TECK COMINCO LTD SR UNSECURED 8.500%

06/01/24 A 10/31/2017 ALIC - AUSHC U.S. 1,145,004 1,000,000 1,035,000 1,032,191 0 (4,146) 0 (4,146) 0 1,028,044 0 116,960 116,960 77,917 06/01/2024

89114Q-BJ-6

TORONTO DOMINION BANK SR UNSECURED 1.450%

08/13/19 A 10/31/2017 ALIC - AUSHC U.S. 3,473,908 3,500,000 3,499,685 3,499,705 0 82 0 82 0 3,499,786 0 (25,879) (25,879) 61,746 08/13/2019

89114Q-BL-1

TORONTO DOMINION BANK SR UNSECURED 1.800%

07/13/21 A 10/31/2017 ALIC - AUSHC U.S. 2,457,965 2,500,000 2,494,050 2,494,576 0 944 0 944 0 2,495,520 0 (37,555) (37,555) 58,500 07/13/2021

00772B-AD-3

AERCAP IRELAND CAP LTD/A SR UNSECURED

3.750% 05/15/19 D 10/31/2017 ALIC - AUSHC U.S. 1,023,456 1,000,000 1,005,000 1,003,428 0 (1,162) 0 (1,162) 0 1,002,266 0 21,190 21,190 36,042 05/15/2019

03937L-AA-3 ARCH CAP GROUP LTD DEB 7.350% 05/01/34 D 10/31/2017 ALIC - AUSHC U.S. 1,343,616 1,000,000 1,020,140 1,016,161 0 (270) 0 (270) 0 1,015,891 0 327,725 327,725 73,296 05/01/2034

03938L-AF-1

ARCELORMITTAL SR UNSECURED 6.125%

06/01/18 D 10/31/2017 ALIC - AUSHC U.S. 511,250 500,000 430,000 485,331 0 8,397 0 8,397 0 493,728 0 17,522 17,522 28,073 06/01/2018

046353-AK-4

ASTRAZENECA PLC SR UNSECURED 2.375%

11/16/20 D 10/31/2017 ALIC - AUSHC U.S. 1,004,900 1,000,000 995,840 996,718 0 685 0 685 0 997,403 0 7,497 7,497 22,760 11/16/2020

05252A-BK-6

AUSTRALIA NZ BANKING GROUP SR NOTES

4.875% 01/12/21 D 10/31/2017 ALIC - AUSHC U.S. 1,076,701 1,000,000 997,570 998,860 0 160 0 160 0 999,020 0 77,681 77,681 63,375 01/12/2021

055451-AR-9 BHP BILLITON FIN CO GTD 4.125% 02/24/42 D 10/31/2017 ALIC - AUSHC U.S. 527,015 500,000 472,390 474,736 0 462 0 462 0 475,198 0 51,817 51,817 24,464 02/24/2042

05565Q-BP-2

BP CAPITAL MARKETS PLC CO GTD 4.500%

10/01/20 D 10/31/2017 ALIC - AUSHC U.S. 1,067,499 1,000,000 994,510 997,583 0 517 0 517 0 998,100 0 69,399 69,399 48,750 10/01/2020

21684A-AA-4

RABOBANK NEDERLAND SUBORDINATED 4.625%

12/01/23 D 10/31/2017 ALIC - AUSHC U.S. 1,085,281 1,000,000 991,860 993,945 0 626 0 626 0 994,571 0 90,710 90,710 42,396 12/01/2023

21688A-AF-9

RABOBANK NEDERLAND NEW YORK SR UNSECURED

2.500% 01/19/21 D 10/31/2017 ALIC - AUSHC U.S. 1,009,630 1,000,000 997,760 998,157 0 350 0 350 0 998,507 0 11,123 11,123 32,083 01/19/2021

23636T-AC-4 DANONE SR UNSECURED 2.077% 11/02/21 D 10/31/2017 ALIC - AUSHC U.S. 2,460,350 2,500,000 2,500,000 2,500,000 0 0 0 0 0 2,500,000 0 (39,650) (39,650) 51,637 11/02/2021

25152R-XA-6

DEUTSCHE BANK AG SR UNSECURED 3.700%

05/30/24 D 10/31/2017 ALIC - AUSHC U.S. 1,014,828 1,000,000 937,570 937,977 0 5,932 0 5,932 0 943,909 0 70,919 70,919 33,917 05/30/2024

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Date

35177P-AX-5

FRANCE TELECOM SR UNSECURED 5.375%

01/13/42 D 10/31/2017 ALIC - AUSHC U.S. 1,183,027 1,000,000 1,042,930 1,041,796 0 (771) 0 (771) 0 1,041,025 0 142,002 142,002 69,875 01/13/2042

404280-AK-5

HSBC HOLDINGS PLC SR UNSECURED 5.100%

04/05/21 D 10/31/2017 ALIC - AUSHC U.S. 1,087,585 1,000,000 1,016,110 1,007,762 0 (1,370) 0 (1,370) 0 1,006,392 0 81,193 81,193 54,683 04/05/2021

453258-AP-0 INCO LTD BONDS 7.200% 09/15/32 D 05/31/2017 Baird (Robert W) 324,000 300,000 304,500 304,467 0 (70) 0 (70) 0 304,397 0 19,603 19,603 15,600 09/15/2032

46115H-AN-7

INTESA SANPAOLO SPA SR UNSECURED 2.375%

01/13/17 D 01/13/2017 Maturity 2,000,000 2,000,000 1,992,720 1,999,897 0 103 0 103 0 2,000,000 0 0 0 23,750 01/13/2017

539473-AH-1

LLOYDS BANK PLC SR UNSECURED 6.375%

01/21/21 D 10/31/2017 ALIC - AUSHC U.S. 1,122,744 1,000,000 1,052,290 1,025,183 0 (4,793) 0 (4,793) 0 1,020,389 0 102,355 102,355 81,458 01/21/2021

552081-AD-3

LYONDELLBASELL IND NV SR UNSECURED 6.000%

11/15/21 D 10/31/2017 ALIC - AUSHC U.S. 1,125,026 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 125,026 125,026 57,667 11/15/2021

552081-AG-6


04/15/19 D 03/24/2017 Call 100.0000 513,000 513,000 571,656 540,803 0 (3,070) 0 (3,070) 0 537,733 0 (24,733) (24,733) 44,469 04/15/2019

552081-AG-6


04/15/19 D 10/31/2017 ALIC - AUSHC U.S. 504,033 487,000 542,684 513,394 0 (10,662) 0 (10,662) 0 502,732 0 1,301 1,301 25,432 04/15/2019

62854A-AC-8 MYLAN NV SR UNSECURED 3.150% 06/15/21 D 01/31/2017 Tax Free Exchange 998,959 1,000,000 998,840 998,955 0 5 0 5 0 998,959 0 0 0 4,025 06/15/2021

714264-AM-0

PERNOD RICARD SA SR UNSECURED 3.250%

06/08/26 D 10/31/2017 ALIC - AUSHC U.S. 1,002,942 1,000,000 994,420 994,673 0 397 0 397 0 995,070 0 7,872 7,872 29,069 06/08/2026

767201-AK-2

RIO TINTO FIN USA LTD CO GTD 3.500%

11/02/20 D 06/21/2017 Call 100.0000 1,000,000 1,000,000 957,600 980,775 0 2,210 0 2,210 0 982,984 0 17,016 17,016 80,657 11/02/2020

80281T-AE-8

SANTANDER ISSUANCES SUBORDINATED 5.179%

11/19/25 D 10/31/2017 ALIC - AUSHC U.S. 1,080,015 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 80,015 80,015 49,201 11/19/2025

82620K-AH-6

SIEMENS FINANCIERINGSMAT SR UNSECURED

1.300% 09/13/19 D 10/31/2017 ALIC - AUSHC U.S. 2,969,742 3,000,000 2,996,130 2,996,488 0 1,065 0 1,065 0 2,997,553 0 (27,811) (27,811) 43,875 09/13/2019

82620K-AJ-2

SIEMENS FINANCIERINGSMAT SR UNSECURED

1.700% 09/15/21 D 10/31/2017 ALIC - AUSHC U.S. 3,430,434 3,500,000 3,496,815 3,496,964 0 520 0 520 0 3,497,484 0 (67,050) (67,050) 66,938 09/15/2021

83367T-BG-3

SOCIETE GENERALE SUBORDINATED NOTES

5.000% 01/17/24 D 10/31/2017 ALIC - AUSHC U.S. 537,024 500,000 495,465 496,563 0 319 0 319 0 496,882 0 40,142 40,142 32,222 01/17/2024

83368R-AC-6

SOCIETE GENERALE SR UNSECURED 2.750%

10/12/17 D 10/12/2017 Maturity 2,000,000 2,000,000 2,064,520 2,020,303 0 (20,303) 0 (20,303) 0 2,000,000 0 0 0 55,000 10/12/2017

865622-CC-6

SUMITOMO MITSUI BANKING SR UNSECURED

1.762% 10/19/18 D 10/31/2017 ALIC - AUSHC U.S. 999,316 1,000,000 1,000,000 1,000,000 0 0 0 0 0 1,000,000 0 (684) (684) 18,158 10/19/2018

87927V-AU-2

TELECOM ITALIA CAP CO GTD 6.999% 06/04/18

D 10/31/2017 ALIC - AUSHC U.S. 514,368 500,000 556,835 512,091 0 (6,985) 0 (6,985) 0 505,107 0 9,261 9,261 31,787 06/04/2018

87938W-AR-4

TELEFONICA EMISIONES SAU SR UNSECURED

4.570% 04/27/23 D 10/31/2017 ALIC - AUSHC U.S. 543,180 500,000 532,100 528,894 0 (3,434) 0 (3,434) 0 525,461 0 17,719 17,719 23,104 04/27/2023

88167A-AB-7

TEVA PHARMACEUTICALS NE SR UNSECURED

1.700% 07/19/19 D 10/31/2017 ALIC - AUSHC U.S. 2,940,258 3,000,000 2,999,730 2,999,759 0 57 0 57 0 2,999,816 0 (59,558) (59,558) 65,025 07/19/2019

89236T-DH-5

TOYOTA MOTOR CREDIT CORP SR UNSECURED

1.550% 10/18/19 D 10/31/2017 ALIC - AUSHC U.S. 995,059 1,000,000 999,500 999,526 0 142 0 142 0 999,668 0 (4,609) (4,609) 16,060 10/18/2019

893830-BD-0

TRANSOCEAN INC SR UNSECURED 4.500%

10/15/17 D 10/15/2017 Maturity 1,000,000 1,000,000 886,875 947,259 0 52,741 0 52,741 0 1,000,000 0 0 0 43,750 10/15/2017

35180R-AF-5 FRANCHISE LOAN TRUST SER 1998-1 CLASS-C D 12/01/2017 Direct 0 0 457,468 07/15/2020

92857W-AB-6 VODAFONE GROUP PLC NOTES 6.250% 11/30/32 D 10/31/2017 ALIC - AUSHC U.S. 1,225,110 1,000,000 856,125 880,434 0 3,368 0 3,368 0 883,802 0 341,308 341,308 57,292 11/30/2032

