(b) Asset Type End of year (i) Exchange-Traded Equity Securities (ii) Non Exchange-Traded Equity Securities (Hi) U.S. Government/Agency Bonds (iv) U.S. State and Local Bonds (v) Sovereign Bonds (vi) Investment Grade Corporate Bonds % % (vii) Non-Investment Grade Corporate Bonds (viii) Derivatives % % (ix) Securities Issued by Registered Investment Companies or Business Development Companies % (x) Securities Issued by Pooled Investment Vehicles (other than Registered Investment Companies or Business Development Companies) 0 (xi) Cash and Cash Equivalents % (xii) Other Generally describe any assets included in "Other" SECTION 5.K.(2) Separately Managed Accounts - Use of Borrowingsand Derivatives r No information is required to be reported in this Section 5.K.(2) per the instructions of this Section 5.K.(2) If your regulatory assets under management attributable to separately managed accounts are at least $10 billion, you should complete Question (a). If your regulatory assets under management attributable to separately managed accounts are at least $500 million but less than $10 billion, you should complete Question (b). (a) In the table below, provide the following information regarding the separately managed accounts you advise. If you are a subadviser to a separately managed account, you should only provide information with respect to the portion of the account that you subadvise. End of year refers to the date used to calculate your regulatory assets under management for purposes of your annual updating amendment. Mid-year is the date six months before the end of year date. In column 1, indicate the regulatory assets under management attributable to separately managed accounts associated with each level of gross notional exposure. For purposes of this table, the gross notional exposure of an account is the percentage obtained by dividing (i) the sum of (a) the dollar amount of any borrowings and (b) the gross notional value of a