3899999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) 616,277,264 594,839,966 597,438,765 595,896,202 0 189,411 0 189,411 0 596,085,607 0 20,191,682 20,191,682 23,049,136 XXX

00440F-AA-2

ACE CAP TRUST II LIMITED GUARANTEE 9.700%

04/01/30 10/31/2017 ALIC - AUSHC U.S. 1,509,800 1,000,000 940,055 949,749 0 1,692 0 1,692 0 951,441 0 558,359 558,359 105,083 04/01/2030

037389-AU-7

AON CORP SR UNSECURED NOTES 6.250%

09/30/40 10/31/2017 ALIC - AUSHC U.S. 1,297,001 1,000,000 990,840 991,574 0 184 0 184 0 991,759 0 305,242 305,242 67,708 09/30/2040

38143V-AA-7

GOLDMAN SACHS CAP I GTD NOTES 6.345%

02/15/34 10/31/2017 ALIC - AUSHC U.S. 3,735,672 3,000,000 3,000,000 3,000,000 0 0 0 0 0 3,000,000 0 735,672 735,672 230,535 02/15/2034

4899999. Subtotal - Bonds - Hybrid Securities 6,542,473 5,000,000 4,930,895 4,941,323 0 1,876 0 1,876 0 4,943,200 0 1,599,273 1,599,273 403,326 XXX8399997. Total - Bonds - Part 4 1,917,933,814 1,841,887,436 1,826,156,385 1,821,361,437 0 (2,900,317) 1,240,320 (4,140,637) 0 1,817,220,785 0 100,713,032 100,713,032 81,833,306 XXX8399998. Total - Bonds - Part 5 305,571,327 278,559,000 301,303,296 0 (733,320) 58,373 (791,693) 0 300,511,600 0 5,059,724 5,059,724 5,447,343 XXX8399999. Total - Bonds 2,223,505,141 2,120,446,436 2,127,459,681 1,821,361,437 0 (3,633,637) 1,298,693 (4,932,330) 0 2,117,732,385 0 105,772,756 105,772,756 87,280,649 XXX8999997. Total - Preferred Stocks - Part 4 0 XXX 0 0 0 0 0 0 0 0 0 0 0 0 XXX

E14.3

6





For-eign

DisposalDate

Nameof Purchaser

Number of Shares of

StockCon-


Prior YearBook/

Adjusted Carrying

Value

11


12


tization)/Accretion

13



14

TotalChange in


Value(11+12-13)

15Total



Value


Date

Foreign Exchange




BondInterest/ Stock

Dividends Received

DuringYear

StatedCon-

tractualMaturity

Date

8999998. Total - Preferred Stocks - Part 5 XXX XXX8999999. Total - Preferred Stocks 0 XXX 0 0 0 0 0 0 0 0 0 0 0 0 XXX

421924-12-7 HEALTHSOUTH CORP WARRANTS 01/17/2017 PRIVATE DIRECT 853.000 0 0 0 0 0 0 0 0 0 0 0 0 0

928890-15-1 WC Foss Investment Inc Common 07/25/2017 PRIVATE DIRECT 107.000 6,123,898 4,000,000 7,000,000 (3,000,000) 0 0 (3,000,000) 0 4,000,000 0 2,123,898 2,123,898 0

9099999. Subtotal - Common Stocks - Industrial and Miscellaneous (Unaffiliated) 6,123,898 XXX 4,000,000 7,000,000 (3,000,000) 0 0 (3,000,000) 0 4,000,000 0 2,123,898 2,123,898 0 XXX9799997. Total - Common Stocks - Part 4 6,123,898 XXX 4,000,000 7,000,000 (3,000,000) 0 0 (3,000,000) 0 4,000,000 0 2,123,898 2,123,898 0 XXX9799998. Total - Common Stocks - Part 5 XXX XXX9799999. Total - Common Stocks 6,123,898 XXX 4,000,000 7,000,000 (3,000,000) 0 0 (3,000,000) 0 4,000,000 0 2,123,898 2,123,898 0 XXX9899999. Total - Preferred and Common Stocks 6,123,898 XXX 4,000,000 7,000,000 (3,000,000) 0 0 (3,000,000) 0 4,000,000 0 2,123,898 2,123,898 0 XXX9999999 - Totals 2,229,629,039 XXX 2,131,459,681 1,828,361,437 (3,000,000) (3,633,637) 1,298,693 (7,932,330) 0 2,121,732,385 0 107,896,654 107,896,654 87,280,649 XXX

E14.3

7


SCHEDULE D - PART 5Showing All Long-Term Bonds and Stocks ACQUIRED During Year and Fully DISPOSED OF During Current Year

1 2 3 4 5 6 7 8 9 10 11 Change in Book/Adjusted Carrying Value 17 18 19 20 21


For-eign

Date Acquired Name of Vendor

DisposalDate

Name ofPurchaser

Par Value (Bonds)

orNumber of

Shares(Stock) Actual Cost

Consid-eration

Book/Adjusted CarryingValue at Disposal

12


(Decrease)

13

Current Year's (Amort-ization)/

Accretion

14



15

Total Change in


Valu (12 + 13 - 14)

16Total



Value

Foreign Exchange

Gain(Loss) onDisposal

Realized Gain

(Loss) on Disposal


Interestand

Dividends Received

DuringYear

Paid for Accrued Interest

and Dividends

912810-RY-6

US TREASURY NOTE/BOND 2.750% 08/15/47

09/05/2017 MIZUHO SECURITIES USA 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,011,781 974,391 975,653 0 16 36,145 (36,129) 0 0 (1,262) (1,262) 5,754 1,644

912828-X4-7


06/23/2017 MIZUHO SECURITIES USA 10/31/2017 ALIC - AUSHC U.S. 5,000,000 5,025,000 4,982,676 5,002,317 0 (455) 22,228 (22,683) 0 0 (19,641) (19,641) 46,875 14,521

912828-XX-3


07/06/2017 MIZUHO SECURITIES USA 10/31/2017 ALIC - AUSHC U.S. 1,000,000 987,188 988,132 987,715 0 527 0 527 0 0 418 418 6,685 380

0599999. Subtotal - Bonds - U.S. Governments 7,000,000 7,023,969 6,945,199 6,965,685 0 88 58,373 (58,285) 0 0 (20,485) (20,485) 59,314 16,545

038461-AM-1

ARAB REPUBLIC OF EGYPT SR UNSECURED

8.500% 01/31/47 D 05/24/2017 Various 10/31/2017 ALIC - AUSHC U.S. 2,000,000 2,062,150 2,256,944 2,061,901 0 (249) 0 (249) 0 0 195,043 195,043 127,500 28,333

040114-GY-0

ARGENTINA REPUBLIC OF SR UNSECURED

7.625% 04/22/46 D 04/12/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 864,000 827,620 974,747 827,810 0 190 0 190 0 0 146,937 146,937 67,344 31,110

040114-HJ-2


6.875% 01/26/27 D 01/19/2017 CITIGROUP 04/12/2017 Tax Free Exchange 500,000 495,560 495,554 495,554 0 (6) 0 (6) 0 0 0 0 7,257 0

040114-HL-7


6.875% 01/26/27 D 07/05/2017 JEFFRIES 10/31/2017 ALIC - AUSHC U.S. 500,000 516,250 546,683 515,821 0 (429) 0 (429) 0 0 30,861 30,861 26,163 15,660

040114-HL-7


6.875% 01/26/27 D 04/12/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 500,000 495,554 546,683 495,727 0 174 0 174 0 0 50,955 50,955 26,163 7,257

07737J-AA-1

BELARUS REPUBLIC OF SR UNSECURED

7.625% 06/29/27 D 06/30/2017 FIRST BOSTON CORP 10/31/2017 ALIC - AUSHC U.S. 1,500,000 1,537,500 1,655,669 1,536,487 0 (1,013) 0 (1,013) 0 0 119,182 119,182 38,443 2,224

195325-BQ-7

COLOMBIA REPUBLIC OF SR UNSECURED

4.000% 02/26/24 D 06/01/2017 BNP PARIBAS 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,040,000 1,039,890 1,037,769 0 (2,231) 0 (2,231) 0 0 2,121 2,121 27,111 11,111

195325-CX-1

COLOMBIA REPUBLIC OF SR UNSECURED

4.500% 01/28/26 D 03/08/2017 Larrainvial 10/31/2017 ALIC - AUSHC U.S. 500,000 522,250 533,206 520,855 0 (1,395) 0 (1,395) 0 0 12,351 12,351 17,000 2,813

279158-AJ-8

ECOPETROL SA SR UNSECURED 5.875%

05/28/45 D 04/20/2017 HSBC SEC INC 10/31/2017 ALIC - AUSHC U.S. 1,000,000 924,000 994,684 924,516 0 516 0 516 0 0 70,168 70,168 54,181 23,990

438180-AH-4

HONDURAS GOVERNMENT SR UNSECURED

6.250% 01/19/27 D 01/12/2017 BANC AMERICA 10/31/2017 ALIC - AUSHC U.S. 500,000 500,000 539,739 500,000 0 0 0 0 0 0 39,739 39,739 24,392 0

470160-CA-8

JAMAICA GOVT OF SR UNSECURED 6.750%

04/28/28 D 04/21/2017 OPPENHEIMER & CO. 10/31/2017 ALIC - AUSHC U.S. 500,000 561,250 579,960 558,815 0 (2,435) 0 (2,435) 0 0 21,145 21,145 33,938 16,688

698299-BG-8

PANAMA REPUBLIC OF SR UNSECURED

4.500% 05/15/47 D 06/14/2017 OPPENHEIMER & CO. 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,045,000 1,057,771 1,044,724 0 (276) 0 (276) 0 0 13,047 13,047 20,625 4,250

699149-AD-2

REPUBLIC OF PARAGUAY SR UNSECURED

4.700% 03/27/27 D 03/22/2017 CITIGROUP 10/31/2017 ALIC - AUSHC U.S. 500,000 500,000 526,549 500,000 0 0 0 0 0 0 26,549 26,549 13,904 0

71654Q-CA-8

PETROLEOS MEXICANOS SR UNSECURED

6.375% 02/04/21 D 05/26/2017 JEFFRIES 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,098,500 1,089,631 1,088,010 0 (10,490) 0 (10,490) 0 0 1,621 1,621 47,104 20,719

71654Q-CA-8

PETROLEOS MEXICANOS SR UNSECURED

6.375% 02/04/21 D 01/24/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 1,500,000 1,500,000 1,634,447 1,500,000 0 0 0 0 0 0 134,447 134,447 118,469 45,156

81720T-AC-9

SENEGAL REPUBLIC OF UNSECURED 6.250%

05/23/33 D 05/17/2017 BNP PARIBAS 10/31/2017 ALIC - AUSHC U.S. 1,500,000 1,523,250 1,551,699 1,522,748 0 (502) 0 (502) 0 0 28,951 28,951 40,885 0

836205-AU-8

SOUTH AFRICA REPUBLIC OF SR USNECURED

4.300% 10/12/28 D 05/23/2017 BNP PARIBAS 10/31/2017 ALIC - AUSHC U.S. 1,000,000 961,250 926,065 962,386 0 1,136 0 1,136 0 0 (36,321) (36,321) 23,650 5,256

91087B-AB-6

UNITED MEXICAN STATES SR UNSECURED

4.350% 01/15/47 D 07/06/2017 HSBC SEC INC 10/31/2017 ALIC - AUSHC U.S. 1,000,000 923,000 942,843 923,304 0 304 0 304 0 0 19,539 19,539 34,438 21,267

V25125-BD-2

IVORY COAST SR UNSECURED 5.750%

12/31/32 D 07/13/2017 HSBC Securities - 94787 10/31/2017 ALIC - AUSHC U.S. 965,000 933,638 950,872 934,502 0 865 0 865 0 0 16,370 16,370 18,496 2,620

EJ6603-03-3

TRANSMANTARO SR UNSECURED 4.375%

05/07/23 D 07/11/2017 Larrainvial 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,036,500 1,042,230 1,034,868 0 (1,632) 0 (1,632) 0 0 7,362 7,362 21,024 8,142

1099999. Subtotal - Bonds - All Other Governments 18,829,000 19,003,272 19,885,866 18,985,797 0 (17,473) 0 (17,473) 0 0 900,067 900,067 788,087 246,596

25476F-UD-8

COLUMBIA DIST OF REF-SER A 5.000%

06/01/31 05/18/2017 SIEBERT,BRANDFORD & CO 05/24/2017 Citigroup 1,000,000 1,202,330 1,215,050 1,202,330 0 0 0 0 0 0 12,720 12,720 0 0

25476F-UE-6

COLUMBIA DIST OF REF-SER A 5.000%

06/01/32 05/18/2017 SIEBERT,BRANDFORD & CO 06/05/2017

PIPER, JAFFRAY & HOPWOOD

1,000,000 1,195,540 1,220,590 1,195,203 0 (337) 0 (337) 0 0 25,387 25,387 972 0

452152-G6-2 ILLINOIS STATE REF 5.000% 02/01/25 05/12/2017 GOLDMAN SACHS & CO 06/28/2017 Various 5,000,000 5,233,850 5,240,050 5,231,462 0 (2,388) 0 (2,388) 0 0 8,588 8,588 97,778 73,611

93974D-SW-9

WASHINGTON STATE OF A-1 5.000%

08/01/39 05/31/2017 PIPER, JAFFRAY & HOPWOOD 10/31/2017 ALIC - AUSHC U.S. 5,000,000 5,800,850 5,805,850 5,765,117 0 (35,733) 0 (35,733) 0 0 40,733 40,733 187,500 86,111

97705M-GD-1

WISCONSIN STATE OF SER A 5.000%

05/01/32 03/07/2017 Citigroup 10/31/2017 ALIC - AUSHC U.S. 8,000,000 9,190,880 9,494,640 9,113,569 0 (77,311) 0 (77,311) 0 0 381,071 381,071 235,556 0

E15





For-eign


DisposalDate

Name ofPurchaser

Par Value (Bonds)

orNumber of


Consid-eration


12


(Decrease)

13


Accretion

14



15

Total Change in


Valu (12 + 13 - 14)

16Total



Value

Foreign Exchange


Realized Gain

(Loss) on Disposal


Interestand

Dividends Received

DuringYear


and Dividends

1799999. Subtotal - Bonds - U.S. States, Territories and Possessions 20,000,000 22,623,450 22,976,180 22,507,681 0 (115,769) 0 (115,769) 0 0 468,499 468,499 521,806 159,722

014393-XE-7

ALDINE TEXAS INDEP SCH DIST REF

5.000% 02/15/29 07/12/2017 JPM-CHASE 10/31/2017 ALIC - AUSHC U.S. 8,070,000 9,790,121 9,824,983 9,747,440 0 (42,681) 0 (42,681) 0 0 77,543 77,543 118,808 12,329

167505-RM-0

CHICAGO ILL BRD ED DEDICATED SER-A

7.000% 12/01/46 07/11/2017 JPM-CHASE 07/11/2017 JPM-CHASE 2,000,000 1,848,540 1,925,240 1,848,536 0 (4) 0 (4) 0 0 76,704 76,704 389 0

283590-GS-0

EL PASO CNTY TX HOSP DIST REF 5.000%

08/15/33 05/04/2017 MERRILL LYNCH-MUNI 10/31/2017 ALIC - AUSHC U.S. 4,040,000 4,481,330 4,583,420 4,463,929 0 (17,401) 0 (17,401) 0 0 119,491 119,491 107,172 10,661

283590-GV-3


08/15/36 03/30/2017 MERRILL LYNCH-MUNI 03/30/2017 MERRILL LYNCH-MUNI 5,000,000 4,920,350 4,924,280 4,920,350 0 0 0 0 0 0 3,930 3,930 0 0

283590-GW-1


08/15/37 05/04/2017 MERRILL LYNCH-MUNI 05/22/2017 RAMIREZ 3,415,000 3,724,058 3,792,914 3,723,330 0 (727) 0 (727) 0 0 69,584 69,584 13,847 9,012

283590-GW-1


08/15/37 05/04/2017 MERRILL LYNCH-MUNI 10/31/2017 ALIC - AUSHC U.S. 2,000,000 2,181,000 2,236,400 2,173,900 0 (7,100) 0 (7,100) 0 0 62,500 62,500 53,056 5,278

514120-LH-5

LANCASTER CNTY SC SCH DIST GENERAL

OBLIGATION UNLTD 4.000% 03/01/28 05/02/2017 MERRILL LYNCH-MUNI 10/31/2017 ALIC - AUSHC U.S. 7,005,000 7,914,879 8,033,474 7,874,599 0 (40,281) 0 (40,281) 0 0 158,875 158,875 180,573 43,587

521841-RZ-1

LEANDER TX INDEP SCH DIST PREREFUNDED

REF-SER A 5.000% 08/15/33 06/20/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 890,000 917,974 1,056,866 916,510 0 (1,464) 0 (1,464) 0 0 140,356 140,356 31,644 15,451

521841-SE-7

LEANDER TX INDEP SCH DIST UNREFUNDED

REF-SER A 5.000% 08/15/33 06/20/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 1,405,000 1,449,161 1,618,588 1,446,850 0 (2,311) 0 (2,311) 0 0 171,739 171,739 49,956 24,392

528828-8S-8

LEWISVILLE TX INDEP SCH DIST REF

5.000% 08/15/26 04/19/2017 DAIN RAUSCHER INC-69211 10/31/2017 ALIC - AUSHC U.S. 1,345,000 1,660,873 1,655,561 1,646,743 0 (14,130) 0 (14,130) 0 0 8,817 8,817 31,010 560

528828-8T-6

LEWISVILLE TX INDEP SCH DIST REF

5.000% 08/15/27 04/19/2017 DAIN RAUSCHER INC-69211 10/31/2017 ALIC - AUSHC U.S. 1,460,000 1,790,544 1,785,536 1,775,810 0 (14,734) 0 (14,734) 0 0 9,726 9,726 33,661 608

590485-K8-0 MESA ARIZONA REF 4.000% 07/01/28 03/03/2017 MERRILL LYNCH-MUNI 03/24/2017 Citigroup 2,440,000 2,653,646 2,703,569 2,653,646 0 0 0 0 0 0 49,922 49,922 0 0

597851-3A-0

MIDLOTHIAN TEXAS INDPT SCH DIS

PREREFUNDED VARIABLE-REF-SER C 3.000%

08/01/51 02/06/2017 Tax Free Exchange 02/10/2017 Hilltop Securities 100,000 102,510 104,352 102,485 0 (25) 0 (25) 0 0 1,867 1,867 117 42

597851-3B-8

MIDLOTHIAN TEXAS INDPT SCH DIS VARIABLE-

REF-SER C 3.000% 08/01/51 02/06/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 4,900,000 5,022,989 5,053,223 5,021,317 0 (1,673) 0 (1,673) 0 0 31,906 31,906 110,250 2,042

692020-M9-8

OXNARD CA SCH DIST ELECTION 2016-SER A

4.000% 08/01/46 03/16/2017 Stifel Nicolaus &Co. 07/13/2017 RAMIREZ 300,000 297,423 315,455 297,423 0 0 0 0 0 0 18,032 18,032 3,578 0

692020-M9-8

OXNARD CA SCH DIST ELECTION 2016-SER A

4.000% 08/01/46 03/16/2017 Stifel Nicolaus &Co. 10/31/2017 ALIC - AUSHC U.S. 2,200,000 2,181,102 2,284,040 2,181,097 0 (5) 0 (5) 0 0 102,943 102,943 51,578 0

727199-YD-7

PLANO TX INDEP SCH DIST SCH BLDG

5.000% 02/15/25 05/08/2017 CHASE SECURITIES 05/08/2017 MORGAN STANLEY 5,000,000 6,045,200 6,053,200 6,045,200 0 0 0 0 0 0 8,000 8,000 59,722 59,722

761474-HQ-1

REVERE OH LOCAL SCH DIST SCH FACS IMPT-

SER A 5.000% 12/01/42 03/30/2017 DAIN RAUSCHER INC-69211 03/31/2017 Royal Bank and Trust 1,250,000 1,370,263 1,375,250 1,370,263 0 0 0 0 0 0 4,988 4,988 0 0

840610-SQ-3

SOUTH WASHINGTON CNTY MN INDEP REF-SCH

BLDG-SER B 5.000% 02/01/24 02/17/2017 OPPENHEIMER & CO. 10/31/2017 ALIC - AUSHC U.S. 5,000,000 5,926,300 5,956,400 5,840,165 0 (86,135) 0 (86,135) 0 0 116,235 116,235 187,500 15,278

2499999. Subtotal - Bonds - U.S. Political Subdivisions of States, Territories and Possessions 57,820,000 64,278,263 65,282,751 64,049,593 0 (228,671) 0 (228,671) 0 0 1,233,158 1,233,158 1,032,861 198,962

232265-5U-8

CUYAHOGA CNT OHIO HOSPITAL METROHLTH

SYS-REF 5.500% 02/15/52 05/10/2017 MERRILL LYNCH-MUNI 05/10/2017 MERRILL LYNCH-MUNI 1,500,000 1,580,685 1,601,115 1,580,685 0 0 0 0 0 0 20,430 20,430 0 0

232265-5V-6


SYS-REF 5.500% 02/15/57 05/10/2017 MERRILL LYNCH-MUNI 05/16/2017 MERRILL LYNCH-MUNI 2,500,000 2,614,700 2,674,575 2,614,700 0 0 0 0 0 0 59,875 59,875 0 0

232265-5W-4


SYS-REF 5.000% 02/15/57 05/10/2017 MERRILL LYNCH-MUNI 05/10/2017 MERRILL LYNCH-MUNI 1,000,000 994,780 1,011,440 994,780 0 0 0 0 0 0 16,660 16,660 0 0

246343-LB-1

DELAWARE RIVER JT TOLL BRDG REVENUE

BONDS 5.000% 07/01/31 02/15/2017 MERRILL LYNCH-MUNI 02/17/2017 MORGAN STANLEY 1,000,000 1,150,610 1,155,360 1,150,610 0 0 0 0 0 0 4,750 4,750 0 0

246343-LE-5

DELAWARE RIVER JT TOLL BRDG REVENUE

BONDS 5.000% 07/01/34 02/15/2017 MERRILL LYNCH-MUNI 02/17/2017 MORGAN STANLEY 1,000,000 1,131,860 1,136,510 1,131,860 0 0 0 0 0 0 4,650 4,650 0 0

303867-LG-8

FAIRFAX CNTY VIRGINIA SWR REV REVENUE

BONDS 5.000% 07/15/44 09/05/2017 MERRILL LYNCH-MUNI 09/07/2017 DAIN RAUSCHER INC-69211 1,490,000 1,784,752 1,793,036 1,784,460 0 (292) 0 (292) 0 0 8,576 8,576 15,107 14,279

3140FV-UY-0

FED NATL MTGE ASSN POOL NO BE9598

4.000% 05/01/47 05/09/2017 Baird (Robert W) 10/01/2017 Paydown 111,391 117,274 111,391 111,391 0 (5,883) 0 (5,883) 0 0 0 0 913 124

3140FV-UY-0

FED NATL MTGE ASSN POOL NO BE9598

4.000% 05/01/47 05/09/2017 Baird (Robert W) 10/31/2017 ALIC - AUSHC U.S. 2,888,609 3,041,163 3,039,510 3,038,668 0 (2,495) 0 (2,495) 0 0 842 842 57,772 3,210

E15.1





For-eign


DisposalDate

Name ofPurchaser

Par Value (Bonds)

orNumber of


Consid-eration


12


(Decrease)

13


Accretion

14



15

Total Change in


Valu (12 + 13 - 14)

16Total



Value

Foreign Exchange


Realized Gain

(Loss) on Disposal


Interestand

Dividends Received

DuringYear


and Dividends

392274-X3-5

GTR ORLANDO FL AVIATION AUTH AMT-

PRIORITY SUB-SER A 5.000% 10/01/42 09/07/2017 DAIN RAUSCHER INC-69211 10/31/2017 ALIC - AUSHC U.S. 2,000,000 2,322,560 2,299,740 2,320,364 0 (2,196) 0 (2,196) 0 0 (20,624) (20,624) 7,778 0

44420R-AV-2

HUDSON YARDS INFRASTRUCTURE REF-SER A

5.000% 02/15/33 05/25/2017 Various 10/31/2017 ALIC - AUSHC U.S. 10,250,000 12,146,385 12,220,870 12,073,779 0 (72,606) 0 (72,606) 0 0 147,091 147,091 214,965 0

49126K-JX-0

KENTUCKY ECONOMIC DEV FIN AUTH REF-

OWENSBORO HEALTH-SER A 5.000%

06/01/29 05/03/2017 MERRILL LYNCH-MUNI 10/31/2017 ALIC - AUSHC U.S. 2,000,000 2,221,640 2,264,240 2,213,198 0 (8,442) 0 (8,442) 0 0 51,042 51,042 45,556 0

49126K-KB-6



06/01/37 05/03/2017 MERRILL LYNCH-MUNI 05/04/2017 MERRILL LYNCH-MUNI 500,000 491,860 494,550 491,860 0 0 0 0 0 0 2,690 2,690 0 0

49126K-KC-4




49126K-KF-7




49126K-LC-3

KENTUCKY ECONOMIC DEV FIN AUTH BAPTIST

HEALTHCRE SYSTEM-SER B 5.000%


544445-BT-5

LOS ANGELES CALIF DEPT ARPTS R AMT SUB

LA INTL ARPT SER B 5.000% 05/15/29 01/06/2017 DAIN RAUSCHER INC-69211 01/06/2017 DAIN RAUSCHER INC-69211 500,000 572,890 575,070 572,890 0 0 0 0 0 0 2,180 2,180 0 0

544445-BU-2

LOS ANGELES CALIF DEPT ARPTS R SER B

5.000% 05/15/30 01/06/2017 DAIN RAUSCHER INC-69211 01/06/2017 DAIN RAUSCHER INC-69211 1,000,000 1,138,860 1,143,180 1,138,860 0 0 0 0 0 0 4,320 4,320 0 0

544445-BY-4



544445-CB-3



576049-W3-0

MASSACHUSETTS STATE REF GEN SER B

5.250% 08/01/30 07/12/2017 DAIN RAUSCHER INC-69211 10/31/2017 ALIC - AUSHC U.S. 5,000,000 6,430,250 6,527,350 6,403,420 0 (26,830) 0 (26,830) 0 0 123,930 123,930 196,875 121,042

59259N-7X-5

MET TRANSPORTATION AUTH NY CLIMATE BD

CERTIFIED-GREEN 5.000% 11/15/29 05/12/2017 RAMIREZ 10/31/2017 ALIC - AUSHC U.S. 2,000,000 2,433,240 2,470,380 2,416,766 0 (16,474) 0 (16,474) 0 0 53,614 53,614 45,556 0

61075T-RS-9

MONROE CNTY NY INDL DEV CORP THE

ROCHESTER GENERAL HOSPITAL 4.000%


61075T-RT-7

MONROE CNTY NY INDL DEV CORP THE

ROCHESTER GENERAL HOSPITAL 5.000%


64971W-5B-2

NEW YORK CITY NY TRANSITIONAL SUB-FUTURE

TAX SECURED FISCAL 5.000% 02/01/43 05/16/2017 Hilltop Securities 05/23/2017 BARCLAY INVESTMENTS 5,000,000 5,742,900 5,798,100 5,741,750 0 (1,150) 0 (1,150) 0 0 56,350 56,350 25,694 20,833

64971W-5B-2

NEW YORK CITY NY TRANSITIONAL SUB-FUTURE

TAX SECURED FISCAL 5.000% 02/01/43 05/16/2017 Hilltop Securities 10/31/2017 ALIC - AUSHC U.S. 2,580,000 2,963,336 3,002,707 2,949,613 0 (13,723) 0 (13,723) 0 0 53,094 53,094 68,800 10,750

64986A-2C-4

NEW YORK ST ENVIRON FACSCORP REVOLVING

FUNDS NYC MUNI 5.000% 06/15/30 01/26/2017 RAMIREZ 10/31/2017 ALIC - AUSHC U.S. 4,000,000 4,628,920 4,688,680 4,559,617 0 (69,303) 0 (69,303) 0 0 129,063 129,063 175,556 25,556

65830R-BM-0

NORTH CAROLINA ST TURNPIKE REF-SENIOR

LIEN 5.000% 01/01/39 03/23/2017 MERRILL LYNCH-MUNI 03/27/2017 MERRILL LYNCH-MUNI 1,000,000 1,115,970 1,121,220 1,115,970 0 0 0 0 0 0 5,250 5,250 0 0

73358W-D8-4

PORT AUTH NY & NJ REF-CONSOL-SER 198

5.000% 11/15/41 05/31/2017 WARBURG DILLON READ 10/31/2017 ALIC - AUSHC U.S. 6,530,000 7,661,584 7,644,736 7,619,059 0 (42,525) 0 (42,525) 0 0 25,677 25,677 150,553 18,139

791638-F9-5

ST LOUIS MO ARPT REV REV SER C 5.000%

07/01/47 06/09/2017 Stern Brothers 06/14/2017 Wachovia 1,000,000 1,161,470 1,161,470 1,161,470 0 0 0 0 0 0 0 0 0 0

795576-FY-8

SALT LAKE CITY UT ARPT REVENUE AMT-SER A

5.000% 07/01/47 02/09/2017 Citigroup 02/10/2017 Citigroup 2,400,000 2,646,696 2,653,200 2,646,696 0 0 0 0 0 0 6,504 6,504 0 0

812631-NX-3

SEATTLE WASH DRAIN & WASTEWATE REF

4.000% 07/01/35 07/31/2017 PNC CAP MKTS 10/31/2017 ALIC - AUSHC U.S. 8,180,000 8,883,889 8,765,524 8,868,825 0 (15,064) 0 (15,064) 0 0 (103,300) (103,300) 111,793 31,811

91417K-U8-2

UNIV OF COLORADO CO ENTERPRISE REF-SER

A-1 5.000% 06/01/28 05/24/2017 Stifel Nicolaus &Co. 10/31/2017 ALIC - AUSHC U.S. 2,000,000 2,536,780 2,485,540 2,519,625 0 (17,155) 0 (17,155) 0 0 (34,085) (34,085) 39,444 0

917572-WQ-8

UTAH WTR FIN AGY REV LOAN FING PRORGRAM

SER A 4.000% 03/01/31 06/23/2017 G K Baum 10/31/2017 ALIC - AUSHC U.S. 3,575,000 3,918,486 3,937,541 3,909,531 0 (8,955) 0 (8,955) 0 0 28,010 28,010 40,119 0

E15.2





For-eign


DisposalDate

Name ofPurchaser

Par Value (Bonds)

orNumber of


Consid-eration


12


(Decrease)

13


Accretion

14



15

Total Change in


Valu (12 + 13 - 14)

16Total



Value

Foreign Exchange


Realized Gain

(Loss) on Disposal


Interestand

Dividends Received

DuringYear


and Dividends

938782-ES-4

WASHINGTON DC MET AREA TRANSIT REF SER

A-1 5.000% 07/01/30 06/29/2017 JPM-CHASE 10/31/2017 ALIC - AUSHC U.S. 6,070,000 7,377,782 7,380,513 7,342,491 0 (35,291) 0 (35,291) 0 0 38,022 38,022 91,893 0

3199999. Subtotal - Bonds - U.S. Special Revenues 87,175,000 99,688,147 100,090,688 99,349,763 0 (338,384) 0 (338,384) 0 0 740,926 740,926 1,288,374 245,744

00176J-AM-8

AMERICAN MONEY MANAGEMENT CORP SERIES 15

16A CLASS BR 144A 2.959% 04/14/29 03/29/2017 MITSUBISHI 07/06/2017 Societe General - CLO 900,000 900,000 901,125 900,000 0 0 0 0 0 0 1,125 1,125 5,865 0

00507V-AH-2

ACTIVISION BLIZZARD SR UNSECURED

2.300% 09/15/21 06/05/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 1,000,000 998,928 994,638 999,027 0 99 0 99 0 0 (4,389) (4,389) 14,439 5,111

02665W-BM-2

AMERICAN HONDA FINANCE SR UNSECURED

2.000% 02/14/20 02/13/2017 MIZUHO SECURITIES USA 10/31/2017 ALIC - AUSHC U.S. 2,000,000 1,997,160 2,002,762 1,997,790 0 630 0 630 0 0 4,972 4,972 28,333 0

02687Q-DG-0

AMERICAN INTL GROUP SR UNSECURED

5.850% 01/16/18 04/25/2017 AETNA TRANSFERS 04/25/2017 AETNA TRANSFERS 0 0 27,466 0 0 0 0 0 0 0 27,466 27,466 0 0

031162-CM-0

AMGEN INC SR UNSECURED 2.200%

05/11/20 05/08/2017 BANC AMERICA 10/31/2017 ALIC - AUSHC U.S. 1,500,000 1,499,175 1,505,682 1,499,296 0 121 0 121 0 0 6,386 6,386 15,583 0

03674X-AC-0


5.125% 12/01/22 06/20/2017 MORGAN STANLEY 10/31/2017 ALIC - AUSHC U.S. 1,000,000 982,500 1,023,533 983,480 0 980 0 980 0 0 40,053 40,053 21,354 3,132

03674X-AJ-5


5.000% 03/01/25 07/26/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,000,000 1,018,205 1,000,000 0 0 0 0 0 0 18,205 18,205 33,333 20,139

037833-CQ-1

APPLE INC SR UNSECURED 2.300%

05/11/22 05/04/2017 CHASE SECURITIES 10/31/2017 ALIC - AUSHC U.S. 500,000 499,110 500,833 499,188 0 78 0 78 0 0 1,645 1,645 5,431 0

04964W-AQ-8

ATRIUM CDO CORP SERIES 11A CLASS BR

2.863% 10/23/25 03/16/2017 Citibank 09/07/2017 Goldman Sachs 3,500,000 3,500,000 3,505,950 3,500,000 0 0 0 0 0 0 5,950 5,950 41,186 0

075887-BQ-1

BECTON DICKINSON SR UNSECURED 2.133%

06/06/19 05/22/2017 CITIGROUP 10/31/2017 ALIC - AUSHC U.S. 2,000,000 2,000,000 2,000,010 2,000,000 0 0 0 0 0 0 10 10 17,183 0

11134L-AA-7

BROADCOM CRP / CAYMN FI SR UNSECURED

2.375% 01/15/20 01/11/2017 BARCLAY INVESTMENTS 10/31/2017 ALIC - AUSHC U.S. 1,000,000 997,740 1,004,947 998,298 0 558 0 558 0 0 6,649 6,649 18,604 0

12481K-AC-2

CBAM CLO MANAGEMENT SERIES 17-2A CLASS

B1 144A 3.103% 10/17/29 07/31/2017 BAML 09/07/2017 Credit Suisse 625,000 625,000 628,188 625,000 0 0 0 0 0 0 3,188 3,188 692 0

124857-AS-2

CBS CORP SR UNSECURED 2.500% 02/15/23

06/26/2017 FIRST BOSTON CORP 10/31/2017 ALIC - AUSHC U.S. 1,000,000 994,260 984,772 994,553 0 293 0 293 0 0 (9,781) (9,781) 8,194 0

12515G-AD-9

CD COMMERCIAL MTGE TRUST SERIES 2017-CD3

CLASS A4 3.631% 02/10/50 01/27/2017 CITIGROUP 10/31/2017 ALIC - AUSHC U.S. 2,500,000 2,574,914 2,615,916 2,569,888 0 (5,026) 0 (5,026) 0 0 46,028 46,028 68,081 3,278

13876C-AQ-0

CANYON CAPITAL CLO LTD SERIES 15-1A

CLASS BR 3.109% 04/15/27 04/07/2017 JP Morgan 09/07/2017 JP Morgan 1,800,000 1,800,000 1,805,580 1,800,000 0 0 0 0 0 0 5,580 5,580 21,783 0

14310B-AN-1

CARLYLE GLOBAL MARKET STRATEG SERIES 13-

1A CLASS A2R 144A 3.093% 08/14/30 07/25/2017 Citibank 09/07/2017 DAIN RAUSCHER INC-69211 475,000 475,000 476,615 475,000 0 0 0 0 0 0 1,615 1,615 1,104 0

149420-AE-1

CATSKILL PARK CLO LTD SERIES 17-1A CLASS

A2 3.063% 04/20/29 04/27/2017 BAML 09/07/2017 WACHOVIA 1,300,000 1,300,000 1,302,860 1,300,000 0 0 0 0 0 0 2,860 2,860 11,666 0

15032U-AA-1

CEDAR FUNDING LTD SERIES 14-3A CLASS E

144A 6.336% 05/20/26 03/15/2017 Nomura 08/21/2017 Paydown 250,000 244,688 250,000 250,000 0 5,313 0 5,313 0 0 0 0 7,560 1,116

16412X-AB-1

CHENIERE CORP CHRISTI HD 1ST LIEN

5.875% 03/31/25 02/13/2017 Various 05/05/2017 Tax Free Exchange 2,500,000 2,652,500 2,648,982 2,648,982 0 (3,518) 0 (3,518) 0 0 0 0 59,566 25,785

16412X-AC-9

CHENIERE CORP CHRISTI HD 1ST LIEN

5.875% 03/31/25 05/05/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 3,500,000 3,652,517 3,790,574 3,644,183 0 (8,334) 0 (8,334) 0 0 146,390 146,390 183,349 83,392

165167-CH-8

CHESAPEAKE ENERGY CORP SR NOTES

6.775% 03/15/19 05/05/2017 AETNA TRANSFERS 05/05/2017 AETNA TRANSFERS 0 0 678,098 0 0 0 0 0 0 0 678,098 678,098 0 0

23312J-AF-0

DEUTSCHE BANK COMMERCIAL MTGE SERIES

2017-C6 CLASS A5 3.328% 06/10/50 06/14/2017 DEUTSCHE BANK 10/31/2017 ALIC - AUSHC U.S. 1,750,000 1,802,449 1,782,755 1,800,713 0 (1,735) 0 (1,735) 0 0 (17,958) (17,958) 24,267 4,530

25278X-AE-9

DIAMONDBACK ENERGY INC SR UNSECURED

4.750% 11/01/24 07/24/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,017,751 1,019,459 1,016,999 0 (752) 0 (752) 0 0 2,460 2,460 23,750 10,951

34531E-AE-6

FORD CREDIT AUTO OWNER TRUST SERIES 17-A

CLASS A4 1.920% 04/15/22 01/18/2017 CITIGROUP 10/31/2017 ALIC - AUSHC U.S. 2,000,000 1,999,669 1,995,172 1,999,621 0 (47) 0 (47) 0 0 (4,450) (4,450) 29,440 0

35671D-CB-9


6.875% 02/15/23 06/20/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 1,500,000 1,586,721 1,640,418 1,581,877 0 (4,844) 0 (4,844) 0 0 58,541 58,541 73,333 35,807

40436Y-AA-3

HIGHBRIDGE LOAN MANAGEMENT LTD SERIES

3A-2014 CLASS DR 144A 7.854% 07/18/29

06/28/2017 Citibank 10/20/2017 DEUTSCHE BANK 500,000 500,000 510,000 500,000 0 0 0 0 0 0 10,000 10,000 10,626 0

E15.3





For-eign


DisposalDate

Name ofPurchaser

Par Value (Bonds)

orNumber of


Consid-eration


12


(Decrease)

13


Accretion

14



15

Total Change in


Valu (12 + 13 - 14)

16Total



Value

Foreign Exchange


Realized Gain

(Loss) on Disposal


Interestand

Dividends Received

DuringYear


and Dividends

421924-AJ-0

HEALTHSOUTH CORP SR NOTES 6.875%

06/15/05 03/17/2017 AETNA TRANSFERS 03/17/2017 AETNA TRANSFERS 0 0 424 0 0 0 0 0 0 0 424 424 0 0

421924-AU-5

HEALTHSOUTH CORP SR NOTE 7.375%

10/01/17 03/17/2017 AETNA TRANSFERS 03/17/2017 AETNA TRANSFERS 0 0 742 0 0 0 0 0 0 0 742 742 0 0

527298-BM-4

LEVEL 3 FINANCING INC SR UNSECURED

5.250% 03/15/26 04/26/2017 WACHOVIA 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,030,000 1,033,249 1,027,995 0 (2,005) 0 (2,005) 0 0 5,254 5,254 28,583 2,333

55818X-AY-9


CLASS A2R 3.263% 04/20/26 01/11/2017 DEUTSCHE BANK 09/08/2017 Goldman Sachs 300,000 300,000 300,600 300,000 0 0 0 0 0 0 600 600 6,570 0

55819A-AA-0


CLASS E 144A 6.813% 07/21/27 04/04/2017 Baird (Robert W) 06/15/2017 Call 100.0000 325,000 322,725 325,000 319,008 0 (3,717) 0 (3,717) 0 0 5,992 5,992 8,437 4,337

55820T-AC-2


CLASS B 3.074% 07/27/30 07/03/2017 Morgan Stanley 09/07/2017 Janney Montgomery-Muni 625,000 625,000 630,563 625,000 0 0 0 0 0 0 5,563 5,563 1,620 0

55952Y-AK-3

MAGNETITE CLO LTD SERIES 14-8A CLASS BR

3.109% 04/15/26 02/16/2017 JP Morgan 09/07/2017 Credit Suisse 2,250,000 2,262,375 2,253,825 2,267,001 0 4,626 0 4,626 0 0 (13,176) (13,176) 42,821 6,240

61691J-AV-6

MORGAN STANLEY CAPITAL I TRUST SERIES

2017-H1 CLASS A5 3.530% 06/15/50 05/24/2017 MORGAN STANLEY 10/31/2017 ALIC - AUSHC U.S. 3,500,000 3,604,914 3,629,838 3,600,814 0 (4,100) 0 (4,100) 0 0 29,024 29,024 51,479 2,402

62957H-AC-9

NABORS INDUSTRIES INC. SR UNSECURED

5.500% 01/15/23 07/18/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 500,000 500,000 480,392 500,000 0 0 0 0 0 0 (19,609) (19,609) 8,097 229

66859Q-AC-9

NORTHWOODS CAPITAL LTD SERIES 14-12A

CLASS C 144A 4.738% 09/15/25 01/13/2017 BARCLAYS CAPITAL INC 03/15/2017 Paydown 450,000 450,900 450,000 450,000 0 (900) 0 (900) 0 0 0 0 4,628 1,800

66859T-AE-9

NORTHWOODS CAPITAL LTD SERIES 14-14A

CLASS C 144A 4.763% 11/12/25 01/13/2017 BARCLAYS CAPITAL INC 02/13/2017 Paydown 250,000 250,625 250,000 250,000 0 (625) 0 (625) 0 0 0 0 2,687 1,949

67107U-AW-4

OZLM FUNDING LTD SERIES 12-1A CLASS A2R2

144A 3.213% 07/23/29 07/14/2017 Morgan Stanley 09/07/2017 Goldman Sachs 875,000 875,000 879,025 875,000 0 0 0 0 0 0 4,025 4,025 3,766 0

67111K-AC-4

OZLM LTD SERIES 17-16A CLASS A2

3.269% 05/16/30 05/01/2017 JP Morgan 09/07/2017 WACHOVIA 2,000,000 2,000,000 2,009,800 2,000,000 0 0 0 0 0 0 9,800 9,800 15,908 0

67573C-AE-9

OCTAGON INVESTMENT PARTNERS 32 SERIES

17-1A CLASS B1 144A 3.059% 07/15/29 07/25/2017 Morgan Stanley 09/07/2017 Janney Montgomery-Muni 625,000 625,000 626,688 625,000 0 0 0 0 0 0 1,688 1,688 629 0

69318F-AE-8

PBF HOLDING CO LLC SECURED 7.000%

11/15/23 01/12/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 500,000 500,000 519,660 500,000 0 0 0 0 0 0 19,660 19,660 33,663 5,542

69318F-AF-5

PBF HOLDING CO LLC SR UNSECURED

7.250% 06/15/25 05/23/2017 WARBURG 10/31/2017 ALIC - AUSHC U.S. 1,000,000 996,250 1,033,532 996,304 0 54 0 54 0 0 37,228 37,228 30,410 0

737446-AL-8

POST HOLDINGS INC SR UNSECURED 5.500%

03/01/25 02/06/2017 BARCLAY INVESTMENTS 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,000,000 1,040,116 1,000,000 0 0 0 0 0 0 40,116 40,116 39,264 0

747525-AP-8

QUALCOMM INC SR UNSECURED 2.100%

05/20/20 05/19/2017 GOLDMAN SACHS & CO 10/31/2017 ALIC - AUSHC U.S. 1,500,000 1,499,910 1,505,378 1,499,913 0 3 0 3 0 0 5,464 5,464 13,563 0

77340E-AC-0

ROCKFORD TOWER CLO LTD SERIES 17-1A

CLASS B 3.159% 04/15/29 04/04/2017 JP Morgan 09/07/2017 JP Morgan 1,000,000 995,000 1,003,100 997,224 0 2,224 0 2,224 0 0 5,876 5,876 11,464 0

77340G-AC-5

ROCKFORD TOWER CLO LTD SERIES 2017-2A

CLASS B 144A 3.109% 10/15/29 08/01/2017 JP Morgan 09/14/2017

HealthAssurance Penn Inc

675,000 675,000 675,000 675,000 0 0 0 0 0 0 0 0 401 0

785592-AV-8

SABINE PASS LIQUEFACTION SECURED

5.875% 06/30/26 05/10/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 1,750,000 1,752,418 1,980,928 1,752,302 0 (116) 0 (116) 0 0 228,627 228,627 85,677 37,127

80282K-AK-2

SANTANDER HOLDINGS USA SR UNSECURED

3.700% 03/28/22 07/10/2017 BARCLAY INVESTMENTS 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,009,220 1,022,344 1,008,415 0 (805) 0 (805) 0 0 13,929 13,929 21,994 10,894

83609C-AN-4

SOUND POINT CLO LTD SERIES 14-3A CLASS

BR 144A 3.113% 01/23/27 01/18/2017 Credit Suisse 05/01/2017 JP Morgan 800,000 800,000 800,000 800,000 0 0 0 0 0 0 0 0 6,290 0

845467-AL-3

SOUTHWESTERN ENERGY CO SR UNSECURED

6.700% 01/23/25 06/15/2017 WARBURG 10/31/2017 ALIC - AUSHC U.S. 1,000,000 970,000 1,027,192 971,038 0 1,038 0 1,038 0 0 56,154 56,154 51,739 27,358

852061-AS-9

SPRINT NEXTEL CORP SR UNSECURED

6.000% 11/15/22 05/18/2017 GOLDMAN SACHS & CO 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,036,250 1,046,400 1,033,696 0 (2,554) 0 (2,554) 0 0 12,704 12,704 27,667 1,333

85815X-AS-2

STEELE CREEK CLO LTD SERIES 14-1A CLASS

BR 144A 3.291% 08/21/26 01/30/2017 Citibank 09/07/2017 Goldman Sachs 525,000 525,000 526,155 525,000 0 0 0 0 0 0 1,155 1,155 8,789 0

87248N-AC-2

THC ESCROW CORP III 2ND LIEN 5.125%

05/01/25 06/05/2017 BARCLAY INVESTMENTS 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,010,000 972,263 1,009,251 0 (749) 0 (749) 0 0 (36,988) (36,988) 19,503 0

87265H-AF-6

TRI POINTE GROUP INC SR UNSECURED

5.250% 06/01/27 06/05/2017 CHASE SECURITIES 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,000,000 1,022,772 1,000,000 0 0 0 0 0 0 22,772 22,772 20,854 0

87612B-BC-5


5.375% 02/01/27 06/14/2017 GOLDMAN SACHS & CO 09/22/2017 Tax Free Exchange 1,000,000 1,045,000 1,043,710 1,043,710 0 (1,290) 0 (1,290) 0 0 0 0 34,490 20,604

E15.4





For-eign


DisposalDate

Name ofPurchaser

Par Value (Bonds)

orNumber of


Consid-eration


12


(Decrease)

13


Accretion

14



15

Total Change in


Valu (12 + 13 - 14)

16Total



Value

Foreign Exchange


Realized Gain

(Loss) on Disposal


Interestand

Dividends Received

DuringYear


and Dividends

87612B-BE-1


5.375% 02/01/27 09/22/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,043,710 1,035,577 1,043,152 0 (557) 0 (557) 0 0 (7,575) (7,575) 13,438 7,615

87806L-AE-6

TCI-CENT CLO 2016-1 LTD SERIES 17-1A

CLASS A2 144A 3.167% 07/25/30 06/19/2017 DEUTSCHE BANK 09/07/2017 BNP Paribas 925,000 925,000 928,423 925,000 0 0 0 0 0 0 3,423 3,423 3,679 0

88033G-CR-9


07/15/24 06/05/2017 BARCLAY INVESTMENTS 10/31/2017 ALIC - AUSHC U.S. 1,110,000 1,110,000 1,091,536 1,110,000 0 0 0 0 0 0 (18,464) (18,464) 19,537 0

881609-BC-4

TESORO CORP SR UNSECURED 5.125%

12/15/26 02/13/2017 FIRST BOSTON CORP 07/10/2017 BARCLAY INVESTMENTS 1,000,000 1,057,500 1,077,560 1,055,518 0 (1,982) 0 (1,982) 0 0 22,042 22,042 28,615 7,688

88432M-AC-8

WIND RIVER CLO LTD SERIES 17-1A CLASS B

144A 3.054% 04/18/29 02/02/2017 Morgan Stanley 09/07/2017 JP Morgan 900,000 900,000 903,420 900,000 0 0 0 0 0 0 3,420 3,420 12,804 0

95001F-AX-3

WELLS FARGO COMMERCIAL MTGE TR SER 2017-

RC1 CLASS A4 3.631% 01/15/60 02/28/2017 WACHOVIA 10/31/2017 ALIC - AUSHC U.S. 2,000,000 2,059,836 2,091,165 2,056,238 0 (3,598) 0 (3,598) 0 0 34,927 34,927 48,413 2,622

95001M-AF-7

WELLS FARGO COMMERCIAL MTGE TR SER 2017-

C38 CLASS A5 3.453% 07/15/50 06/27/2017 WACHOVIA 10/31/2017 ALIC - AUSHC U.S. 3,000,000 3,089,754 3,078,545 3,087,050 0 (2,704) 0 (2,704) 0 0 (8,505) (8,505) 34,530 3,453

958102-AL-9

WESTERN DIGITAL CORP SR UNSECURED

10.500% 04/01/24 02/06/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,003,279 1,172,136 1,002,977 0 (303) 0 (303) 0 0 169,159 169,159 113,750 0

064159-JX-5

BANK OF NOVA SCOTIA SR UNSECURED

2.150% 07/14/20 A 07/11/2017 MORGAN STANLEY 10/31/2017 ALIC - AUSHC U.S. 2,000,000 1,999,720 2,003,972 1,999,719 0 (1) 0 (1) 0 0 4,253 4,253 12,781 0

15135U-AL-3

CENOVUS ENERGY INC SR UNSECURED

4.250% 04/15/27 A 04/04/2017 CHASE SECURITIES 10/31/2017 ALIC - AUSHC U.S. 1,250,000 1,249,788 1,252,793 1,249,787 0 (1) 0 (1) 0 0 3,006 3,006 30,104 0

496902-AP-2

KINROSS GOLD CORP SR UNSECURED 4.500%

07/15/27 A 06/30/2017 CHASE SECURITIES 10/31/2017 ALIC - AUSHC U.S. 500,000 500,000 505,409 500,000 0 0 0 0 0 0 5,409 5,409 7,188 0

63307A-2E-4

NATIONAL BANK OF CANADA SR UNSECURED

2.150% 06/12/20 A 06/05/2017 CITIGROUP 10/31/2017 ALIC - AUSHC U.S. 2,000,000 1,997,860 2,000,260 1,998,107 0 247 0 247 0 0 2,153 2,153 16,603 0

06675F-AK-3

BANQUE FED CRED MUTUEL SR UNSECURED

2.200% 07/20/20 D 07/11/2017 CITIGROUP 10/31/2017 ALIC - AUSHC U.S. 1,000,000 998,590 999,006 998,701 0 111 0 111 0 0 305 305 6,111 0

251525-AT-8

DEUTSCH BANK NY BRANCH SR UNSECURED

2.700% 07/13/20 D 07/10/2017 DEUTSCHE BANK 10/31/2017 ALIC - AUSHC U.S. 2,000,000 1,997,260 2,008,300 1,997,480 0 220 0 220 0 0 10,820 10,820 16,200 0

29278G-AB-4

ENEL FINANCE INTL NV SR UNSECURED

2.875% 05/25/22 D 05/22/2017 CHASE SECURITIES 10/31/2017 ALIC - AUSHC U.S. 1,000,000 997,000 1,005,526 997,229 0 229 0 229 0 0 8,297 8,297 12,378 0

46115H-AZ-0

INTESA SANPAOLO SPA SR UNSECURED

3.125% 07/14/22 D 07/10/2017 CHASE SECURITIES 10/31/2017 ALIC - AUSHC U.S. 1,000,000 998,440 1,002,955 998,497 0 57 0 57 0 0 4,458 4,458 9,288 0

60687Y-AH-2

MIZUHO FINANCIAL GROUP SR UNSECURED

2.953% 02/28/22 D 02/22/2017 MIZUHO SECURITIES USA 10/31/2017 ALIC - AUSHC U.S. 1,000,000 1,000,000 1,009,530 1,000,000 0 0 0 0 0 0 9,530 9,530 19,933 0

62854A-AM-6

MYLAN NV SR UNSECURED 3.150% 06/15/21

D 01/31/2017 Tax Free Exchange 10/31/2017 ALIC - AUSHC U.S. 1,000,000 998,959 1,018,116 999,124 0 165 0 165 0 0 18,992 18,992 27,650 4,025

686330-AH-4

ORIX CORP SR UNSECURED 2.900%

07/18/22 D 07/10/2017 CHASE SECURITIES 10/31/2017 ALIC - AUSHC U.S. 500,000 499,260 501,389 499,287 0 27 0 27 0 0 2,102 2,102 4,149 0

961214-DJ-9

WESTPAC BANKING CORP SR UNSECURED

2.150% 03/06/20 D 02/27/2017 CITIGROUP 10/31/2017 ALIC - AUSHC U.S. 1,000,000 999,570 1,001,789 999,649 0 79 0 79 0 0 2,140 2,140 14,035 0

3899999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) 87,735,000 88,686,195 90,390,643 88,653,081 0 (33,111) 0 (33,111) 0 0 1,737,559 1,737,559 1,756,901 340,792

8399998. Total - Bonds 278,559,000 301,303,296 305,571,327 300,511,600 0 (733,320) 58,373 (791,693) 0 0 5,059,724 5,059,724 5,447,343 1,208,361

8999998. Total - Preferred Stocks 0 0 0 0 0 0 0 0 0 0 0 0 0

9799998. Total - Common Stocks 0 0 0 0 0 0 0 0 0 0 0 0 0

9899999. Total - Preferred and Common Stocks 0 0 0 0 0 0 0 0 0 0 0 0 0

9999999 - Totals 301,303,296 305,571,327 300,511,600 0 (733,320) 58,373 (791,693) 0 0 5,059,724 5,059,724 5,447,343 1,208,361

E15.5


Schedule D-Part 6-Section 1-Valuation of Shares of Subsidiary, Controlled or Affiliated Companies

N O N E

Schedule D - Part 6 - Section 2

N O N E

E16


SCHEDULE DA - PART 1Showing All SHORT-TERM INVESTMENTS Owned December 31 of Current Year

1 Codes 4 5 6 7 Change in Book/Adjusted Carrying Value 12 13 Interest 20

Description

2

Code

3

For-eign

DateAcquired Name of Vendor

MaturityDate


Value

8


(Decrease)

9

Current Year's(Amor-

tization)/Accretion

10



11Total



Value Par Value Actual Cost

14

Amount Dueand Accrued Dec. 31 of

Current Year on Bond

Notin Default

15

Non-Admitted Due and Accrued

16

Rateof

17

Effective Rate

of

18

When Paid

19

Amount Received

DuringYear

Paid forAccruedInterest

US TREASURY BILL O 09/07/2017 JPM-CHASE 01/18/2018 999,505 0 3,337 0 0 1,000,000 996,168 0 0 1.045 1.064 MAT 0 0

0199999. Subtotal - Bonds - U.S. Governments - Issuer Obligations 999,505 0 3,337 0 0 1,000,000 996,168 0 0 XXX XXX XXX 0 0

0599999. Total - U.S. Government Bonds 999,505 0 3,337 0 0 1,000,000 996,168 0 0 XXX XXX XXX 0 0

1099999. Total - All Other Government Bonds 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

1799999. Total - U.S. States, Territories and Possessions Bonds 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

2499999. Total - U.S. Political Subdivisions Bonds 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

3199999. Total - U.S. Special Revenues Bonds 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

3899999. Total - Industrial and Miscellaneous (Unaffiliated) Bonds 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

4899999. Total - Hybrid Securities 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

5599999. Total - Parent, Subsidiaries and Affiliates Bonds 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

6099999. Subtotal - SVO Identified Funds 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

7799999. Total - Issuer Obligations 999,505 0 3,337 0 0 1,000,000 996,168 0 0 XXX XXX XXX 0 0

7899999. Total - Residential Mortgage-Backed Securities 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

7999999. Total - Commercial Mortgage-Backed Securities 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

8099999. Total - Other Loan-Backed and Structured Securities 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

8199999. Total - SVO Identified Funds 0 0 0 0 0 0 0 0 0 XXX XXX XXX 0 0

8399999. Total Bonds 999,505 0 3,337 0 0 1,000,000 996,168 0 0 XXX XXX XXX 0 0

8699999. Total - Parent, Subsidiaries and Affiliates 0 0 0 0 0 XXX 0 0 0 XXX XXX XXX 0 0

9199999 - Totals 999,505 0 3,337 0 0 XXX 996,168 0 0 XXX XXX XXX 0 0

E17


Schedule DB - Part A - Section 1 - Options, Caps, Floors, Collars, Swaps and Forwards Open

N O N E

Schedule DB - Part A - Section 2 - Options, Caps, Floors, Collars, Swaps and Forwards Terminated

N O N E

E18, E19


SCHEDULE DB - PART B - SECTION 1Futures Contracts Open December 31 of Current Year

1 2 3 4 5 6 7 8 9 10 11 12 13 14 Highly Effective Hedges 18 19 20 21 22

TickerSymbol

Numberof

ContractsNotional Amount Description

Description of Item(s)Hedged,Used forIncome

Generationor Replicated

Schedule/Exhibit

Identifier

Type(s)of

Risk(s)(a)

Date of Maturity

orExpira-

tion ExchangeTradeDate

Transac-tion

Price

Reporting DatePrice Fair Value


Value

15

Cumulative Variation Margin

16

Deferred Variation Margin

17Change in Variation MarginGain

(Loss) Used to Adjust Basis of Hedged

Item

Cumulative Variation Margin for All Other Hedges

Change in Variation MarginGain

(Loss) Recognized in Current

YearPotentialExposure

Hedge Effectiveness

atInception

and atYear-end

(b)

Value ofOne (1)

Point

1449999 - Totals XXX XXX

Broker NameBeginning

Cash BalanceCumulative

Cash ChangeEnding

Cash BalanceMacquarie 1,000,000 1,000,000

Total Net Cash Deposits 1,000,000 0 1,000,000

(a) Code Description of Hedged Risk(s)

(b) Code Financial or Economic Impact of the Hedge at the End of the Reporting Period

NONE

E20

NONE


SCHEDULE DB - PART B - SECTION 2Future Contracts Terminated December 31 of Current Year

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Change in Variation Margin 19 20

TickerSymbol

Numberof

ContractsNotional Amount Description

Description of Item(s)Hedged,Used forIncome

Generationor Replicated

Schedule/Exhibit

Identifier

Type(s)of

Risk(s)(a)

Date of Maturity

orExpira-

tion ExchangeTradeDate

Transaction Price

Termina-tionDate

Termination Price

Indicate Exercise,

Expiration, Maturity or

Sale

Cumulative Variation Margin at

Termination

16

Gain(Loss)

Recognized in Current

Year

17

Gain (Loss) Used to

Adjust Basis of Hedged

Item

18

Deferred

Hedge Effective-ness at

Inceptionand at

Termination(b)

Value ofOne (1)Point

1449999 - Totals XXX XXX

(a) Code Description of Hedged Risk(s)

(b) Code Financial or Economic Impact of the Hedge at the End of the Reporting Period

NONE

E21

NONE


SCHEDULE DB - PART D - SECTION 1Counterparty Exposure for Derivative Instruments Open December 31 of Current Year

1 2 3 4 Book/Adjusted Carrying Value Fair Value 11 12

Description of Exchange,Counterparty or Central Clearinghouse

MasterAgreement

(Y or N)

Credit Support Annex

(Y or N)

Fair Value of Acceptable Collateral

5Contracts WithBook/Adjusted

Carrying Value >0

6Contracts WithBook/Adjusted

Carrying Value <0

7

Exposure Net of Collateral

8

Contracts WithFair Value >0

9

Contracts WithFair Value <0

10

ExposureNet of Collateral

PotentialExposure

Off-BalanceSheet Exposure

0199999 - Aggregate Sum of Exchange Traded Derivatives XXX XXX XXX 1,000,000 1,000,000 1,000,000 1,000,000

0899999. Aggregate Sum of Central Clearinghouses 0 0

0999999 - Gross Totals 0 1,000,000 0 1,000,000 1,000,000 0 1,000,000 0 0

1. Offset per SSAP No. 64

2. Net after right of offset per SSAP No. 64 1,000,000 0 E22


SCHEDULE DB - PART D - SECTION 2Collateral for Derivative Instruments Open December 31 of Current Year

Collateral Pledged by Reporting Entity

1

Exchange, Counterpartyor Central Clearinghouse

2

Type of Asset Pledged

3


4

Description

5

Fair Value

6

Par Value

7Book/Adjusted

CarryingValue

8

MaturityDate

9Type of Margin

(I, V or IV)Macquarie 549300H8XV7W7WR2RX20 Treasury 912796-NN-5 US TREASURY BILL 1.045% DUE 1/18/2018 AT MAT 999,505 1,000,000 01/18/2018 I

0199999 - Total 999,505 1,000,000 0 XXX XXX

Collateral Pledged to Reporting Entity

1

Exchange, Counterpartyor Central Clearinghouse

2

Type of Asset Pledged

3


4

Description

5

Fair Value

6

Par Value

7Book/Adjusted

CarryingValue

8

MaturityDate

9Type of Margin

(I, V or IV)

0299999 - Total XXX XXX XXX

NONE

E23


Schedule DL - Part 1 - Reinvested Collateral Assets Owned

N O N E

Schedule DL - Part 2 - Reinvested Collateral Assets Owned

N O N E

E24, E25


SCHEDULE E - PART 1 - CASH1

Depository

2

Code

3

Rate ofInterest

4Amount of Interest Received During

Year

5Amount of Interest

Accrued December 31 of Current Year

6

Balance

7

*BANK OF AMERICA HARTFORD, CONNECTICUT (12,332,567) XXXSTATE STREET BANK AND TRUST CO. BOSTON, MASSACHUSETTS (775,009) XXX0199998 Deposits in ... depositories which do not exceed the allowable limit in any one depository (See instructions) - open depositories XXX XXX XXX0199999. Totals - Open Depositories XXX XXX 0 0 (13,107,576) XXX0299998 Deposits in ... depositories which do not exceed the allowable limit in any one depository (See instructions) - suspended depositories XXX XXX XXX0299999. Totals - Suspended Depositories XXX XXX 0 0 0 XXX0399999. Total Cash on Deposit XXX XXX 0 0 (13,107,576) XXX0499999. Cash in Company's Office XXX XXX XXX XXX XXX

0599999 Total - Cash XXX XXX 0 0 (13,107,576) XXX

TOTALS OF DEPOSITORY BALANCES ON THE LAST DAY OF EACH MONTH DURING THE CURRENT YEAR

1. January 4. April 7. July 10. October

2. February 5. May 8. August 11. November

3. March 6. June 9. September 12. December

E26


SCHEDULE E - PART 2 - CASH EQUIVALENTSShow Investments Owned December 31 of Current Year

1

CUSIP

2

Description

3

Code

4

Date Acquired

5

Rate of Interest

6

Maturity Date

7Book/AdjustedCarrying Value

8Amount of InterestDue and Accrued

9Amount Received

During Year US TREASURY BILL 12/29/2017 1.200 02/01/2018 14,365,139 0 1,437

0199999. Subtotal - Bonds - U.S. Governments - Issuer Obligations 14,365,139 0 1,437

0599999. Total - U.S. Government Bonds 14,365,139 0 1,437

1099999. Total - All Other Government Bonds 0 0 0

1799999. Total - U.S. States, Territories and Possessions Bonds 0 0 0

2499999. Total - U.S. Political Subdivisions Bonds 0 0 0

3199999. Total - U.S. Special Revenues Bonds 0 0 0

ARCHER DANIELS MIDLAND CP 4(2) 144A 12/28/2017 1.450 01/16/2018 999,395 0 161

BEMIS CO CP 4(2) 144A 12/20/2017 1.870 01/05/2018 4,998,960 0 3,116

CBS CORPORATION CP 4 (2) 144A 12/28/2017 1.900 01/29/2018 1,144,306 0 242

CAMPBELL SOUP CO CP 4-2 144A 12/22/2017 1.940 01/30/2018 2,496,091 0 1,345

CARNIVAL CORPORATION CP 4(2) 144A 12/22/2017 2.050 01/11/2018 4,596,380 0 2,617

HYUNDAI CAPITAL AMERICA CP 4(2) 144A 11/28/2017 1.490 01/09/2018 2,956,020 0 4,160

SEMPRA ENERGY CP 4(2) 144A 12/20/2017 1.920 01/09/2018 1,999,146 0 1,279

SEMPRA ENERGY CP 4(2) 144A 12/18/2017 1.820 01/17/2018 2,356,091 0 1,668

SOUTHERN CALIFORNIA EDISON CO. CP 4(2) 144A 12/28/2017 1.700 01/09/2018 1,128,573 0 213

SPIRE INC CP 4(2) 144A 12/22/2017 1.950 01/24/2018 4,993,767 0 2,705

SYSCO CORP SYSCO CORP 4 (2) 144A 12/21/2017 1.870 01/02/2018 5,647,706 0 3,227

VECTREN UTILITY HOLDINGS CP 4(2) 144A 12/26/2017 1.900 01/05/2018 3,489,263 0 1,105

VECTREN UTILITY HOLDINGS CP 4(2) 144A 12/27/2017 1.990 01/09/2018 1,998,116 0 552

VIRGINIA ELEC & PR CO CP 3(A) 3 12/29/2017 1.850 01/24/2018 116,862 0 18

WESTROCK CO CP 4(2) 144A 12/28/2017 1.980 01/26/2018 4,976,147 0 1,095

TRANSCANADA PIPELINES CP 4(2) 144A 12/01/2017 1.470 01/05/2018 9,173,500 0 11,612

VOLKSWAGEN INTL FINANCE CP 4(2) 144A 12/19/2017 1.870 01/11/2018 3,810,019 0 2,573

3299999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated) - Issuer Obligations 56,880,342 0 37,688

3899999. Total - Industrial and Miscellaneous (Unaffiliated) Bonds 56,880,342 0 37,688

4899999. Total - Hybrid Securities 0 0 0

5599999. Total - Parent, Subsidiaries and Affiliates Bonds 0 0 0

6099999. Subtotal - SVO Identified Funds 0 0 0

7799999. Total - Issuer Obligations 71,245,481 0 39,125

7899999. Total - Residential Mortgage-Backed Securities 0 0 0

7999999. Total - Commercial Mortgage-Backed Securities 0 0 0

8099999. Total - Other Loan-Backed and Structured Securities 0 0 0

8199999. Total - SVO Identified Funds 0 0 0

8399999. Total Bonds 71,245,481 0 39,125

60934N-50-0 FEDERATED INVESTORS INC TREASURY OBLIGATION FUND 12/29/2017 0.000 XXX 3,195 184 0

85749Q-44-8 SSGA FUNDS INST TREASURY PLUS MM -TRST 12/27/2017 0.000 XXX 5,214,695 5,537 3,789

8599999. Subtotal - Exempt Money Market Mutual Funds - as Identified by the SVO 5,217,890 5,721 3,789

8899999 - Total Cash Equivalents 76,463,371 5,721 42,914

E27


SCHEDULE E - PART 3 - SPECIAL DEPOSITS

1 2Deposits For the

Benefit of All Policyholders All Other Special Deposits

States, Etc.Type of Deposit Purpose of Deposit


4

Fair Value


6

Fair Value

1. Alabama AL

2. Alaska AK

3. Arizona AZ

4. Arkansas AR B RSD by INS CODE AR 23-63-206 0 0 148,950 146,192

5. California CA

6. Colorado CO

7. Connecticut CT B RSD by INS CODE CT-none required 3,061,302 3,057,884 0 0

8. Delaware DE

9. District of Columbia DC

10. Florida FL

11. Georgia GA B RSD by INS CODE GA 33-3-8 0 0 50,192 51,826

12. Hawaii HI

13. Idaho ID

14. Illinois IL

15. Indiana IN

16. Iowa IA

17. Kansas KS

18. Kentucky KY

19. Louisiana LA

20. Maine ME

21. Maryland MD

22. Massachusetts MA B RSD by INS CODE MA 175:151 0 0 99,300 97,461

23. Michigan MI

24. Minnesota MN

25. Mississippi MS

26. Missouri MO

27. Montana MT

28. Nebraska NE

29. Nevada NV

30. New Hampshire NH

31. New Jersey NJ

32. New Mexico NM B RSD by INS CODE NMSA 1978.59A-5-18 and -19

/ NMSA 59A-5-18 208,265 209,626 211,914 209,567

33. New York NY

34. North Carolina NC B RSD by INS CODE NC 58-67-25 + HB 276 0 0 496,853 506,129

35. North Dakota ND

36. Ohio OH

37. Oklahoma OK

38. Oregon OR

39. Pennsylvania PA

40. Rhode Island RI

41. South Carolina SC

42. South Dakota SD

43. Tennessee TN

44. Texas TX

45. Utah UT

46. Vermont VT

47. Virginia VA

48. Washington WA

49. West Virginia WV

50. Wisconsin WI

51. Wyoming WY

52. American Samoa AS

53. Guam GU

54. Puerto Rico PR

55. U.S. Virgin Islands VI

56. Northern Mariana Islands MP

57. Canada CAN

58. Aggregate Alien and Other OT XXX XXX 0 0 0 0

59. Subtotal XXX XXX 3,269,567 3,267,510 1,007,209 1,011,174

DETAILS OF WRITE-INS

5801.

5802.

5803.

5898. Summary of remaining write-ins for Line 58 from overflow page XXX XXX 0 0 0 0

5899. Totals (Lines 5801 thru 5803 plus 5898)(Line 58 above) XXX XXX 0 0 0 0

E28

ALPHABETICAL INDEXANNUAL STATEMENT BLANK

Analysis of Increase in Reserves During The Year 7

Analysis of Operations By Lines of Business 6

Asset Valuation Reserve Default Component 30

Asset Valuation Reserve Equity 32

Asset Valuation Reserve Replications (Synthetic) Assets 35

Asset Valuation Reserve 29

Assets 2

Cash Flow 5

Exhibit 1 - Part 1 - Premiums and Annuity Considerations for Life and Accident and Health Contracts 9

Exhibit 1 - Part 2 - Dividends and Coupons Applied, Reinsurance Commissions and Expense 10

Exhibit 2 - General Expenses 11

Exhibit 3 - Taxes, Licenses and Fees (Excluding Federal Income Taxes) 11

Exhibit 4 - Dividends or Refunds 11

Exhibit 5 - Aggregate Reserve for Life Contracts 12

Exhibit 5 - Interrogatories 13

Exhibit 5A - Changes in Bases of Valuation During The Year 13

Exhibit 6 - Aggregate Reserves for Accident and Health Contracts 14

Exhibit 7 - Deposit-Type Contracts 15

Exhibit 8 - Claims for Life and Accident and Health Contracts - Part 1 16

Exhibit 8 - Claims for Life and Accident and Health Contracts - Part 2 17

Exhibit of Capital Gains (Losses) 8

Exhibit of Life Insurance 25

Exhibit of Net Investment Income 8

Exhibit of Nonadmitted Assets 18

Exhibit of Number of Policies, Contracts, Certificates, Income Payable and Account Values 27

Five-Year Historical Data 22

Form for Calculating the Interest Maintenance Reserve (IMR) 28

General Interrogatories 20

Jurat Page 1

Liabilities, Surplus and Other Funds 3

Life Insurance (State Page) 24

Notes To Financial Statements 19

Overflow Page For Write-ins 55

Schedule A - Part 1 E01



Schedule A - Verification Between Years SI02

Schedule B - Part 1 E04



Schedule B - Verification Between Years SI02

Schedule BA - Part 1 E07



Schedule BA - Verification Between Years SI03

Schedule D - Part 1 E10

Schedule D - Part 1A - Section 1 SI05

Schedule D - Part 1A - Section 2 SI08

Schedule D - Part 2 - Section 1 E11







Schedule D - Summary By Country SI04

Schedule D - Verification Between Years SI03

Schedule DA - Part 1 E17

Schedule DA - Verification Between Years SI10

Index 1

ANNUAL STATEMENT BLANK (Continued)

Schedule DB - Part A - Section 1 E18

Schedule DB - Part A - Section 2 E19

Schedule DB - Part A - Verification Between Years SI11

Schedule DB - Part B - Section 1 E20

Schedule DB - Part B - Section 2 E21

Schedule DB - Part B - Verification Between Years SI11

Schedule DB - Part C - Section 1 SI12

Schedule DB - Part C - Section 2 SI13

Schedule DB - Part D - Section 1 E22

Schedule DB - Part D - Section 2 E23

Schedule DB - Verification SI14

Schedule DL - Part 1 E24

Schedule DL - Part 2 E25

Schedule E - Part 1 - Cash E26

Schedule E - Part 2 - Cash Equivalents E27

Schedule E - Part 3 - Special Deposits E28

Schedule E - Verification Between Years SI15

Schedule F 36

Schedule H - Accident and Health Exhibit - Part 1 37

Schedule H - Part 2, Part 3 and Part 4 38

Schedule H - Part 5 - Health Claims 39

Schedule S - Part 1 - Section 1 40


Schedule S - Part 2 42







Schedule T - Part 2 Interstate Compact 50

Schedule T - Premiums and Annuity Considerations 49

Schedule Y - Information Concerning Activities of Insurer Members of a Holding Company Group 51

Schedule Y - Part 1A - Detail of Insurance Holding Company System 52

Schedule Y - Part 2 - Summary of Insurer’s Transactions With Any Affiliates 53

Summary Investment Schedule SI01

Summary of Operations 4

Supplemental Exhibits and Schedules Interrogatories 54

Index 1.1

78700 Aetna Health and Life Insurance Company Refiling ...

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